# FrAug: Frequency Domain Augmentation for Time Series Forecasting

arXiv: https://arxiv.org/abs/2302.09292 · HTML: https://mlsanity.com/paper/2302.09292/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- Builds on 15 of its 28 references that are in the map.
- First posted on arXiv 18 Feb 2023.

## Builds on (most cited first, 15 of 15)

- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [SpecAugment: A Simple Data Augmentation Method for Automatic Speech Recognition](https://mlsanity.com/paper/1904.08779/) (2019)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs](https://mlsanity.com/paper/1706.02633/) (2017)
- [Time Series Data Augmentation for Deep Learning: A Survey](https://mlsanity.com/paper/2002.12478/) (2020)
- [Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures](https://mlsanity.com/paper/2207.01186/) (2022)
- [FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting](https://mlsanity.com/paper/2205.08897/) (2022)
- [Multi-Scale Convolutional Neural Networks for Time Series Classification](https://mlsanity.com/paper/1603.06995/) (2016)
- [RobustTAD: Robust Time Series Anomaly Detection via Decomposition and Convolutional Neural Networks](https://mlsanity.com/paper/2002.09545/) (2020)
- [KeepAugment: A Simple Information-Preserving Data Augmentation Approach](https://mlsanity.com/paper/2011.11778/) (2020)
- [Learning Fast and Slow for Online Time Series Forecasting](https://mlsanity.com/paper/2202.11672/) (2022)
- [Time Series Anomaly Detection Using Convolutional Neural Networks and Transfer Learning](https://mlsanity.com/paper/1905.13628/) (2019)

## Built on by (most cited first, 8 of 8)

- [Data Augmentation Policy Search for Long-Term Forecasting](https://mlsanity.com/paper/2405.00319/) (2024)
- [Wave-Mask/Mix: Exploring Wavelet-Based Augmentations for Time Series Forecasting](https://mlsanity.com/paper/2408.10951/) (2024)
- [Strada-LLM: Graph LLM for traffic prediction](https://mlsanity.com/paper/2410.20856/) (2024)
- [Dominant Shuffle: A Simple Yet Powerful Data Augmentation for Time-series Prediction](https://mlsanity.com/paper/2405.16456/) (2024)
- [Aircraft Trajectory Segmentation-based Contrastive Coding: A Framework for Self-supervised Trajectory Representation](https://mlsanity.com/paper/2407.20028/) (2024)
- [EMGFlow: Robust and Efficient Surface Electromyography Synthesis via Flow Matching](https://mlsanity.com/paper/2604.13685/) (2026)
- [SASG-DA: Sparse-Aware Semantic-Guided Diffusion Augmentation For Myoelectric Gesture Recognition](https://mlsanity.com/paper/2511.08344/) (2025)
- [NanoForecast v0.5: Competitive Time Series Forecasting Through Training Pipeline Optimization](https://mlsanity.com/paper/2609.31669/) (2026)

## Abstract (arXiv)

Data augmentation (DA) has become a de facto solution to expand training data size for deep learning. With the proliferation of deep models for time series analysis, various time series DA techniques are proposed in the literature, e.g., cropping-, warping-, flipping-, and mixup-based methods. However, these augmentation methods mainly apply to time series classification and anomaly detection tasks. In time series forecasting (TSF), we need to model the fine-grained temporal relationship within time series segments to generate accurate forecasting results given data in a look-back window. Existing DA solutions in the time domain would break such a relationship, leading to poor forecasting accuracy. To tackle this problem, this paper proposes simple yet effective frequency domain augmentation techniques that ensure the semantic consistency of augmented data-label pairs in forecasting, named FrAug. We conduct extensive experiments on eight widely-used benchmarks with several state-of-the-art TSF deep models. Our results show that FrAug can boost the forecasting accuracy of TSF models in most cases. Moreover, we show that FrAug enables models trained with 1% of the original training data to achieve similar performance to the ones trained on full training data, which is particularly attractive for cold-start forecasting. Finally, we show that applying test-time training with FrAug greatly improves forecasting accuracy for time series with significant distribution shifts, which often occurs in real-life TSF applications. Our code is available at https://anonymous.4open.science/r/Fraug-more-results-1785.