# Does Synthetic Data Help? Empirical Evidence from Deep Learning Time Series Forecasters

arXiv: https://arxiv.org/abs/2605.06032 · HTML: https://mlsanity.com/paper/2605.06032/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Model collapse from synthetic data, one of 13 directions in Synthetic data and self-improvement for LLMs.
- Builds on 15 of its 26 references that are in the map.
- First posted on arXiv 7 May 2026.

## Placed in

- Synthetic data and self-improvement for LLMs / [Model collapse from synthetic data](https://mlsanity.com/synth/model-collapse-from-synthetic-data/)

## 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)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Chronos-2: From Univariate to Universal Forecasting](https://mlsanity.com/paper/2510.15821/) (2025)
- [Unity Perception: Generate Synthetic Data for Computer Vision](https://mlsanity.com/paper/2107.04259/) (2021)
- [DataDreamer: A Tool for Synthetic Data Generation and Reproducible LLM Workflows](https://mlsanity.com/paper/2402.10379/) (2024)
- [Data augmentation using synthetic data for time series classification with deep residual networks](https://mlsanity.com/paper/1808.02455/) (2018)
- [Demystifying Synthetic Data in LLM Pre-training: A Systematic Study of Scaling Laws, Benefits, and Pitfalls](https://mlsanity.com/paper/2510.01631/) (2025)
- [Towards a Theoretical Understanding of Synthetic Data in LLM Post-Training: A Reverse-Bottleneck Perspective](https://mlsanity.com/paper/2410.01720/) (2024)
- [Using GANs for Sharing Networked Time Series Data: Challenges, Initial Promise, and Open Questions](https://mlsanity.com/paper/1909.13403/) (2019)

## Abstract (arXiv)

Synthetic data has transformed language model training, yet its role in time series forecasting remains poorly understood. We present a large-scale empirical study: nine experiment groups, 4,218 runs systematically evaluating synthetic time series augmentation across five architectures, four synthetic signals and seven datasets. The effect is sharply architecture-conditional: channel-mixing models (TimesNet, iTransformer) benefit in the majority of trials, while channel-independent models (DLinear, PatchTST) are consistently degraded. In selected low-resource settings the gains are striking: TimesNet trained on only 10% of Weather data with synthetic augmentation surpasses the full-data baseline (4 of 16 sparsity-dataset combinations). Averaged across all architectures, augmentation hurts in 67% of trials. We further find that only the Seasonal-Trend generator reliably helps across the tested benchmarks, and that hard curriculum switching is actively harmful (+24% MSE degradation). These results provide concrete, actionable guidelines on how to use synthetic data: use synthetic augmentation with channel-mixing architectures, use gradual annealing schedules, and treat low-resource augmentation as architecture- and dataset-dependent. Code is available at hrefhttps://github.com/hugoiscracked/synthetic-ts/tree/main