Grasynda: Graph-based Synthetic Time Series Generation

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Authors: Luis Amorim, Moises Santos, Paulo Jorge Azevedo, Soares, Carlos, Vítor Cerqueira
Cited by: 0

Abstract

Data augmentation is a crucial tool in time series forecasting, especially for deep learning architectures that require a large training sample size to generalize effectively. However, extensive datasets are not always available in real-world scenarios. Although many data augmentation methods exist, their limitations include the use of transformations that do not adequately preserve data properties. This paper introduces Grasynda, a novel graph-based approach for synthetic time series generation that: (1) converts univariate time series into a network structure using a graph representation, where each state is a node and each transition is represented as a directed edge; and (2) encodes their temporal dynamics in a transition probability matrix. We performed an extensive evaluation of Grasynda as a data augmentation method for time series forecasting. We use three neural network variations on six benchmark datasets. The results indicate that Grasynda consistently outperforms other time series data augmentation methods, including ones used in state-of-the-art time series foundation models. The method and all experiments are publicly available.

Fields of Study & Subjects

Time Series Analysis and Forecasting Forecasting Techniques and Applications Stock Market Forecasting Methods

Publication details

Journal / source
arXiv (Cornell University)
Publication date
27 January 2026
Document type
Preprint