Synthetic Minority Oversampling for Imbalanced Time Series Classification Based on Path Signature
Mohnad Abunada, Samir Brahim Belhaouari, Halima Bensmail · Applied Sciences · 2026
Imbalanced class distributions hinder time series classifiers by underrepresenting rare yet important events. We introduce Path Signature Synthetic Time-series Oversampling (PSSTO), a structure-preserving oversampling method that operates in path signature space to synthesize informative minority samples while pruning low-quality ones. Across 12 public datasets, PSSTO with a random forest improves classification over conventional resampling approaches on average. Pairwise Wilcoxon signed-rank tests against these approaches indicate statistically significant gains. Compared with time series-specific oversamplers, PSSTO with random forest attains the best averages on F1, G-mean, and AUC compared to the strongest alternative. These results show that structure-preserving oversampling in signature space is an effective and broadly applicable remedy for imbalanced time-series classification.