[ ] RandomChoice - apply exactly one but at random
[ ] RandomOrder - apply all but in random order
[ ] 1Dwarping - Affine would be a special case, one could in theory have any increasing function (derivative > 0)
[ ] RandomAffine - scaling and translation along the y axis (lookback) could be a brilliant augmentation for deepdow tensors
[ ] RandomHorizontalFlip - flipping the time flow, probably super confusing if one wants to pic up mean reversion
[x] Normalize - a must together with some helper function that computes means, stds in the training set. However, it still assumes that the time series is stationary.
[ ] RandomErasing - (similar to the current Dropout however it is contiguous regions)
Additionally, torchvision might be also helpful in other tasks (see #39)
The clear downside is introducing yet another dependency. Additionally, one might argue that it is better to go all the way and use imgaug, albumentation,...
Rather than reinventing the wheel one could just use
torchvisiontransforms https://pytorch.org/docs/stable/torchvision/transforms.htmlCompose(already recreated indeepdow)RandomApply- apply all with some probabilityRandomChoice- apply exactly one but at randomRandomOrder- apply all but in random order1Dwarping- Affine would be a special case, one could in theory have any increasing function (derivative > 0)RandomAffine- scaling and translation along the y axis (lookback) could be a brilliant augmentation fordeepdowtensorsRandomHorizontalFlip- flipping the time flow, probably super confusing if one wants to pic up mean reversionNormalize- a must together with some helper function that computes means, stds in the training set. However, it still assumes that the time series is stationary.RandomErasing- (similar to the currentDropouthowever it is contiguous regions)Additionally, torchvision might be also helpful in other tasks (see #39)
The clear downside is introducing yet another dependency. Additionally, one might argue that it is better to go all the way and use
imgaug,albumentation,...Other nonvision augmentations: