1. A method for generating synthetic time series data from time series data collected by a time series data measurement device, the method comprising: receiving the time series data, wherein the time series data is stored on a memory device; applying dimensionality reduction to transform the time series data from a high dimensional space n of the time series data to a low dimensional space m, wherein m<n; using the transformed time series data to estimate a time series data density in the low dimensional space m by generating a density function; sampling data from the density function; and transforming, by a processor, the sampled data back to the high dimensional space n to generate the synthetic time series data, wherein the processor is to utilize the synthetic time series data to represent the time series data.