There are different deep neural network (DNN) architectures and methods for performing augmentation on time series data, but not all the methods can be adapted for specific datasets. This article explores the development of deep learning models for time series, applies data augmentation methods to conveyor belt (CB) tension signal data and investigates the influence of these methods on the accuracy of CB state classification. CB systems are one of the essential elements of production processes, enabling smooth transportation of various industrial items, therefore its analysis is highly important. For the purpose of this work, multi-domain tension data signals from five different CB load weight conditions (0.5 kg, 1 kg, 2 kg, 3 kg, 5 kg) and one damaged belt condition were collected and analysed. Four DNN models based on fully convolutional network (FCN), convolutional neural network combined with long short-term memory (CNN-LSTM) model, residual network (ResNet), and InceptionTime architectures were developed and applied to classification of CB states. Different time series augmentations, such as random Laplace noise, drifted Gaussian noise, uniform noise, and magnitude warping, were applied to collected data during the study. Furthermore, new CB tension signals were generated using a TimeVAE model. The study has shown that DNN models based on FCN, ResNet, and InceptionTime architectures are able to classify CB states accurately. The research has also shown that various data augmentation methods can improve the accuracy of the above-mentioned models, for example, the combined addition of random Laplace and drifted Gaussian noise improved FCN model’s baseline (without augmentation) classification accuracy with 2.0 s-length signals by 4.5% to 92.6% ± 1.54%. FCN model demonstrated the best accuracy and classification performance despite its lowest amount of trainable parameters, thus demonstrating the importance of selecting and optimizing the right architecture when developing models for specific tasks.