A method and an apparatus for generating data in a missing segment of a target time data sequence are disclosed. The method includes: determining whether there is a breakpoint in the missing segment; determining candidate values of the data in the missing segment; and generating values of the data in the missing segment by selectively using the candidate values of the data in the missing segment, according to whether there is the breakpoint in the missing segment. With the method and the apparatus, the data in the missing segment of the target time data sequence can be generated more accurately.