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Related papers: TSGBench: Time Series Generation Benchmark

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Synthetic time series are essential tools for data augmentation, stress testing, and algorithmic prototyping in quantitative finance. However, in cryptocurrency markets, characterized by 24/7 trading, extreme volatility, and rapid regime…

Statistical Finance · Quantitative Finance 2025-08-06 Yihao Ang , Qiang Wang , Qiang Huang , Yifan Bao , Xinyu Xi , Anthony K. H. Tung , Chen Jin , Zhiyong Huang

Conditional time series generation plays a critical role in addressing data scarcity and enabling causal analysis in real-world applications. Despite its increasing importance, the field lacks a standardized and systematic benchmarking…

Machine Learning · Computer Science 2026-03-06 Shaocheng Lan , Shuqi Gu , Zhangzhi Xiong , Kan Ren

Temporally indexed data are essential in a wide range of fields and of interest to machine learning researchers. Time series data, however, are often scarce or highly sensitive, which precludes the sharing of data between researchers and…

Machine Learning · Computer Science 2024-07-10 Alexander Nikitin , Letizia Iannucci , Samuel Kaski

Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure…

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data…

Machine Learning · Computer Science 2025-06-13 Zhe Li , Xiangfei Qiu , Peng Chen , Yihang Wang , Hanyin Cheng , Yang Shu , Jilin Hu , Chenjuan Guo , Aoying Zhou , Christian S. Jensen , Bin Yang

Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions:…

Time series anomaly detection (TSAD) has gained significant attention due to its real-world applications to improve the stability of modern software systems. However, there is no effective way to verify whether they can meet the…

Many real-world tasks are plagued by limitations on data: in some instances very little data is available and in others, data is protected by privacy enforcing regulations (e.g. GDPR). We consider limitations posed specifically on…

Machine Learning · Computer Science 2022-05-24 Padmanaba Srinivasan , William J. Knottenbelt

Reliable evaluation of anomaly detection methods in multivariate time series remains an open challenge, largely due to the limitations of existing benchmark datasets. Current resources often lack fine-grained anomaly annotations, do not…

Artificial Intelligence · Computer Science 2026-04-17 Pierre Lotte , André Péninou , Olivier Teste

Recent advances in deep learning have driven rapid progress in time series forecasting, yet many state-of-the-art models continue to struggle with robust performance in real-world applications, even when they achieve strong results on…

Machine Learning · Computer Science 2025-10-24 Qitai Tan , Yiyun Chen , Mo Li , Ruiwen Gu , Yilin Su , Xiao-Ping Zhang

Currently, high-fidelity text-to-image models are developed in an accelerating pace. Among them, Diffusion Models have led to a remarkable improvement in the quality of image generation, making it vary challenging to distinguish between…

Computer Vision and Pattern Recognition · Computer Science 2024-11-21 Ziyue Zeng , Haoyuan Liu , Dingjie Peng , Luoxu Jing , Hiroshi Watanabe

Time Series Generation (TSG) has emerged as a pivotal technique in synthesizing data that accurately mirrors real-world time series, becoming indispensable in numerous applications. Despite significant advancements in TSG, its efficacy…

Machine Learning · Computer Science 2024-03-07 Yifan Bao , Yihao Ang , Qiang Huang , Anthony K. H. Tung , Zhiyong Huang

Generative models have demonstrated remarkable potential in time series analysis tasks, like synthesis, forecasting, imputation, etc. However, offering limited coverage for generative models, existing time series libraries are mainly…

Machine Learning · Computer Science 2026-05-20 Chenxi Wang , Xiaorong Wang , Peiyang Li , Yi Wang

The growing need for synthetic time series, due to data augmentation or privacy regulations, has led to numerous generative models, frameworks, and evaluation measures alike. Objectively comparing these measures on a large scale remains an…

Machine Learning · Computer Science 2025-05-28 Michael Stenger , Robert Leppich , André Bauer , Samuel Kounev

The widespread adoption of wearable sensors has the potential to provide massive and heterogeneous time series data, driving the use of Artificial Intelligence in human sensing applications. However, data collection remains limited due to…

Machine Learning · Computer Science 2025-12-04 Flavio Di Martino , Franca Delmastro

Time series analysis is crucial for understanding dynamics of complex systems. Recent advances in foundation models have led to task-agnostic Time Series Foundation Models (TSFMs) and Large Language Model-based Time Series Models (TSLLMs),…

Machine Learning · Computer Science 2025-03-17 Xu Liu , Taha Aksu , Juncheng Liu , Qingsong Wen , Yuxuan Liang , Caiming Xiong , Silvio Savarese , Doyen Sahoo , Junnan Li , Chenghao Liu

Signal measurement appearing in the form of time series is one of the most common types of data used in medical machine learning applications. Such datasets are often small in size, expensive to collect and annotate, and might involve…

Machine Learning · Computer Science 2022-06-29 Xiaomin Li , Anne Hee Hiong Ngu , Vangelis Metsis

It is abundantly clear that time dependent data is a vital source of information in the world. The challenge has been for applications in machine learning to gain access to a considerable amount of quality data needed for algorithm…

Machine Learning · Computer Science 2020-07-01 Kaleb E Smith , Anthony O Smith

Recent studies suggest utilizing generative models instead of traditional auto-regressive algorithms for time series forecasting (TSF) tasks. These non-auto-regressive approaches involving different generative methods, including GAN,…

Machine Learning · Computer Science 2025-03-19 Jiangxuan Long , Zhao Song , Chiwun Yang

Time series are ubiquitous in real-world scenarios and crucial for applications ranging from energy management to traffic control. Consequently, the ability to reason over time series is a fundamental skill for generalist models to solve…

Artificial Intelligence · Computer Science 2026-05-11 Fangxu Yu , Xingang Guo , Lingzhi Yuan , Haoqiang Kang , Hongyu Zhao , Lianhui Qin , Furong Huang , Bin Hu , Tianyi Zhou
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