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Synthetic Time Series Generation (TSG) is crucial in a range of applications, including data augmentation, anomaly detection, and privacy preservation. Although significant strides have been made in this field, existing methods exhibit…

Machine Learning · Computer Science 2023-12-08 Yihao Ang , Qiang Huang , Yifan Bao , Anthony K. H. Tung , Zhiyong Huang

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 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

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

Data plays a fundamental role in consolidating markets, services, and products in the digital financial ecosystem. However, the use of real data, especially in the financial context, can lead to privacy risks and access restrictions,…

Time series forecasting is critical across finance, healthcare, and cloud computing, yet progress is constrained by a fundamental bottleneck: the scarcity of large-scale, high-quality benchmarks. To address this gap, we introduce…

Machine Learning · Computer Science 2026-03-30 Siqiao Xue , Zhaoyang Zhu , Wei Zhang , Rongyao Cai , Rui Wang , Yixiang Mu , Fan Zhou , Jianguo Li , Peng Di , Hang Yu

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

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

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 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:…

Organizing and managing cryptocurrency portfolios and decision-making on transactions is crucial in this market. Optimal selection of assets is one of the main challenges that requires accurate prediction of the price of cryptocurrencies.…

Machine Learning · Computer Science 2024-12-20 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

Temporal Graph Clustering (TGC) is a new task with little attention, focusing on node clustering in temporal graphs. Compared with existing static graph clustering, it can find the balance between time requirement and space requirement…

Machine Learning · Computer Science 2026-01-21 Meng Liu , Ke Liang , Siwei Wang , Xingchen Hu , Sihang Zhou , Xinwang Liu

Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies. Not surprisingly, this area has attracted…

Computational Engineering, Finance, and Science · Computer Science 2026-05-12 Yifan Hu , Yuante Li , Peiyuan Liu , Yuxia Zhu , Naiqi Li , Tao Dai , Shu-tao Xia , Dawei Cheng , Changjun Jiang

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

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

Despite the growing body of work on explainable machine learning in time series classification (TSC), it remains unclear how to evaluate different explainability methods. Resorting to qualitative assessment and user studies to evaluate…

Machine Learning · Computer Science 2023-10-24 Jacqueline Höllig , Steffen Thoma , Florian Grimm

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

We present the Temporal Graph Benchmark (TGB), a collection of challenging and diverse benchmark datasets for realistic, reproducible, and robust evaluation of machine learning models on temporal graphs. TGB datasets are of large scale,…

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Computational Finance · Quantitative Finance 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang
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