OpenTS-BM

OpenTS-BM 是一个全面且公平的时间序列分析基准测试，主要涵盖时间序列预测和异常检测。 OpenTS-BM 包括Time series Forecasting Benchmark (TFB), Time series Anomaly detection Benchmark (TAB), and Time Series Foundation Model Benchmark (TSFM-Bench). OpenTS提供全面的时间序列数据集、丰富的时间序列分析算法以及包含多种策略和指标的统一评​​估流程。

全面的数据集

OpenTS-BM 提供来自多个领域和复杂设置的具有多种特征的全面时间序列基准数据集。

丰富的算法

OpenTS-BM 涵盖了多种方法，包括统计学习、机器学习、深度学习方法和时间序列基础模型。

统一的流程

OpenTS-BM 提供了统一的流程，用于在各种实验配置设置下评估时间序列预测和异常检测方法。

论文

PVLDB 2024
Best Research Paper Nomination

PVLDB 2025

SIGKDD 2025

引用

1
2
3
4
5
6
7
@inproceedings{qiu2024tfb,
    title   = {TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods},
    author  = {Xiangfei Qiu and Jilin Hu and Lekui Zhou and Xingjian Wu and Junyang Du and Buang Zhang and Chenjuan Guo and Aoying Zhou and Christian S. Jensen and Zhenli Sheng and Bin Yang},
    booktitle = {Proc. {VLDB} Endow.},
    pages   = {2363--2377},
    year    = {2024}
}
1
2
3
4
5
6
7
@inproceedings{qiu2025tab,
    title   = {TAB: Unified Benchmarking of Time Series Anomaly Detection Methods},
    author  = {Xiangfei Qiu and Zhe Li and Wanghui Qiu and Shiyan Hu and Lekui Zhou and Xingjian Wu and Zhengyu Li and Chenjuan Guo and Aoying Zhou and Zhenli Sheng and Jilin Hu and Christian S. Jensen and Bin Yang},
    booktitle = {Proc. {VLDB} Endow.},
    year    = {2025}
}

1
2
3
4
5
6
7
@inproceedings{li2024TSMF-Bench,
    title     = {TSMF-Bench: Comprehensive and Unified Benchmarking of Foundation Models for Time Series Forecasting},
    author    = {Zhe Li and Xiangfei Qiu and Peng Chen and Yihang Wang and Hanyin Cheng and Yang Shu and Jilin Hu and Chenjuan Guo and Aoying Zhou and Christian S. Jensen and Bin Yang},
    booktitle = {{SIGKDD}},
    year      = {2025}
}