动态评估时间序列预测模型在真实变化数据中的长期表现
Impermanent: A Live Benchmark for Temporal Generalization in Time Series Forecasting
- 采用持续更新的数据流实时评分,避免传统静态测试集的污染
- 基于400个高星开源项目,每日滚动更新多维度指标,展现分布漂移
- 适合关注模型真实鲁棒性与长期稳定性的研究者和开发者
当前时间序列预测依赖预训练基础模型,但现有评估方法难以验证其泛化能力。多数基准使用静态训练-测试划分,易导致模型在测试数据上过拟合或通过测试集进行模型选择,虚增性能。本文提出Impermanent,一个动态基准,通过在持续更新的数据流中逐日评分,评估模型在开放世界时间变化下的预测表现,关注时间鲁棒性、分布漂移与性能稳定性。该基准基于GitHub上排名前400的仓库,构建包含问题提交、拉取请求、推送事件及新增星标数的时间序列,采用滚动窗口每日更新,配套标准化协议与排行榜,实现可复现、持续的模型对比。通过将评估重点从单次准确率转向长期性能,Impermanent为判断基础模型在时间序列预测中是否具备真正泛化能力提供了实证路径。代码与实时仪表板见https://github.com/TimeCopilot/impermanent 和 https://impermanent.timecopilot.dev。
原文摘要 · Abstract (English)
Recent advances in time-series forecasting increasingly rely on pre-trained foundation-style models. While these models often claim broad generalization, existing evaluation protocols provide limited evidence. Indeed, most current benchmarks use static train-test splits that can easily lead to contamination as foundation models can inadvertently train on test data or perform model selection using test scores, which can inflate performance. We introduce Impermanent, a live benchmark that evaluates forecasting models under open-world temporal change by scoring forecasts sequentially over time on continuously updated data streams, enabling the study of temporal robustness, distributional shift, and performance stability rather than one-off accuracy on a frozen test set. Impermanent is instantiated on GitHub open-source activity, providing a naturally live and highly non-stationary dataset shaped by releases, shifting contributor behavior, platform/tooling changes, and external events. We focus on the top 400 repositories by star count and construct time series from issues opened, pull requests opened, push events, and new stargazers, evaluated over a rolling window with daily updates, alongside standardized protocols and leaderboards for reproducible, ongoing comparison. By shifting evaluation from static accuracy to sustained performance, Impermanent takes a concrete step toward assessing when and whether foundation-level generalization in time-series forecasting can be meaningfully claimed. Code and a live dashboard are available at https://github.com/TimeCopilot/impermanent and https://impermanent.timecopilot.dev.
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