arXiv:2605.17804cs.LGeess.SP2026-05

构建首个专为生成式时间序列模型设计的基准库,解决现有工具不适用的问题。

GenTS: A Comprehensive Benchmark Library for Generative Time Series Models

论文配图:GenTS: A Comprehensive Benchmark Library for Generative Time Series Models
图 1 · 摘自论文原文
  • 统一数据预处理流程,支持多种生成模型训练
  • 覆盖多类任务,提供全景评估指标
  • 模块化设计,适合研究者自定义数据与模型

生成模型在时间序列分析任务(如生成、预测、插补等)中展现出巨大潜力。然而,现有时间序列库主要面向判别模型,以标准化工作流为主(如最小化均方误差),难以适配生成模型特有的复杂范式(如对抗训练、扩散过程)。为此,我们提出 GenTS——一个全面且可扩展的基准库,用于系统评估生成式时间序列模型。GenTS 包含统一的数据预处理流程、多样化的模型集合和全景评估指标,其模块化设计支持研究人员灵活扩展自定义数据集与模型。基于 GenTS,我们在多种任务下开展基准测试,为模型选择提供建议,并指明未来研究方向。代码开源于 https://github.com/WillWang1113/GenTS,官方教程与文档见 https://willwang1113.github.io/GenTS/。

原文摘要 · Abstract (English)

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 engineered for discriminative models, with standardized workflows for specific tasks, such as optimizing Mean Squared Errors for time series forecasting. This rigid structure is fundamentally incompatible with the distinct and often complex paradigms of generative models (e.g., adversarial training, diffusion processes), which learn the underlying data distribution rather than a direct input-output mapping. To this end, we proposed GenTS, a comprehensive and extensible benchmark library designed for systematic assessment on generative time series models. GenTS features a unified data preprocessing pipeline, a collection of versatile models, and panoramic evaluation metrics. Its modular design also enables the researchers to flexibly customize beyond our built-in datasets and models. Based on GenTS, we conducted benchmarking experiments under diverse tasks, accordingly offering suggestions for model selection and identifying potential directions for future research. Our codes are open-source at https://github.com/WillWang1113/GenTS. The official tutorials and document are available at https://willwang1113.github.io/GenTS/.

时间序列生成模型基准测试

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