TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods

arXiv:2403.20150v1 Announce Type: new
Abstract: 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 progress, it is essential to be able to study and compare such methods empirically in a comprehensive and reliable manner. To achieve this, we propose TFB, an automated benchmark for Time Series Forecasting (TSF) methods. TFB advances the state-of-the-art by addressing shortcomings …

arxiv benchmarking cs.ai cs.cy cs.lg fair forecasting series time series time series forecasting type