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Are the given two time series likely to have the same underlying distribution?
[ "No, they have different underlying distribution", "Yes, they have the same underlying distribution: Gaussian White Noise" ]
No, they have different underlying distribution
binary
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91
hard
Please answer the question and provide the correct option letter, e.g., A), B), C), D), and option content at the end of your answer. All information need to answer the question is given. If you are unsure, please provide your best guess.
[ "Gaussian White Noise", "Red Noise" ]
You should focus on the underlying distribution of the time series. You can start from analyzing whether both time series are stationary. Then, you can check if they have the same mean and degree of variation from mean.
Similarity Analysis
Distributional
1
null
The given time series has sine wave pattern. How does its amplitude change from the beginning to the end?
[ "Increase", "Remain the same", "Decrease" ]
Decrease
multiple-choice
null
null
17
hard
Please answer the question and provide the correct option letter, e.g., A), B), C), D), and option content at the end of your answer. All information need to answer the question is given. If you are unsure, please provide your best guess.
[ "Sine Wave", "Amplitude" ]
Base on the definition of amplitude, check if the distance between the peak and the baseline changes.
Pattern Recognition
Cycle Recognition
2
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Does the given two time series have similar pattern?
[ "Yes, they have similar seasonal pattern", "No, they have different seasonable pattern" ]
Yes, they have similar seasonal pattern
binary
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1.322266011793618, 1.607879186216633, 1.7528921594471791, 1.7446243436733082, 1.5837987139612997 ]
78
easy
Please answer the question and provide the correct option letter, e.g., A), B), C), D), and option content at the end of your answer. All information need to answer the question is given. If you are unsure, please provide your best guess.
[ "Sine Wave", "Square Wave" ]
Pattern refers to the general shape of the time series. In this case, you see both time series have cyclic patterns. Do their behaviors at peak and trough look similar?
Similarity Analysis
Shape
3
null
You are given two time series which both have upward trend. Which time series has a higher slope in terms of magnitude?
[ "Time series 1 has higher slope", "Time series 2 has higher slope" ]
Time series 1 has higher slope
binary
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80
easy
Please answer the question and provide the correct option letter, e.g., A), B), C), D), and option content at the end of your answer. All information need to answer the question is given. If you are unsure, please provide your best guess.
[ "Linear Trend", "Exponential Trend", "Sine Wave", "Sawtooth Wave" ]
Slope refers to the steepness of the trend. You should check the direction of the trend and the steepness of the trend. If the trend is upward, you should check the magnitude of the slope.
Similarity Analysis
Shape
4
null
Are the given two time series likely to have the same underlying distribution?
[ "Yes, they have the same underlying distribution: Gaussian White Noise", "No, they have different underlying distribution" ]
Yes, they have the same underlying distribution: Gaussian White Noise
binary
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91
hard
Please answer the question and provide the correct option letter, e.g., A), B), C), D), and option content at the end of your answer. All information need to answer the question is given. If you are unsure, please provide your best guess.
[ "Gaussian White Noise", "Red Noise" ]
You should focus on the underlying distribution of the time series. You can start from analyzing whether both time series are stationary. Then, you can check if they have the same mean and degree of variation from mean.
Similarity Analysis
Distributional
5
null
The given time series has an increasing trend, is it a linear trend or log trend?
[ "Linear", "Log" ]
Linear
multiple_choice
null
null
7
hard
"Please answer the question and provide the correct option letter, e.g., A), B), C), D), and option (...TRUNCATED)
[ "Linear Trend", "Log Trend" ]
Check if the slope of the time series is constant or changes over time.
Pattern Recognition
Trend Recognition
6
[0.001713190490623687,-0.2915874675882708,0.5952064031878332,0.0681502453870948,-0.04497973757738857(...TRUNCATED)
Are the given two time series likely to have the same underlying distribution?
["Yes, they have the same underlying distribution: AR(1)","No, they have different underlying distri(...TRUNCATED)
No, they have different underlying distribution: AR(1) and MA(5)
binary
[3.585884390586515,-5.176399673856732,2.1335857159782847,-9.822514795236343,-13.24106864055438,-4.43(...TRUNCATED)
[6.208762148522398,12.462292455719124,6.425695145775127,12.219957448267825,7.707941677448845,8.86336(...TRUNCATED)
92
hard
"Please answer the question and provide the correct option letter, e.g., A), B), C), D), and option (...TRUNCATED)
[ "AutoRegressive Process", "Moving Average Process" ]
"The difference between AR(1) and MA(1) is that AR(1) is a linear combination of past values and whi(...TRUNCATED)
Similarity Analysis
Distributional
7
null
Does time series 1 granger cause time series 2?
["Yes, time series 1 granger causes time series 2","No, they are not granger causal","No, time serie(...TRUNCATED)
No, they are not granger causal
binary
[-0.09981032784964328,-0.7877358070430015,-1.2615082401166926,-1.896783847569753,-2.140267708045446,(...TRUNCATED)
[0.044736038821837666,-0.09777915741729332,-0.08273832150541098,-0.032481315140584485,0.132447942574(...TRUNCATED)
101
hard
"Please answer the question and provide the correct option letter, e.g., A), B), C), D), and option (...TRUNCATED)
[ "Granger Causality" ]
"Granger causality is a statistical concept that determines whether one time series can predict anot(...TRUNCATED)
Causality Analysis
Granger Causality
8
null
"You are given two time series where one is the lagged version of the other. What is the most likely(...TRUNCATED)
["Lagging step is between 30 to 45","Lagging step is between 60 to 75","Lagging step is between 5 to(...TRUNCATED)
Lagging step is between 30 to 45
multiple_choice
[0.054761288631105146,0.12916542754171173,0.16917255687196553,0.1786145097014494,0.06477918333278489(...TRUNCATED)
[0.08771341694949691,0.09321264162894115,0.09453245517374151,0.07521391338972386,0.1334204696918726,(...TRUNCATED)
98
easy
"Please answer the question and provide the correct option letter, e.g., A), B), C), D), and option (...TRUNCATED)
[ "Lagged Pair" ]
"You already know that one time series is the lagged version of the other. Shift the time series by (...TRUNCATED)
Causality Analysis
Granger Causality
9
null
What is the type of the trend of the given time series?
[ "Exponential", "Linear", "No Trend" ]
Exponential
multiple_choice
null
null
1
easy
"Please answer the question and provide the correct option letter, e.g., A), B), C), D), and option (...TRUNCATED)
[ "Linear Trend", "Exponential Trend" ]
It would be helpful to check if slope of the time series changes over time.
Pattern Recognition
Trend Recognition
10
[1.0680688700656438,-0.30756149401189203,0.8646544763112841,1.0575942378361896,1.0881662375921555,0.(...TRUNCATED)
End of preview. Expand in Data Studio

Dataset Card for TimeSeriesExam-1

This dataset provides Question-Answer (QA) pairs for the paper TimeSeriesExam: A Time Series Understanding Exam. Example inference code can be found here.

📖Introduction

Large Language Models (LLMs) have recently demonstrated a remarkable ability to model time series data. These capabilities can be partly explained if LLMs understand basic time series concepts. However, our knowledge of what these models understand about time series data remains relatively limited. To address this gap, we introduce TimeSeriesExam, a configurable and scalable multiple-choice question exam designed to assess LLMs across five core time series understanding categories: pattern recognition, noise understanding, similarity analysis, anomaly detection, and causality analysis.

Spider plot of performance of latest LLMs on the TimeSeriesExam

Figure. 1: Accuracy of latest LLMs on the TimeSeriesExam. Closed-source LLMs outperform open-source ones in simple understanding tasks, but most models struggle with complex reasoning tasks.

Time series in the dataset are created from a combination of diverse baseline Time series objects. The baseline objects cover linear/non-linear signals and cyclic patterns.

time series curation pipeline

Figure. 2: The pipeline enables diversity by combining different components to create numerous synthetic time series with varying properties.

Citation

If you find this work helpful, please consider citing our paper:

@inproceedings{caitimeseriesexam,
  title={TimeSeriesExam: A Time Series Understanding Exam},
  author={Cai, Yifu and Choudhry, Arjun and Goswami, Mononito and Dubrawski, Artur},
  booktitle={NeurIPS Workshop on Time Series in the Age of Large Models}
}

Changelog

[v1.1] - 2025-03-12

Enhancements:

  • Adjusted generation hyperparameters and templates to eliminate scenarios that might lead to ambiguous or incorrect responses.
  • Improved data formatting for consistency.
  • Updated time-series sample length to 1024 to capture more diverse and complex features.

Updated Model Evaluations:

  • The following table shows the updated evaluation on models (tokenization method):
    Model Tokenization Method Accuracy
    gpt-4o image 75.2%
    gpt-4o plain_text 51.7%
    4o-mini plain_text 46.6%
    o3-mini plain_text 59.0%

Additional Information:

  • Note: The previous version (v1.0) is still available for reference.
  • Research code for exam generation via templates is available on GitHub.

Liscense

MIT License

Copyright (c) 2024 Auton Lab, Carnegie Mellon University

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

See MIT LICENSE for details.

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