Time-Series-Library Benchmark Collection

Source

Core Claim

Time-Series-Library is a broad benchmark collection for deep time-series analysis. In this repository it is the durable handle for the LSF/LTSF-style long-term forecasting datasets used in the Toto paper.

Dataset Notes

  • The long-term forecasting subset includes ETT, Electricity, Traffic, Weather, Exchange, and ILI.
  • Toto’s LSF evaluation uses ETTh1, ETTh2, ETTm1, ETTm2, Electricity, and Weather.
  • The collection also includes short-term forecasting, imputation, anomaly detection, and classification subsets.

Why It Matters

LSF/LTSF datasets remain a common continuity benchmark for time-series forecasting papers. They are useful for comparison with older literature, but should not be confused with high-dimensional or observability-specific benchmarks.

Limitations

  • These datasets are low-dimensional relative to BOOM and Time-HD.
  • They are often treated as saturated or too narrow to establish general foundation-model transfer.