arXiv AI
Oct 5

Time Series Forecasting Benchmarks Need Scenario-Grounded Stress Testing

The paper argues that current time‑series forecasting benchmarks are too narrow, rewarding low held‑out error while failing to capture real‑world failure modes such as structured input anomalies, regime shifts, and sensor faults. It proposes scenario‑grounded stress testing, where each test includes historical data, future targets, a semantic scenario, a failure operator, and a difficulty level, to make evaluation interpretable and deployment‑relevant.

By Yuyang Zhao, Lian Xu, Hao Xue