BEDTime: A Unified Benchmark for Automatically Describing Time Series

Many recent studies have proposed general-purpose foundation models designed for a variety of time series analysis tasks. While several established datasets already exist for evaluating these models, previous works frequently introduce their models in conjunction with new datasets, limiting opportunities for direct, independent comparisons and obscuring insights into the relative strengths of different methods. Additionally, prior evaluations often cover numerous tasks simultaneously, assessing a broad range of model abilities without clearly pinpointing which capabilities contribute to overall performance. To address these gaps, we formalize and evaluate 3 tasks that test a model's ability to describe time series using generic natural language: (1) recognition (True/False question-answering), (2) differentiation (multiple choice question-answering), and (3) generation (open-ended natural language description). We then unify 4 recent datasets to enable head-to-head model comparisons on each task. Experimentally, in evaluating 13 state-of-the-art language, vision--language, and time series--language models, we find that (1) popular language-only methods largely underperform, indicating a need for time series-specific architectures, (2) VLMs are quite successful, as expected, identifying the value of vision models for these tasks and (3) pretrained multimodal time series--language models successfully outperform LLMs, but still have significant room for improvement. We also find that all approaches exhibit clear fragility in a range of robustness tests. Overall, our benchmark provides a standardized evaluation on a task necessary for time series reasoning systems.