TSQueryBench: LLM-as-a-Judge for Time Series Explanations

Large Language Models (LLMs) have shown promising performance in time series modeling tasks, but do they truly understand time series data? While multiple benchmarks have been proposed to answer this fundamental question, most are manually curated and focus on narrow domains or specific skill sets. To address this limitation, we propose scalable methods for creating comprehensive time series reasoning benchmarks that combine the flexibility of templates with the creativity of LLM agents. We first develop TimeSeriesExam, a multiple-choice benchmark using synthetic time series to evaluate LLMs across five core reasoning categories: pattern recognitionnoise understandingsimilarity analysisanomaly detection, and causality. Then, with TimeSeriesExamAgent, we scale our approach by automatically generating benchmarks from real-world datasets spanning healthcare, finance and weather domains. Through multi-dimensional quality evaluation, we demonstrate that our automatically generated benchmarks achieve diversity comparable to manually curated alternatives. However, our experiments reveal that LLM performance remains limited in both abstract time series reasoning and domain-specific applications, highlighting ongoing challenges in enabling effective time series understanding in these models. TimeSeriesExamAgent is available at https://github.com/magwiazda/TimeSeriesExamAgent.

In recent years, time-series question answering (QA) systems have made significant progress. However, generating a correct answer does not show whether retaining the supplied numerical series improves task performance, nor whether the prediction is sensitive to changes in that input. While some systems provide rationales, answer accuracy also does not show whether their numerical claims are grounded in the supplied series or whether the stated inference is valid. In this work, we focus on evaluating four time-series QA systems: TimeOmni-1, ChatTS, TimeOmni-VL, and Time-MQA. First, for three systems with released evaluation data, we reproduce their reported results and compare the performance of the systems with their backbones. Then, we introduce a benchmark named COMMON-TSQA, which collects public evaluation datasets from existing time-series benchmarks and unifies their sample representation, task definitions, and answer schemas, while evaluating each system through its own interface under common evaluation criteria. The evaluation uses the original condition and six interventions while keeping the question and target fixed. Our analysis shows that aggregate performance alone can obscure how systems use numerical evidence. Similar task-level scores can arise despite substantial changes in individual predictions. Some interventions induce simple fallback behavior rather than preserved task ability. We also evaluate rationales for factual grounding, inference validity, and consistency with the final answer. We find that rationales often contain time-series claims unsupported by the input. Moreover, the rationale audit shows that agreement between a rationale and its final answer can coexist with incorrect numerical descriptions or invalid intermediate inferences.

Most time series (TS) models are specialized for a single task, either understanding (i.e., returning text answers about a TS) or generation (i.e., returning a numeric forecast). Only recently have unified models begun to handle the two within a single architecture. Even these models, however, produce the two outputs as task-separated paths and cannot predict a series and explain why that prediction arises within a single coherent response. In this paper, we argue for a task-fused model that jointly produces 1) prediction (generation) and 2) selfexplanation (understanding), thereby integrating 1) numerical TS forecasting and 2) interpretable text reasoning within a single response. To enable the systematic study of this capability, we present both a benchmark and a recipe that jointly address the two tasks. The benchmark, ReasonTS-Bench, identifies five fundamental patterns underlying TS and enables the joint evaluation of both tasks. ReasonCast, our recipe for finetuning any LLM to perform both tasks jointly, yields a model that generates a reasoning chain and a forecast together in a single autoregressive pass. Extensive experiments show that ReasonCast outperforms both LLMs and TS models on prediction accuracy while producing verifiable, causal reasoning. Code is available at: https://github.com/seunghan96/reasoncast.