Evaluating Generative Time-Series Models on Data with Point Masses

Generative models have demonstrated remarkable potential in time series analysis tasks, like synthesis, forecasting, imputation, etc. However, offering limited coverage for generative models, existing time series libraries are mainly engineered for discriminative models, with standardized workflows for specific tasks, such as optimizing Mean Squared Errors for time series forecasting. This rigid structure is fundamentally incompatible with the distinct and often complex paradigms of generative models (e.g., adversarial training, diffusion processes), which learn the underlying data distribution rather than a direct input-output mapping. To this end, we proposed GenTS, a comprehensive and extensible benchmark library designed for systematic assessment on generative time series models. GenTS features a unified data preprocessing pipeline, a collection of versatile models, and panoramic evaluation metrics. Its modular design also enables the researchers to flexibly customize beyond our built-in datasets and models. Based on GenTS, we conducted benchmarking experiments under diverse tasks, accordingly offering suggestions for model selection and identifying potential directions for future research. Our codes are open-source at https://github.com/WillWang1113/GenTS. The official tutorials and document are available at https://willwang1113.github.io/GenTS/.

Irregularly sampled multivariate event streams remain a difficult modality for generative modeling: tokenization-based approaches break down when inter-event intervals vary by orders of magnitude. We (i) propose \textbf{SurF}, a generative model that uses the Time Rescaling Theorem (TRT) as a learnable bijection between event sequences and i.i.d.\ unit-rate exponential noise, enabling a single model to be trained across heterogeneous event-stream datasets; (ii) three efficient parameterizations of the cumulative intensity that scale to long sequences; and (iii) a Transformer-based encoder for multi-dataset pretraining. On six real-world benchmarks, SurF achieves the best reported time RMSE on Earthquake, Retweet, and Taobao, and is within trial-level noise of the strongest specialist on the remaining three. Under a strict leave-one-out protocol, the held-out checkpoint beats every classical and neural-autoregressive baseline on $5/6$ datasets and beats every baseline on Amazon and Earthquake, an initial step toward foundation models over asynchronous event streams (Code is available at https://github.com/MrRezaeiUofT/SurF).

In time-series generation, existing approaches typically handcraft ortrain a separate model for each dataset, which hinders their scalability and fails to leverage shared temporal structures across domains. To address this fragmentation, we propose UPLOTS, a Unified, Prompt-guided Language model framework fOr constrained Time-Series Generation across diverse domains. Instead of building task-specific models, UPLOTS leverages a single pre-trained transformer backbone guided by learned constraint prompts, enabling on-demand generation with precise pattern control. One key innovation is our dynamic multi-dataset loss re-weighting and prompt-to-pattern mapping, which allows UPLOTS to internalize diverse temporal structures during training and conditionally generate them at inference. We evaluate UPLOTS on four real-world benchmarks and multiple constraint settings, including peak-period, calendar, load-level, and volatility patterns. Additional held-out constraint-combination and downstream forecasting experiments further demonstrate that UPLOTS generalizes beyond the original peak-pattern setting and improves data augmentation under scarce real-data regimes. Our code and baselines are available at github repo: https://github.com/cruiseresearchgroup/UPLOTS.