Time Series QA

QA: Question Answering

Overview

Time-series question answering studies how systems can answer questions about trends, events, intervals, and forecasts in data collected over time, making signals easier to use in settings such as medicine, finance, and incident response. Approaches include aligning time-series encoders with language models, representing signals as structured events, and using tools for retrieval, numerical computation, or forecasting. Benchmarks increasingly test temporal localization, long contexts, irregular sampling, and multimodal evidence across clinical, industrial, and financial data. A central challenge is ensuring answers are grounded in the relevant observations: strong aggregate scores can hide errors in evidence use, temporal reasoning, and tool coordination.

Latest papers

32 papers5 papers in the last four weeks, down 29% on the four weeks before. 0.0% of all new papers.

Jan 20, 2026

TimeART: Towards Agentic Time Series Reasoning via Tool-Augmentation

Time series data widely exist in real-world cyber-physical systems. Though analyzing and interpreting them contributes to significant values, e.g, disaster prediction and financial risk control, current workflows mainly rely on human data scientists, which requires significant labor costs and lacks automation. To tackle this, we introduce TimeART, a framework fusing the analytical capability of strong out-of-the-box tools and the reasoning capability of Large Language Models (LLMs), which serves as a fully agentic data scientist for Time Series Question Answering (TSQA). To teach the LLM-based Time Series Reasoning Models (TSRMs) strategic tool-use, we also collect a 100k expert trajectory corpus called TimeToolBench. To enhance TSRMs' generalization capability, we then devise a four-stage training strategy, which boosts TSRMs through learning from their own early experiences and self-reflections. Experimentally, we train an 8B TSRM on TimeToolBench and equip it with the TimeART framework, and it achieves consistent state-of-the-art performance on multiple TSQA tasks, which pioneers a novel approach towards agentic time series reasoning.
Nov 7, 2025

QuAnTS: Question Answering on Time Series

Text offers intuitive access to information. This can, in particular, complement the density of numerical time series, thereby enabling improved interactions with time series models to enhance accessibility and decision-making. While the creation of question-answering datasets and models has recently seen remarkable growth, most research focuses on question answering (QA) on vision and text, with time series receiving minute attention. To bridge this gap, we propose a challenging novel time series QA (TSQA) dataset, QuAnTS, for Question Answering on Time Series data. Specifically, we pose a wide variety of questions and answers about human motion in the form of tracked skeleton trajectories. We verify that the large-scale QuAnTS dataset is well-formed and comprehensive through extensive experiments. Thoroughly evaluating existing and newly proposed baselines then lays the groundwork for a deeper exploration of TSQA using QuAnTS. Additionally, we provide human performances as a key reference for gauging the practical usability of such models. We hope to encourage future research on interacting with time series models through text, enabling better decision-making and more transparent systems.