BEDTime: A Unified Benchmark for Automatically Describing Time Series

Recent works propose complex multi-modal models that handle both time series and language, ultimately claiming high performance on complex tasks like time series reasoning and cross-modal question answering. However, they skip foundational evaluations that such complex models should have mastered. So we ask a simple question: $\textit{How well can recent models describe structural properties of time series?}$ To answer this, we propose that successful models should be able to $\textit{recognize}$, $\textit{differentiate}$, and $\textit{generate}$ descriptions of time series. We then create $\textbf{BEDTime}$, a benchmark to assess these novel tasks, that comprises $\textbf{five datasets}$ reformatted across $\textbf{three modalities}$. In evaluating $\textbf{13 state-of-the-art models}$, we find that (1) surprisingly, dedicated time series-language models fall short, despite being designed for similar tasks, (2) vision language models are quite capable, (3) language only methods perform worst, despite many lauding their potential, and (4) all approaches are clearly fragile to a range of real world robustness tests, indicating directions for future work. Together, our findings critique prior works' claims and provide avenues for advancing multi-modal time series modeling.