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README.md
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# MTBench: A Multimodal Time Series Benchmark
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**MTBench** ([Huggingface](https://huggingface.co/collections/afeng/mtbench-682577471b93095c0613bbaa), [Github](https://github.com/Graph-and-Geometric-Learning/MTBench), [Arxiv](https://arxiv.org/pdf/2503.16858)) is a suite of multimodal datasets for evaluating large language models (LLMs) in temporal and cross-modal reasoning tasks across **finance** and **weather** domains.
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Each benchmark instance aligns high-resolution time series (e.g., stock prices, weather data) with textual context (e.g., news articles, QA prompts), enabling research into temporally grounded and multimodal understanding.
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## 🏦 Stock Time-series
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We provide high-resolution time series data for **2,993 U.S. stocks** spanning a **10-year period (2013–2023)**. The data is recorded at **5-minute intervals**, offering fine-grained temporal resolution for modeling and analysis.
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Each stock record includes the following attributes:
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- **Open**, **High**, **Low**, **Close** prices (OHLC)
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- **Volume** of shares traded
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- **VWAP** (Volume-Weighted Average Price)
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- **Number of Transactions**
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This dataset enables detailed financial forecasting, event correlation, and temporal pattern analysis.
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## 📦 Other MTBench Datasets
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### 🔹 Finance Domain
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- [`MTBench_finance_news`](https://huggingface.co/datasets/afeng/MTBench_finance_news)
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20,000 articles with URL, timestamp, context, and labels
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- [`MTBench_finance_stock`](https://huggingface.co/datasets/afeng/MTBench_finance_stock)
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Time series of 2,993 stocks (2013–2023)
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- [`MTBench_finance_aligned_pairs_short`](https://huggingface.co/datasets/afeng/MTBench_finance_aligned_pairs_short)
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2,000 news–series pairs
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- Input: 7 days @ 5-min
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- Output: 1 day @ 5-min
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- [`MTBench_finance_aligned_pairs_long`](https://huggingface.co/datasets/afeng/MTBench_finance_aligned_pairs_long)
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2,000 news–series pairs
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- Input: 30 days @ 1-hour
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- Output: 7 days @ 1-hour
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- [`MTBench_finance_QA_short`](https://huggingface.co/datasets/afeng/MTBench_finance_QA_short)
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490 multiple-choice QA pairs
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- Input: 7 days @ 5-min
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- Output: 1 day @ 5-min
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- [`MTBench_finance_QA_long`](https://huggingface.co/datasets/afeng/MTBench_finance_QA_long)
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490 multiple-choice QA pairs
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- Input: 30 days @ 1-hour
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- Output: 7 days @ 1-hour
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### 🔹 Weather Domain
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- [`MTBench_weather_news`](https://huggingface.co/datasets/afeng/MTBench_weather_news)
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Regional weather event descriptions
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- [`MTBench_weather_temperature`](https://huggingface.co/datasets/afeng/MTBench_weather_temperature)
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Meteorological time series from 50 U.S. stations
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- [`MTBench_weather_aligned_pairs_short`](https://huggingface.co/datasets/afeng/MTBench_weather_aligned_pairs_short)
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Short-range aligned weather text–series pairs
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- [`MTBench_weather_aligned_pairs_long`](https://huggingface.co/datasets/afeng/MTBench_weather_aligned_pairs_long)
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Long-range aligned weather text–series pairs
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- [`MTBench_weather_QA_short`](https://huggingface.co/datasets/afeng/MTBench_weather_QA_short)
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Short-horizon QA with aligned weather data
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- [`MTBench_weather_QA_long`](https://huggingface.co/datasets/afeng/MTBench_weather_QA_long)
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Long-horizon QA for temporal and contextual reasoning
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## 🧠 Supported Tasks
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MTBench supports a wide range of multimodal and temporal reasoning tasks, including:
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- 📈 **News-aware time series forecasting**
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- 📊 **Event-driven trend analysis**
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- ❓ **Multimodal question answering (QA)**
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- 🔄 **Text-to-series correlation analysis**
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- 🧩 **Causal inference in financial and meteorological systems**
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## 📄 Citation
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If you use MTBench in your work, please cite:
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```bibtex
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@article{chen2025mtbench,
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title={MTBench: A Multimodal Time Series Benchmark for Temporal Reasoning and Question Answering},
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author={Chen, Jialin and Feng, Aosong and Zhao, Ziyu and Garza, Juan and Nurbek, Gaukhar and Qin, Cheng and Maatouk, Ali and Tassiulas, Leandros and Gao, Yifeng and Ying, Rex},
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journal={arXiv preprint arXiv:2503.16858},
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year={2025}
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}
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