Skip to content
Sagan

Paper

TailedTS: Benchmark Dataset for Heavy-Tailed Time Series Prediction and Periodicity Quantification

Unreadunread

AI summary

arXiv:2605. 16361v1 Announce Type: new Abstract: We present TailedTS, a large-scale benchmark dataset derived from Wikipedia hourly page view observations throughout 2024, specifically designed to test time series forecasting models under heavy-tailed, zero-inflated, and non-Gaussian conditions.