Abstract: Systems and methods for generating one or more comparative features for machine learning based classification are disclosed. A system may be configured to obtain time series data and forecast one or more predicted values based on the time series data. The system may also be configured, for each predicted value of the one or more predicted values, to compare an actual value of the time series data to the predicted value and generate a comparative value of a comparative feature based on the comparison. The comparative feature is to be provided to a machine learning model for a classification task associated with the time series data. The classification task may include determining whether one or more data values in the time series data is fraudulent based on the comparative feature.