This repository contains a set of publicly available benchmark datasets used in the time series forecasting research space. The datasets are intended to use only for research purpose.
All datasets are available in .tsf format which is a new format we introduce to store time series data pioneered by the sktime .ts format. The examples of loading the data into the R tsibble format and Python pandas dataframe format are available in our github repository. For more details, please refer to our website: https://forecastingdata.org/ and paper: https://arxiv.org/abs/2105.06643.