Monash Time Series Forecasting Repository

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Published June 13, 2020 | Version 1
Dataset Open

M4 Monthly Dataset

Creators

  • 1. PhD Student at Monash University
  • 2. Lecturer at Monash University
  • 3. Professor at Monash University

Description

This dataset contains 48000 monthly time series used in the M4 forecasting competition. The series are belonging to 6 different domains: demographic, micro, macro, industry, finance and other.

Files

Files (77.6 MB)

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md5:0622f4f1b0aff8496dfaa5b0c5297208
77.6 MB Download

Additional details

Related works

Cites
Journal article: 10.1016/j.ijforecast.2019.04.014 (DOI)
Journal article: 10.1016/j.ijforecast.2018.06.001 (DOI)

References

  • Makridakis, S., Spiliotis, E., Assimakopoulos, V., 2018. The m4 competition: results, findings, conclusion and way forward, International Journal of Forecasting 34 (4), 802 – 808.
  • Makridakis, S., Spiliotis, E., Assimakopoulos, V., 2020. The m4 competition: 100,000 time series and 61 forecasting methods. International Journal of Forecasting 36 (1), 54 – 74.