Monash Time Series Forecasting Repository

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Published June 11, 2020 | Version 2
Dataset Open

M1 Monthly Dataset

Creators

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

Description

This dataset contains 617 monthly time series used in the M1 forecasting competition. The series are belonging to 7 different domains: macro 1, macro 2, micro 1, micro 2, micro 3, industry and demographic.

Files

m1_monthly_dataset.zip

Files (120.9 kB)

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Additional details

Related works

Cites
Journal article: 10.1002/for.3980010202 (DOI)

References

  • Makridakis, S., Andersen, A., Carbone, R. F., Fildes, R., Hibon, M., Lewandowski, R., Newton, J., Parzen,E., Winkler, R. L., 1982. The accuracy of extrapolation (time series) methods: Results of a forecasting competition. Journal of Forecasting 1 (2), 111–153.