Dataset Open Access
The Computational Intelligence in Forecasting (CIF) 2016 dataset contains 72 monthly time series originated from the banking domain used in the CIF 2016 forecasting competition. Out of the 72 time series, 24 series contains real-time data while the remaining 48 series are artificially generated. There are two forecast horizons considered in the competition where 57 series consider the forecast horizon as 12 and the remaining 15 series consider the forecast horizon as 6.
Stepnicka, M., Burda, M., 2017. On the results and observations of the time series forecasting competition CIF 2016. In: 2017 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE). pp. 1–6.