Dataset Open Access

NN5 Daily Dataset (with Missing Values)

Godahewa, Rakshitha; Bergmeir, Christoph; Webb, Geoff; Hyndman, Rob; Montero-Manso, Pablo

This dataset was used in the NN5 forecasting competition. It contains 111 daily time series from the banking domain. The goal is predicting the daily cash withdrawals from ATMs in UK.

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  • Taieb, S.B., Bontempi, G., Atiya, A.F., Sorjamaa, A., 2012. A review and comparison of strategies for multi-step ahead time series forecasting based on the nn5 forecasting competition. Expert Systems withApplications 39(8), 7067 - 7083.

  • Neural Forecasting Competitions, 2008. NN5 forecasting competition for artificial neural networks and computational intelligence. Accessed: 2020-05-10. URL

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