Dataset Open Access

NN5 Daily Dataset (without Missing Values)

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


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    <subfield code="x">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 with Applications 39(8), 7067 - 7083.</subfield>
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    <subfield code="a">&lt;p&gt;This dataset was used in the NN5 forecasting competition.&amp;nbsp;It contains 111 time series from the banking domain. The goal is predicting the daily cash withdrawals from ATMs in UK.&lt;/p&gt;

&lt;p&gt;&lt;br&gt;
The original dataset contains missing values.&amp;nbsp;A missing value on a particular day is replaced by the median across all the same days of the week along the whole series.&lt;/p&gt;</subfield>
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