Dataset Open Access

M1 Monthly Dataset

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

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.

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m1_monthly_dataset.zip
md5:c27eadcc5a010341b43099e424504d80
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  • 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.

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