Dataset Open Access

M3 Monthly Dataset

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

This dataset contains 1428 monthly time series used in the M3 forecasting competition. The series are belonging to 6 different domains: demographic, micro, macro, industry, finance and other.

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m3_monthly_dataset.zip
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  • Makridakis, S., Hibon, M., 2000. The m3-competition: results, conclusions and implications. International Journal of Forecasting 16 (4), 451–476.

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