Monash Time Series Forecasting Repository
Published June 12, 2020 | Version 3
Dataset Open

M3 Monthly Dataset

Creators

  • 1. PhD Student at Monash University
  • 2. Lecturer at Monash University
  • 3. Professor at Monash University
  • 4. Lecturer at University of Sydney

Description

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.

Files

m3_monthly_dataset.zip

Files (336.3 kB)

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md5:ea900e819028bcb1da5f302994f0cc7f
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Additional details

Related works

Cites
Journal article: 10.1016/S0169-2070(00)00057-1 (DOI)

References

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