Dataset Open Access

M4 Yearly Dataset

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

This dataset contains 23000 yearly time series used in the M4 forecasting competition.

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m4_yearly_dataset.zip
md5:796d222aa7cb85f554879ade460f2161
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  • Makridakis, S., Spiliotis, E., Assimakopoulos, V., 2020. The m4 competition: 100,000 time series and 61 forecasting methods. International Journal of Forecasting 36 (1), 54 – 74.

  • Makridakis, S., Spiliotis, E., Assimakopoulos, V., 2018. The m4 competition: results, findings, conclusion and way forward, International Journal of Forecasting 34 (4), 802 – 808.

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