Published June 13, 2020
| Version 3
Dataset
Open
M4 Monthly Dataset
- 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 48000 monthly time series used in the M4 forecasting competition. The series are belonging to 6 different domains: demographic, micro, macro, industry, finance and other.
Files
m4_monthly_dataset.zip
Files
(28.2 MB)
| Name | Size | Download all |
|---|---|---|
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md5:1e304a80fbd6fa93a3ce8360bd3eafa2
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28.2 MB | Preview Download |
Additional details
Related works
- Cites
- Journal article: 10.1016/j.ijforecast.2019.04.014 (DOI)
- Journal article: 10.1016/j.ijforecast.2018.06.001 (DOI)
References
- Makridakis, S., Spiliotis, E., Assimakopoulos, V., 2018. The m4 competition: results, findings, conclusion and way forward, International Journal of Forecasting 34 (4), 802 – 808.
- 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.