Dataset Open Access

M4 Monthly Dataset

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

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 (28.2 MB)
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m4_monthly_dataset.zip
md5:1e304a80fbd6fa93a3ce8360bd3eafa2
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  • 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.

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