Published June 12, 2020 | Version 3
M3 Quarterly Dataset
This dataset contains 756 quarterly time series used in the M3 forecasting competition. The series are belonging to 5 different domains: demographic, micro, macro, industry and finance.
- Journal article: 10.1016/S0169-2070(00)00057-1 (DOI)
- Makridakis, S., Hibon, M., 2000. The m3-competition: results, conclusions and implications. International Journal of Forecasting 16 (4), 451–476.