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Monash Time Series Forecasting Repository

There is a newer version of the record available.

Published June 13, 2020 | Version 2
Dataset Open

M4 Weekly Dataset

Creators

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

Description

This dataset contains 359 weekly time series used in the M4 forecasting competition.

Files

m4_weekly_dataset.zip

Files (1.1 MB)

Name Size Download all
md5:508d3b76a4def7cf6d4f0ef56909e31e
1.1 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.