NN5: NN5 Time Series Competition

In tspredit: Time Series Prediction with Integrated Tuning

NN5 Time Series Competition

Description

Daily time series from the NN5 forecasting competition. Data Type: ATM withdrawal amounts. Category: Benchmark. Observations: 735 per series, 111 series. The dataset contains 111 univariate time series representing daily cash withdrawals from ATMs in England. Each series includes 735 observations and may contain missing values and multiple seasonal patterns. Participants were asked to forecast the next 56 values for each series, and performance was evaluated using the mean sMAPE across all series.

Usage

data(NN5)

Format

A data frame with 735 rows and 111 columns. Each column corresponds to a different univariate daily time series.

Details

NN5 consists of daily ATM withdrawal amounts with complex multiple seasonalities and occasional missing values. Forecasts are evaluated via sMAPE on a 56-day horizon.

Source

NN5 Time Series Forecasting Competition

References

Crone, S.F. (2008). Results of the NN5 Time Series Forecasting Competition. IEEE WCCI 2008, Hong Kong. NN5 Competition (2008). http://www.neural-forecasting-competition.com/NN5/index.htm

Examples

# Load NN5 dataset
data(NN5)
# NN5 <- loadfulldata(NN5)

# Select one series and plot
series <- NN5[["NN5.111"]]
ts.plot(series, ylab = "Withdrawals", xlab = "Day", main = "NN5 example series")

tspredit documentation built on Feb. 11, 2026, 9:08 a.m.