m4: M4 Competition Time Series

In tspredit: Time Series Prediction with Integrated Tuning

M4 Competition Time Series

Description

Time series data from the fourth Makridakis forecasting competition (M4), held in 2018. Data Type: Forecasting benchmark dataset. Category: Forecasting. Creation Date: 2018.

Usage

data(m4)

Format

A list of lists containing time series.

Details

Consolidated list keyed by frequency (e.g., daily, hourly, monthly, ...). Each holds a list of numeric vectors. See Makridakis et al. (2020) for an overview of M4 findings.

Source

M4 Competition - GitHub

References

Makridakis et al. (2020). The M4 Competition: Results, findings, conclusion and way forward. International Journal of Forecasting, 36(1), 54–74.

Examples

# Load consolidated M4 list and plot one available series
data(m4)
# m4 <- loadfulldata(m4)
freq_name <- names(m4)[1]
series_name <- names(m4[[freq_name]])[1]
series <- m4[[freq_name]][[series_name]]
ts.plot(series, main = paste("M4", freq_name, "series:", series_name))

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