m4_data: M4 dataset

In ahaeusser/echos: Echo State Networks for Time Series Modeling and Forecasting

M4 dataset

Description

tsibble with six monthly time series from the M4 Forecasting Competition. The datasets contains the following time series:

• M21655 (Demographic), 1995 Jan - 2015 Mar

• M21683 (Demographic), 2000 Jan - 2023 Apr

• M2717 (Macro), 1996 Jan - 2016 Nov

• M28597 (Industry), 1996 Jan - 2016 Dec

• M42529 (Finance), 2001 Jan - 2009 Apr

• M4813 (Macro), 1994 Apr - 2006 May

Usage

data(m4_data)

Format

A time series object of class tsibble with 1.152 rows and 4 columns:

• series: Unique identifier as character (key variable).

• category: Category (e.g., Demographic, Macro) as factor.

• index: Date as yearmonth (index variable).

• value: Value as numeric (measurement variable).

Source

M4 Forecasting Competition

Examples

data(m4_data)

ahaeusser/echos documentation built on June 2, 2025, 2:17 a.m.