FORAMonthSeries: Monthly M3-competition data

Description Usage Format Author(s) Source References See Also Examples

Description

The monthly time series from the M3 forecasting competition.

Usage

1

Format

FORAMonthSeries is a data frame of 1428 monthly time series with the following structure:

series_id

Time series identifier - aunique name that identifies a time series

category

The type of series. Possible values for M3 are "DEMOGRAPHIC", "FINANCE", "INDUSTRY", "MACRO", "MICRO", "OTHER".

value

The value observed

timestamp

Any representation of the period to which the observation relates.

Author(s)

Sai Van Cuong, Andrey Davydenko, Maxim Shcherbakov

Source

http://forecasters.org/resources/time-series-data/m3-competition/.

References

Makridakis and Hibon (2000) The M3-competition: results, conclusions and implications. International Journal of Forecasting, 16, 451-476.

See Also

FORAQuartSeries, FORAYearSeries

Examples

1
2

svcuonghvktqs/FORA documentation built on May 20, 2019, 9:57 a.m.