Description Usage Format Note Source References Examples
Featuring 100000 time series from different domains
The 100000 time series from the M4-competition (https://www.m4.unic.ac.cy/)
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M4 is a list of 100000 series.
Each series within M4
is an object with the following structure:
Series number and period. For example "Y1" denotes first yearly series, "Q20" denotes 20th quarterly series and so on.
The number of observations in the time series
The number of required forecasts
Interval of the time series. Possible values are "Yearly", "Quarterly", "Monthly", "Weekly", "Daily" & "Hourly".
The type of series. Possible values are "Demographic", "Finance", "Industry", "Macro", "Micro" & "Other".
A time series of length n
(the historical data)
A time series of length h
(the future data)
Series start is provided in year format for Yearly, Monthly and Quarterly series. For Daily and Hourly series, it is given in the number of days after 1970-01-01 and for Weekly data it is given in number of weeks since 1970-01-01.
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