Time Series Data

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Rob Hyndman’s Time Series Data Library contains over 800 time series organized by subject as well as pointers to other sources of time series available on the Internet.  The data is freely available for anyone to use and the data can be used by any researcher without further permission by the IIF.

One focus of research on business forecasting has been empirical validation. Over the past two decades, Spyros Makridakis and Michele Hibon have led groups of researchers from all over the world in conducting comparisons of various forecasting methods. Data from the M-Competitions has been used by hundreds of researchers.

New! Announcing the M4 Forecasting Competition
1 Jan – 31 May 2018

The M4 Forecasting Competition is the next step in the evolution of the Makridakis or M-Competitions, which aims to identify the most accurate forecasting method(s) for different types of predictions. The upcoming competition is organised by the Institute For the Future (IFF) at the University of Nicosia (UNIC), with the support of the Forecasting & Strategy Unit at the National Technical University of Athens (NTUA). The M4 will extend and replicate the results of the previous three competitions using a large and diverse set of 100,000 time series.  For more information and to submit an entry www.m4.unic.ac.cy.

Data Sets from previous competitions: