Time Series Data

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.

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.

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M4 Competition – Update

There are now more than 50 registered users 7 submissions for the 1st set of Forecasts (High Profile Fortune 500 Companies (Live) Dataset).  The deadlines for all the submissions have been extended.  For more information, click here.

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M-Competition

M2-Competition

M3-Competition

M4-Competition