M3-Competition
The 3003 time series of the M3-Competition are distributed as follows:
| Types of Time Series Data
|
| Interval |
Micro |
Industry |
Macro |
Finance |
Demog |
Other |
Total |
| Yearly |
146 |
102 |
83 |
58 |
245 |
11 |
645 |
| Quarterly |
204 |
83 |
336 |
76 |
57 |
0 |
756 |
| Monthly |
474 |
334 |
312 |
145 |
111 |
52 |
1428 |
| Other |
4 |
0 |
0 |
29 |
0 |
141 |
174 |
| Total |
828 |
519 |
731 |
308 |
413 |
204 |
3003 |
The data file contains the following information for each series:
- The first line which includes the following:
- The ID number of the series (from N0001 to N3003)
- The number of data points (observations) of each series (let us call this number n).
- The number of required forecasts
- 6 for yearly data
- 8 for quarterly data
- 18 for monthly data
- 8 for "others"
- The type of series (e.g., YEARLY/MICRO or MONTHLY/INDUSTRY).
- The ID number of each type of series (e.g., there are 146 YEARLY/MICRO series so this ID number goes
from 1 to 146, while there are 334 MONTHLY/INDUSTRY series making their ID go from 1 to 334).
- n observations of time series data (8 per line)
- The starting date of the data (Year and Period, if no information is available or the information is not relevant the
value is 0.0).
- A short description (title) for the time series.
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