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.
|