Monash University Time Series Forecasting Repository contains 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.
Beginning in 1982, Spyros Makridakis has led groups of researchers from all over the world in conducting comparisons of various forecasting methods. Data from the M-Competitions have been used by hundreds of researchers.
Announced: The M6 Financial Forecasting Competition
Data Sets from previous competitions