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. Â The data is freely available for anyone to use and the data can be used by any researcher without further permission by the IIF.
M Competition
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
M5-Competition
M4-Competition
M3-Competition
M2-Competition
M-Competition