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.  The data is freely available for anyone to use and the data can be used by any researcher without further permission by the IIF.

New! Announcing the M5 Forecasting Competition
March 2 to 30 June 2020

Over the past two decades, Spyros Makridakis 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. The M5 Competition is the latest of the M Competitions. The competition will use actual/authentic data made generously available by Walmart and will be implemented using Kaggle’s Platform. Given the large number of companies that have already shown interest in participating and the substantial $100,000 prize money, we estimate that the M5 Competition will attract more than 2,000 participants and teams to compete as well as a number of invited companies.  More information coming soon.

Data Sets from previous competitions: