Forecast evaluation datasets This repository contains time series datasets that can be used for evaluation of univariate & multivariate forecasting models. The main focus of this repository is on datasets that reflect real world forecasting scenarios, such as those involving covariates, missing values, and other practical complexities. The datasets follow a format that is compatible with the fev package. Data format and usage Each dataset satisfies the following schema: each dataset entry (=row) represents a single univariate or multivariate time series each entry contains 1/ a field of type Sequence(timestamp) that contains the timestamps of observations 2/ at least one field of type Sequence(float) that can be used as the target time series or dynamic covariates 3/ a field of type string that contains the unique ID of each time series all fields of type Sequence have the same length Datasets can be loaded using the 🤗 datasets library. Example entry in the epf de dataset For more details about the dataset format and usage, check out the fev documentation on GitHub. Dataset statistics Disclaimer: These datasets have been converted into a unified format from external sources. Pleas…
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