Time Series Forecasts - Popular Benchmark Datasets

Collection of popular datasets for time series forecasting.

Traffic: It contains hourly traffic data from 963 San Francisco freeway car lanes for short-term forecasting settings while it contains 862 car lanes for long-term forecasting. It is collected since 01/01/2015 with a sampling interval of every 1 hour.

Electricity: It contains electricity consumption of 370 clients for short-term forecasting while it contains electricity consumption of 321 clients for long-term forecasting. It is collected since 01/01/2011. The data sampling interval is every 15 minutes. (1)

COVID-19: It is about COVID-19 hospitalization in the U.S. state of California (CA) from 01/02/2020 to 31/12/2020 provided by the Johns Hopkins University with the sampling interval of every day.

Exchange: It contains the collection of the daily exchange rates of eight foreign countries including Australia, British, Canada, Switzerland, China, Japan, New Zealand, and Singapore ranging from 1990 to 2016 and the data sampling interval is every 1 day. (2)

Weather: It collects 21 meteorological indicators, such as humidity and air temperature, from the Weather Station of the Max Planck Biogeochemistry Institute in Germany in 2020. The data sampling interval is every 10 minutes. (3)

ETT: It is collected from two different electric transformers labeled with 1 and 2, and each of them contains 2 different resolutions (15 minutes and 1 hour) denoted with m and h. (4)

References

1. https://archive.ics.uci.edu/dataset/321/electricityloaddiagrams20112014
2. https://github.com/laiguokun/multivariate-time-series-data
3. https://www.bgc-jena.mpg.de/wetter/
4. https://github.com/zhouhaoyi/ETDataset
5. "Frequency-domain {MLP}s are More Effective Learners in Time Series Forecasting", by Kun Yi and Qi Zhang and Wei Fan and Shoujin Wang and Pengyang Wang and Hui He and Ning An and Defu Lian and Longbing Cao and Zhendong Niu, Thirty-seventh Conference on Neural Information Processing Systems, 2023, https://openreview.net/forum?id=iif9mGCTfy