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M4 Forecasting Competition Dataset

The Makridakis competition for benchmarking modern ML methods for forecasting

@kaggle.yogesh94_m4_forecasting_competition_dataset

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About this Dataset

M4 Forecasting Competition Dataset

The M4 Forecasting Competition Dataset

The M4 competition which is a continuation of the Makridakis Competitions for forecasting and was conducted in 2018. This competion includes the prediction of both Point Forecasts and Prediction Intervals.

More Details

Paper describing the competition and the various benchmarks and approaches was published in a special edition of the International Journal of Forecasting and is available for open access and can be found here

Code for benchmarks

The code for various benchmarks on this dataset can be found at the following github repository

Source

The data is available at both the github link and the official website of MOFC

Tables

Daily Test

@kaggle.yogesh94_m4_forecasting_competition_dataset.daily_test
  • 412.6 kB
  • 4,227 rows
  • 15 columns
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CREATE TABLE daily_test (
  "v1" VARCHAR,
  "v2" DOUBLE,
  "v3" DOUBLE,
  "v4" DOUBLE,
  "v5" DOUBLE,
  "v6" DOUBLE,
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  "v10" DOUBLE,
  "v11" DOUBLE,
  "v12" DOUBLE,
  "v13" DOUBLE,
  "v14" DOUBLE,
  "v15" DOUBLE
);

Daily Train

@kaggle.yogesh94_m4_forecasting_competition_dataset.daily_train
  • 78.97 MB
  • 4,227 rows
  • 9,920 columns
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CREATE TABLE daily_train (
  "v1" VARCHAR,
  "v2" DOUBLE,
  "v3" DOUBLE,
  "v4" DOUBLE,
  "v5" DOUBLE,
  "v6" DOUBLE,
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);

Hourly Test

@kaggle.yogesh94_m4_forecasting_competition_dataset.hourly_test
  • 120.36 kB
  • 414 rows
  • 49 columns
Loading... 
CREATE TABLE hourly_test (
  "v1" VARCHAR,
  "v2" DOUBLE,
  "v3" DOUBLE,
  "v4" DOUBLE,
  "v5" DOUBLE,
  "v6" DOUBLE,
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);

Hourly Train

@kaggle.yogesh94_m4_forecasting_competition_dataset.hourly_train
  • 2.06 MB
  • 414 rows
  • 961 columns
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CREATE TABLE hourly_train (
  "v1" VARCHAR,
  "v2" DOUBLE,
  "v3" DOUBLE,
  "v4" DOUBLE,
  "v5" DOUBLE,
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  "v99" DOUBLE,
  "v100" DOUBLE
);

M4 Info

@kaggle.yogesh94_m4_forecasting_competition_dataset.m4_info
  • 721.22 kB
  • 100,000 rows
  • 6 columns
Loading... 
CREATE TABLE m4_info (
  "m4id" VARCHAR,
  "category" VARCHAR,
  "frequency" BIGINT,
  "horizon" BIGINT,
  "sp" VARCHAR,
  "startingdate" VARCHAR
);

Monthly Test

@kaggle.yogesh94_m4_forecasting_competition_dataset.monthly_test
  • 4.63 MB
  • 48,000 rows
  • 19 columns
Loading... 
CREATE TABLE monthly_test (
  "v1" VARCHAR,
  "v2" DOUBLE,
  "v3" DOUBLE,
  "v4" DOUBLE,
  "v5" DOUBLE,
  "v6" DOUBLE,
  "v7" DOUBLE,
  "v8" DOUBLE,
  "v9" DOUBLE,
  "v10" DOUBLE,
  "v11" DOUBLE,
  "v12" DOUBLE,
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  "v14" DOUBLE,
  "v15" DOUBLE,
  "v16" DOUBLE,
  "v17" DOUBLE,
  "v18" DOUBLE,
  "v19" DOUBLE
);

Monthly Train

@kaggle.yogesh94_m4_forecasting_competition_dataset.monthly_train
  • 68.55 MB
  • 48,000 rows
  • 2,795 columns
Loading... 
CREATE TABLE monthly_train (
  "v1" VARCHAR,
  "v2" DOUBLE,
  "v3" DOUBLE,
  "v4" DOUBLE,
  "v5" DOUBLE,
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  "v99" DOUBLE,
  "v100" DOUBLE
);

Quarterly Test

@kaggle.yogesh94_m4_forecasting_competition_dataset.quarterly_test
  • 1.31 MB
  • 24,000 rows
  • 9 columns
Loading... 
CREATE TABLE quarterly_test (
  "v1" VARCHAR,
  "v2" DOUBLE,
  "v3" DOUBLE,
  "v4" DOUBLE,
  "v5" DOUBLE,
  "v6" DOUBLE,
  "v7" DOUBLE,
  "v8" DOUBLE,
  "v9" DOUBLE
);

Quarterly Train

@kaggle.yogesh94_m4_forecasting_competition_dataset.quarterly_train
  • 14.23 MB
  • 24,000 rows
  • 867 columns
Loading... 
CREATE TABLE quarterly_train (
  "v1" VARCHAR,
  "v2" DOUBLE,
  "v3" DOUBLE,
  "v4" DOUBLE,
  "v5" DOUBLE,
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  "v100" DOUBLE
);

Weekly Test

@kaggle.yogesh94_m4_forecasting_competition_dataset.weekly_test
  • 42.73 kB
  • 359 rows
  • 14 columns
Loading... 
CREATE TABLE weekly_test (
  "v1" VARCHAR,
  "v2" DOUBLE,
  "v3" DOUBLE,
  "v4" DOUBLE,
  "v5" DOUBLE,
  "v6" DOUBLE,
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  "v9" DOUBLE,
  "v10" DOUBLE,
  "v11" DOUBLE,
  "v12" DOUBLE,
  "v13" DOUBLE,
  "v14" DOUBLE
);

Weekly Train

@kaggle.yogesh94_m4_forecasting_competition_dataset.weekly_train
  • 4.36 MB
  • 359 rows
  • 2,598 columns
Loading... 
CREATE TABLE weekly_train (
  "v1" VARCHAR,
  "v2" DOUBLE,
  "v3" DOUBLE,
  "v4" DOUBLE,
  "v5" DOUBLE,
  "v6" DOUBLE,
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  "v100" DOUBLE
);

Yearly Test

@kaggle.yogesh94_m4_forecasting_competition_dataset.yearly_test
  • 1.02 MB
  • 23,000 rows
  • 7 columns
Loading... 
CREATE TABLE yearly_test (
  "v1" VARCHAR,
  "v2" DOUBLE,
  "v3" DOUBLE,
  "v4" DOUBLE,
  "v5" DOUBLE,
  "v6" DOUBLE,
  "v7" DOUBLE
);

Yearly Train

@kaggle.yogesh94_m4_forecasting_competition_dataset.yearly_train
  • 5.63 MB
  • 23,000 rows
  • 836 columns
Loading... 
CREATE TABLE yearly_train (
  "v1" VARCHAR,
  "v2" DOUBLE,
  "v3" DOUBLE,
  "v4" DOUBLE,
  "v5" DOUBLE,
  "v6" DOUBLE,
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  "v91" DOUBLE,
  "v92" DOUBLE,
  "v93" DOUBLE,
  "v94" DOUBLE,
  "v95" DOUBLE,
  "v96" DOUBLE,
  "v97" DOUBLE,
  "v98" DOUBLE,
  "v99" DOUBLE,
  "v100" DOUBLE
);

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