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