TimeSeriesForecastingData
A collection of benchmark datasets widely used in time series forecasting research.
Included Datasets
ETT-small
Electricity Transformer Temperature dataset.
Files:
- ETTh1.csv
- ETTh2.csv
- ETTm1.csv
- ETTm2.csv
Weather
Weather forecasting benchmark dataset.
Files:
- weather.csv
Electricity
Electricity consumption forecasting dataset.
Files:
- electricity.csv
Traffic
Traffic flow forecasting dataset.
Files:
- traffic.csv
M4
M4 forecasting competition dataset.
Files:
- Yearly
- Quarterly
- Monthly
- Weekly
- Daily
- Hourly
Applications
These datasets are widely used for evaluating:
- Informer
- Autoformer
- FEDformer
- TimesNet
- PatchTST
- iTransformer
- GPT4TS
- TimeLLM
- PID4TS
License
Please follow the licenses and citation requirements of the original datasets.