# 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.