| Title: | Time series data from various forecasting competitions |
|---|---|
| Description: | Time series data from the following forecasting competitions are provided: M, M3, NN3, NN5, NNGC1, Tourism, and GEFCom2012. |
| Authors: | Rob Hyndman [aut, cre, cph] |
| Maintainer: | Rob Hyndman <[email protected]> |
| License: | GPL-3 |
| Version: | 0.0.1 |
| Built: | 2024-11-09 03:07:32 UTC |
| Source: | https://github.com/robjhyndman/tscompdata |
The data in the Mcomp and Tcomp packages are in the Mcomp class which
contains various information used in the competitions including the training
and test portions of the time series. This function combines
the training data and test data into a single ts object.
combine_training_test(object)combine_training_test(object)
object |
An object of class |
A list of time series
m3ts <- combine_training_test(M3)m3ts <- combine_training_test(M3)
Data from the GEFCOM2012 forecasting competition, comprising 20 time series containing hourly load data from 20 zones in the United States. Only training data are provided. The missing data in each series formed the test sets.
gefcom2012_loadgefcom2012_load
A list of time series data, each of class msts.
https://www.kaggle.com/c/global-energy-forecasting-competition-2012-load-forecasting, http://www.drhongtao.com/gefcom/2012.
Hong, T., Pinson, P., & Fan, S. (2014). Global energy forecasting competition 2012. International Journal of Forecasting, 30(2), 357-363. https://doi.org/10.1016/j.ijforecast.2013.07.001.
plot(gefcom2012_load[[1]])plot(gefcom2012_load[[1]])
Data from the GEFCOM2012 forecasting competition, comprising 11 time series containing hourly temperature data from 11 weather stations in the United States.
gefcom2012_tempgefcom2012_temp
A list of time series data, each of class msts.
https://www.kaggle.com/c/global-energy-forecasting-competition-2012-load-forecasting, http://www.drhongtao.com/gefcom/2012.
Hong, T., Pinson, P., & Fan, S. (2014). Global energy forecasting competition 2012. International Journal of Forecasting, 30(2), 357-363. https://doi.org/10.1016/j.ijforecast.2013.07.001.
plot(gefcom2012_temp[[1]])plot(gefcom2012_temp[[1]])
Data from the GEFCOM2012 forecasting competition, comprising 7 hourly time series containing wind power data from 7 wind farms. Only training data are provided. The missing data in each series formed the test sets.
gefcom2012_wpgefcom2012_wp
A list of time series data, each of class msts.
https://www.kaggle.com/c/GEF2012-wind-forecasting/data, http://www.drhongtao.com/gefcom/2012.
Hong, T., Pinson, P., & Fan, S. (2014). Global energy forecasting competition 2012. International Journal of Forecasting, 30(2), 357-363. https://doi.org/10.1016/j.ijforecast.2013.07.001.
plot(gefcom2012_wp[[1]])plot(gefcom2012_wp[[1]])
Data from the NN3 forecasting competition, comprising 111 monthly time series. Training and test data are combined. In the competition, the last 18 months were used as test data. Time series NN3-101 to NN3-111 made up the reduced data set from the competition.
nn3nn3
A list of time series data, each of class ts.
http://www.neural-forecasting-competition.com/NN3.
plot(nn3[[1]])plot(nn3[[1]])
Data from the NN5 forecasting competition, comprising 111 daily time series. Training and test data are combined. In the competition, the last 56 days were used as test data. Time series NN5-101 to NN5-111 made up the reduced data set from the competition.
nn5nn5
A list of time series data, each of class msts.
http://www.neural-forecasting-competition.com/NN5.
plot(nn5[[1]])plot(nn5[[1]])
Data from the NNGC1 forecasting competition, comprising 11 annual time series, 11 quarterly time series, 11 monthly time series, 11 weekly time series, 11 daily time series and 11 hourly time series. Only training data are provided.
nngc1nngc1
A list of time series data, each of class ts or msts.
http://www.neural-forecasting-competition.com/.
plot(nngc1[[1]])plot(nngc1[[1]])
Time Series Competition Data
The tscompdata package provides time series data from several forecasting competitions.