Data from the M-competitions

Description

The 1001 time series from the M-competition (Makridakis et al. 1982), and the 3003 time series and forecasts from the IJF-M3 competition (Makridakis and Hibon, 2000).

Author(s)

Rob J Hyndman. Rob.Hyndman@monash.edu, with assistance from Muhammad Akram and Christoph Bergmeir.

Source

http://forecasters.org/resources/time-series-data/m3-competition/.

Detailed results from M3 competition at http://www.insead.edu/facultyresearch/research/doc.cfm?did=1094.

References

Makridakis, S., A. Andersen, R. Carbone, R. Fildes, M. Hibon, R. Lewandowski, J. Newton, E. Parzen, and R. Winkler (1982) The accuracy of extrapolation (time series) methods: results of a forecasting competition. Journal of Forecasting, 1, 111–153.

Makridakis and Hibon (2000) The M3-competition: results, conclusions and implications. International Journal of Forecasting, 16, 451-476.

Results