Datasets:
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---
annotations_creators:
- no-annotation
license: other
source_datasets:
- original
task_categories:
- time-series-forecasting
task_ids:
- univariate-time-series-forecasting
- multivariate-time-series-forecasting
dataset_info:
- config_name: ETTh
features:
- name: id
dtype: string
- name: timestamp
sequence: timestamp[ns]
- name: HUFL
sequence: float64
- name: HULL
sequence: float64
- name: MUFL
sequence: float64
- name: MULL
sequence: float64
- name: LUFL
sequence: float64
- name: LULL
sequence: float64
- name: OT
sequence: float64
splits:
- name: train
num_bytes: 2229842
num_examples: 2
download_size: 569100
dataset_size: 2229842
configs:
- config_name: ETTh
data_files:
- split: train
path: ETTh/train-*
---
## Forecast evaluation datasets
This repository contains time series datasets that can be used for evaluation of univariate & multivariate forecasting models.
The main focus of this repository is on datasets that reflect real-world forecasting scenarios, such as those involving covariates, missing values, and other practical complexities.
The datasets follow a format that is compatible with the [`fev`](https://github.com/autogluon/fev) package.
## Data format and usage
Each dataset satisfies the following schema:
- each dataset entry (=row) represents a single univariate or multivariate time series
- each entry contains
- 1/ a field of type `Sequence(timestamp)` that contains the timestamps of observations
- 2/ at least one field of type `Sequence(float)` that can be used as the target time series or dynamic covariates
- 3/ a field of type `string` that contains the unique ID of each time series
- all fields of type `Sequence` have the same length
Datasets can be loaded using the [🤗 `datasets`](https://huggingface.co/docs/datasets/en/index) library.
```python
import datasets
ds = datasets.load_dataset("autogluon/fev_datasets", "epf_electricity_de", split="train")
ds.set_format("numpy") # sequences returned as numpy arrays
```
Example entry in the `epf_electricity_de` dataset
```python
>>> ds[0]
{'id': 'DE',
'timestamp': array(['2012-01-09T00:00:00.000000', '2012-01-09T01:00:00.000000',
'2012-01-09T02:00:00.000000', ..., '2017-12-31T21:00:00.000000',
'2017-12-31T22:00:00.000000', '2017-12-31T23:00:00.000000'],
dtype='datetime64[us]'),
'target': array([34.97, 33.43, 32.74, ..., 5.3 , 1.86, -0.92], dtype=float32),
'Ampirion Load Forecast': array([16382. , 15410.5, 15595. , ..., 15715. , 15876. , 15130. ],
dtype=float32),
'PV+Wind Forecast': array([ 3569.5276, 3315.275 , 3107.3076, ..., 29653.008 , 29520.33 ,
29466.408 ], dtype=float32)}
```
For more details about the dataset format and usage, check out the [`fev` documentation on GitHub](https://github.com/autogluon/fev?tab=readme-ov-file#tutorials).
## Dataset statistics
**Disclaimer:** These datasets have been converted into a unified format from external sources. Please refer to the original sources for licensing and citation terms. We do not claim any rights to the original data. Unless otherwise specified, the datasets are provided only for research purposes.
| config | freq | # items | # obs | # dynamic cols | # static cols | source | citation |
|:------------------------|:-------|----------:|----------:|-----------------:|----------------:|:------------------------------------------------------------------------|:-------------------------------------------------------------------------------------------------|
| `ETTh` | h | 2 | 243880 | 7 | 0 | https://github.com/zhouhaoyi/ETDataset | [[1]](https://arxiv.org/abs/2012.07436) |
| `ETTm` | 15min | 2 | 975520 | 7 | 0 | https://github.com/zhouhaoyi/ETDataset | [[1]](https://arxiv.org/abs/2012.07436) |
| `epf_electricity_be` | h | 1 | 157248 | 3 | 0 | https://zenodo.org/records/4624805 | [[2]](https://doi.org/10.1016/j.apenergy.2021.116983) |
| `epf_electricity_de` | h | 1 | 157248 | 3 | 0 | https://zenodo.org/records/4624805 | [[2]](https://doi.org/10.1016/j.apenergy.2021.116983) |
| `epf_electricity_fr` | h | 1 | 157248 | 3 | 0 | https://zenodo.org/records/4624805 | [[2]](https://doi.org/10.1016/j.apenergy.2021.116983) |
| `epf_electricity_np` | h | 1 | 157248 | 3 | 0 | https://zenodo.org/records/4624805 | [[2]](https://doi.org/10.1016/j.apenergy.2021.116983) |
| `epf_electricity_pjm` | h | 1 | 157248 | 3 | 0 | https://zenodo.org/records/4624805 | [[2]](https://doi.org/10.1016/j.apenergy.2021.116983) |
| `favorita_store_sales` | D | 1782 | 12032064 | 4 | 6 | https://www.kaggle.com/competitions/store-sales-time-series-forecasting | [[3]](https://www.kaggle.com/competitions/store-sales-time-series-forecasting/overview/citation) |
| `favorita_transactions` | D | 54 | 273456 | 3 | 5 | https://www.kaggle.com/competitions/store-sales-time-series-forecasting | [[3]](https://www.kaggle.com/competitions/store-sales-time-series-forecasting/overview/citation) |
| `m5_with_covariates` | D | 30490 | 428849460 | 9 | 5 | https://www.kaggle.com/competitions/m5-forecasting-accuracy | [[4]](https://doi.org/10.1016/j.ijforecast.2021.07.007) |
| `proenfo_bull` | h | 41 | 2877216 | 4 | 0 | https://github.com/Leo-VK/EnFoAV | [[5]](https://doi.org/10.48550/arXiv.2307.07191) |
| `proenfo_cockatoo` | h | 1 | 105264 | 6 | 0 | https://github.com/Leo-VK/EnFoAV | [[5]](https://doi.org/10.48550/arXiv.2307.07191) |
| `proenfo_covid19` | h | 1 | 223384 | 7 | 0 | https://github.com/Leo-VK/EnFoAV | [[5]](https://doi.org/10.48550/arXiv.2307.07191) |
| `proenfo_gfc12_load` | h | 11 | 867108 | 2 | 0 | https://github.com/Leo-VK/EnFoAV | [[5]](https://doi.org/10.48550/arXiv.2307.07191) |
| `proenfo_gfc14_load` | h | 1 | 35040 | 2 | 0 | https://github.com/Leo-VK/EnFoAV | [[5]](https://doi.org/10.48550/arXiv.2307.07191) |
| `proenfo_gfc17_load` | h | 8 | 280704 | 2 | 0 | https://github.com/Leo-VK/EnFoAV | [[5]](https://doi.org/10.48550/arXiv.2307.07191) |
| `proenfo_hog` | h | 24 | 2526336 | 6 | 0 | https://github.com/Leo-VK/EnFoAV | [[5]](https://doi.org/10.48550/arXiv.2307.07191) |
| `proenfo_pdb` | h | 1 | 35040 | 2 | 0 | https://github.com/Leo-VK/EnFoAV | [[5]](https://doi.org/10.48550/arXiv.2307.07191) |
| `proenfo_spain` | h | 1 | 736344 | 21 | 0 | https://github.com/Leo-VK/EnFoAV | [[5]](https://doi.org/10.48550/arXiv.2307.07191) |
## Publications using these datasets
- ["ChronosX: Adapting Pretrained Time Series Models with Exogenous Variables"](https://arxiv.org/abs/2503.12107)
|