Monash Time Series Forecasting Archive

Many businesses nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models and multivariate models that are trained across sets of time series have shown huge potential in providing accurate forecasts compared with the traditional univariate forecasting models that work on isolated series. However, there are currently no comprehensive time series forecasting archives that contain datasets of time series from similar sources available for researchers to evaluate the performance of new global or multivariate forecasting algorithms over varied datasets.