ForecastingData

class ForecastingData(name)[source]

Monash Forecasting Repository dataset loader.

Generic loader for forecasting datasets from the Monash Time Series Forecasting Repository. Provides access to benchmark datasets widely used in forecasting research and competitions, including domains such as finance, tourism, healthcare, energy, and retail.

Supports loading both target series (y) and optional exogenous variables (X). Data are returned in sktime in-memory data representation.

Notes

Dimensionality: univariate or multivariate (depends on dataset) Frequency: yearly, quarterly, monthly, daily, etc. (varies) Exogenous data: optional, available for some datasets

Dataset details: https://forecastingdata.org

Examples

>>> from sktime.datasets import ForecastingData
>>> dataset = ForecastingData(name="cif_2016_dataset")
>>> y = dataset.load("y")

Methods

`all_datasets`()	Return list of dataset names loadable through this class.
`cache_files_directory`()	Get the directory where cache files are stored.
`cleanup_cache_files`()	Cleanup cache files from the cache directory.
`clone`()	Obtain a clone of the object with same hyper-parameters and config.
`clone_tags`(estimator[, tag_names])	Clone tags from another object as dynamic override.
`create_test_instance`([parameter_set])	Construct an instance of the class, using first test parameter set.
`create_test_instances_and_names`([parameter_set])	Create list of all test instances and a list of names for them.
`get_class_tag`(tag_name[, tag_value_default])	Get class tag value from class, with tag level inheritance from parents.
`get_class_tags`()	Get class tags from class, with tag level inheritance from parent classes.
`get_config`()	Get config flags for self.
`get_param_defaults`()	Get object's parameter defaults.
`get_param_names`([sort])	Get object's parameter names.
`get_params`([deep])	Get a dict of parameters values for this object.
`get_tag`(tag_name[, tag_value_default, ...])	Get tag value from instance, with tag level inheritance and overrides.
`get_tags`()	Get tags from instance, with tag level inheritance and overrides.
`get_test_params`([parameter_set])	Return testing parameter.
`is_composite`()	Check if the object is composed of other BaseObjects.
`keys`()	Return a list of available sets.
`load`(*args)	Load the dataset.
`load_from_path`(serial)	Load object from file location.
`load_from_serial`(serial)	Load object from serialized memory container.
`reset`()	Reset the object to a clean post-init state.
`save`([path, serialization_format])	Save serialized self to bytes-like object or to (.zip) file.
`set_config`(**config_dict)	Set config flags to given values.
`set_params`(**params)	Set the parameters of this object.
`set_random_state`([random_state, deep, ...])	Set random_state pseudo-random seed parameters for self.
`set_tags`(**tag_dict)	Set instance level tag overrides to given values.