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Dataset (Forecasting)

ForecastingData

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")

Quickstart

python
from sktime.datasets.forecasting.monash import ForecastingData

estimator = ForecastingData(name)

Examples

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