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Time Series Datasets

Competition Datasets

  1. M5 Forecasting - Accuracy Kaggle Hierarchical sales forecasting competition.

  2. Store Item Demand Forecasting Kaggle 5 years of sales data, 50 items, 10 stores.

  3. Web Traffic Time Series ForecastingKaggle Wikipedia page views. Large-scale forecasting.

Benchmark Collections

  1. Monash Time Series Forecasting Archive Website Comprehensive collection of forecasting datasets.

  2. M Competitions GitHub M1, M3, M4, M5 - standard forecasting benchmarks.

  3. UCI Machine Learning Repository Website Various time series datasets for classification and forecasting.

Domain-Specific

Financial Data

  • Yahoo Finance API: yfinance Python package
  • Alpha Vantage: Free stock API
  • Quandl: Financial and economic data

Energy & Weather

  • NREL: Solar and wind data
  • NOAA: Climate data
  • Open Power System Data: European energy data

IoT & Sensors

  • NASA: Spacecraft telemetry
  • PhysioNet: Medical time series
  • CRAWDAD: Wireless sensor data