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M4-competition-yearly

M4-competition-yearly

active ARFF Creative Commons Attribution 4.0 International Visibility: public Uploaded 25-06-2024 by Bruno Belucci Teixeira
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M4-Competition for time series forecasting, yearly data From original source: ----- The fourth competition, M4, started on 1 January 2018 and ended in 31 May 2018. The M4 extended and replicated the results of the previous three competitions, using an extended and diverse set of time series to identify the most accurate forecasting method(s) for different types of predictions. It aimed to provide answers on how to improve forecasting accuracy and identify the most appropriate methods for each case. To get precise and compelling answers, the M4 Competition utilized 100,000 real-life series, and incorporated all major forecasting methods, including those based on Artificial Intelligence (Machine Learning, ML), as well as traditional statistical ones. ----- The time series were downloaded via the R package M4comp2018 and then loaded with a python script to obtain the different datasets: 'Yearly', 'Quarterly', 'Monthly', 'Weekly', 'Daily', 'Hourly'. The data in R already gives us some kind of date as the index for the time series. The required number of forecast values to be forecasted for each time series, for the 'Yearly' dataset was always 6. Therefore, if one wants to evaluate their model to be compared with other models from the original competition, the last 6 values of each time series are considered the test dataset. Note that the participants did not have access to the date of the time series during the competition. Besides, some dates are ambiguous due to the representation of only 2 digits for the year (XX-XX-17 could represent 1817, 1917, 2017 etc). There are 5 columns: id_series: The id of the time series. date: The date of the time series in the format "%Y-%m-%d". time_step: The time step on the time series. covariate_0: Covariate values of the time series, tied to the 'id_series'. Not interested in forecasting, but can help with the forecasting task. value_0: The values of the time series, which will be used for the forecasting task. Preprocessing: 1 - We have have tried to fix the series for which we have a year > 2018 at some point by offseting the whole series by 100 year until we have max(year) <= 2018. 2 - Renamed 'Category' to 'covariate_0'. 3 - Created column 'time_step' with increasing values of time step for the time series. 4 - Casted 'date' to str, 'time_step' to int, 'value_0' to float, and defined 'id_series' and 'covariate_0' as 'category'.

5 features

value_0numeric391919 unique values
0 missing
id_seriesnominal23000 unique values
0 missing
covariate_0nominal6 unique values
0 missing
datestring872 unique values
0 missing
time_stepnumeric841 unique values
0 missing

19 properties

858458
Number of instances (rows) of the dataset.
5
Number of attributes (columns) of the dataset.
Number of distinct values of the target attribute (if it is nominal).
0
Number of missing values in the dataset.
0
Number of instances with at least one value missing.
2
Number of numeric attributes.
2
Number of nominal attributes.
0
Percentage of binary attributes.
0
Percentage of instances having missing values.
0
Percentage of missing values.
Average class difference between consecutive instances.
40
Percentage of numeric attributes.
0
Number of attributes divided by the number of instances.
40
Percentage of nominal attributes.
Percentage of instances belonging to the most frequent class.
Number of instances belonging to the most frequent class.
Percentage of instances belonging to the least frequent class.
Number of instances belonging to the least frequent class.
0
Number of binary attributes.

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