datasetsforecast

Datasets for time series forecasting

Install

pip install datasetsforecast

Datasets

• Favorita
• Hierarchical
• Longhorizon
• M3
• M4
• M5
• PHM2008

How to use

All the modules have a load method which you can use to load the dataset for a specific group. If you don’t have the data locally it will be downloaded for you.

from datasetsforecast.phm2008 import PHM2008

train_df, test_df = PHM2008.load(directory='data', group='FD001')
train_df.shape, test_df.shape

((20631, 17), (13096, 17))