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Time-Series-Dataset-Survey-4-Forecasting-with-Deep-Learning

Install venv

pip install -r requirements.txt

Dataset Table

ID Domain Data Structure File Format Data Points Dimensions Time interval
0 Windspeed (-/-/-) csv 105,119 51 5min
1 Electricity (-/-/-) csv 105,119 31 5min
2 Air Quality (+/+/+) csv 43,824 12 1h
3 Electricity (+/+/+) csv 2,075,259 8 1min
4 Air Quality (+/+/+) xlsx 9,471 16 1h
5 Air Quality (+/+/+) csv 2,891,393 7 1h
6 Traffic (+/o/-) txt 3,997,413 11 1h
7 Crime (+/+/+) csv 2,678,959 15 irregular
8 Weather (+/+/+) txt 2,764 24 15min
9 Ozone Level (+/o/+) csv 2,536 74 1h
10 Fertility (+/+/+) rda 574 4 1yr
11 Mortality (+/+/+) csv 21,201 8 1yr
12 Weather, Bike-Sharing (+/+/+) csv 731 15 1d
13 Weather, Bike-Sharing (+/+/+) csv 17,379 16 1h
14 Electricity, Weather (+/+/+) xlsx 713 3 1d
15 Weather (+/+/+) xlsx 15,072 12 1h
16 Machine Sensor (-/o/-) txt - - 100ms
17 AD Exchange Rate (+/o/+) csv 9,610 3 1h
18 Multiple (+/o/+) csv 69,561 3 5min
19 Traffic (+/o/+) csv 15,664 3 5min
20 Cloud Load (+/o/+) csv 67,740 3 5min
21 Tweet Count (+/o/+) csv 158,631 3 5min
22 Synthetic (+/+/-) mat - -
23 Electricity (+/-/-) txt 140,256 370 15min
24 Exchange Rate (+/-/-) txt 7,587 7 1d
25 Traffic (+/-/-) txt 17,543 861 1h
26 Solar (+/-/-) txt 52,559 136 10min
27 Weather (+/+/+) csv - - 1min
28 Water Level (+/+/+) xlsx 36,160 4 1d
29 Air Quality (+/+/+) csv 420,768 19 15min
30 Air Quality (+/+/+) csv 79,559 11 15min
31 Crime (+/+/+) csv 2,129,525 34 1min
32 Chemicals (+/+/+) xlsx 120,630 7 1min
33 Multiple (+/-/-) txt 71 110 1 M.
34 Multiple (+/+/+) txt 167,562 3 1yr, 1q, 1m
35 Traffic (+/+/-) xls - - 1d
36 Tourism (+/-/-) csv 309 794 1m 1q
37 Web Traffic (+/+/+) csv 290,126 804 1d
38 Multiple (+/o/+) csv 414 960 1yr, 1q, 1m, 1w, 1d, 1h
39 Machine Sensor (+/+/+) csv 34,840 9 1h, 1m
40 Synthetic (-/-/-) pickle - -
41 Electricity (+/+/+) csv 4,055,880 6 5min, 1h
42 Weather (+/+/+) csv 633,494,597 125 1yr
43 Electricity (+/-/+) csv 257,896 27 1h
44 Trajectory (+/+/+) txt 8,241,680 14 1s
45 Wind (+/+/-) csv 262,968 254 hourly
46 Bike-Usage (+/+/+) csv 52,584 5 hourly
47 Electricity (+/+/+) csv 48,048 16 hourly
48 Illness (+/+/+) csv 966 7 weekly
49 Sales (+/+/+) csv 1,058,297 9 daily
50 Weather (+/+/+) csv 52,696 21 10min
51 Traffic (+/-/-) mat 57,636 48 hourly
52 Weather (+/+/+) csv 35,064 12 hourly

Links to the datasets

ID Direct Link
0, 1 https://github.com/chennnnnyize/Renewables\_Scenario\_Gen\_GAN/ (accessed on 1 March~2023)
2 https://archive.ics.uci.edu/ml/datasets/Beijing+PM2.5+Data (accessed on 1 March 2023)
3 https://archive.ics.uci.edu/ml/datasets/individual+household+electric+power+consumption (accessed on 1 March 2023)
4 https://archive.ics.uci.edu/ml/datasets/Air+quality (accessed on 1 March 2023)
5 https://www.microsoft.com/en-us/research/publication/forecasting-fine-grained-air-quality-based-on-big-data/?from=http\%3A\%2F\%2Fresearch.microsoft.com\%2Fapps\%2Fpubs\%2F\%3Fid\%3D246398 (accessed on 1 March 2023)
6 https://archive.ics.uci.edu/ml/datasets/PEMS-SF (accessed on 1 March 2023)
7 https://www.opendataphilly.org/dataset/crime-incidents (accessed on 1 March 2023)
8 https://archive.ics.uci.edu/ml/datasets/sml2010 (accessed on 1 March 2023)
9 http://archive.ics.uci.edu/ml/datasets/Ozone+Level+Detection (accessed on 1 March 2023)
10, 11 https://github.com/robjhyndman/demography (accessed on 1 March 2023)
12, 13 https://archive.ics.uci.edu/ml/datasets/bike+sharing+dataset (accessed on 1 March 2023)
14, 15 https://www.emc.ncep.noaa.gov/mmb/nldas/LDAS8th/forcing/forcing.shtml (accessed on 1 March 2023)
16 http://www.cs.fit.edu/\textasciitildepkc/nasa/data/ (accessed on 1 March 2023)
17, 18, 19, 20, 21 https://github.com/numenta/NAB (accessed on 1 March 2023)
22 https://github.com/maziarraissi/DeepHPMs (accessed on 1 March 2023)
23 https://archive.ics.uci.edu/ml/datasets/ElectricityLoadDiagrams20112014
24, 25, 26 https://github.com/laiguokun/multivariate-time-series-data (accessed on 1 March 2023)
27 https://zenodo.org/record/2826939\#.Ya9-JdDMI60 (accessed on 1 March 2023)
28 https://data.mendeley.com/datasets/bhjgdhgzjr/1 (accessed on 1 March 2023)
29, 30 https://www.emc.ncep.noaa.gov/mmb/nldas/LDAS8th/forcing/forcing.shtml (accessed on 1 March 2023)
31 https://data.sfgov.org/Public-Safety/Police-Department-Incident-Reports--Historical-2003/tmnf-yvry (accessed on 1 March 2023)
32 https://zenodo.org/record/1306527\#.YXKIxxpBw60 (accessed on 1 March 2023)
33 https://irafm.osu.cz/cif/main.php?c=Static\\&page=download (accessed on 1 March 2023)
34 https://forvis.github.io/datasets/m3-data/ (accessed on 1 March 2023)
35 http://www.neural-forecasting-competition.com/downloads/NNGC1/datasets/download.htm (accessed on 1 March 2023)
36 https://www.kaggle.com/competitions/tourism2/data?select=tourism2\_revision2.csv (accessed on 1 March 2023)
37 https://www.kaggle.com/competitions/web-traffic-time-series-forecasting/data?select=train\_1.csv.zip (accessed on 1 March 2023)
38 https://github.com/Mcompetitions/M4-methods (accessed on 1 March 2023)
39 https://github.com/zhouhaoyi/ETDataset (accessed on 1 March 2023)
40 https://git.opendfki.de/koochali/forgan/-/tree/master/datasets/lorenz (accessed on 1 March 2023)
41 https://www.nrel.gov/grid/solar-power-data.html (accessed on 1 March 2023)
42 https://github.com/yandex-research/shifts (accessed on 1 March 2023)
43 https://kilthub.cmu.edu/articles/dataset/Data\_Collected\_with\_Package\_Delivery\_Quadcopter\_Drone/12683453/1 (accessed on 1 March 2023)
44 https://theairlab.org/trajair/\#download (accessed on 1 March 2023)
45 https://www.kaggle.com/sohier/30-years-of-european-wind-generation (accessed on 1 March 2023)
46 https://www.kaggle.com/datasets/city-of-seattle/seattle-burke-gilman-trail (accessed on 1 March 2023)
47 https://data.mendeley.com/datasets/byx7sztj59/1 (accessed on 1 March 2023)
48, 49, 50, 51 https://drive.google.com/drive/folders/1ZOYpTUa82\_jCcxIdTmyr0LXQfvaM9vIy (accessed on 1 March 2023)
52 https://drive.google.com/drive/folders/1ohGYWWohJlOlb2gsGTeEq3Wii2egnEPR (accessed on 1 March 2023)

Compute Stats

Compute ADF, AC, PRV

python compute_stat_measurements.py --config-file "data/example_config.json" --create-cleaned-version --compute-stats

Compute MPdist

python compute_stat_measurements.py --config-file "data/example_config.json" --create-cleaned-version --compute-mpdist

Example Config json

{
  "ds_0": {
    "__file__": "ad_exchange.csv",
    "sort": "event",
    "Forecasting Values": ["value"]
  },
  "ds_1": {
    "__file__": "WTH.csv",
    "sort": "",
    "Forecasting Values": ["wetbulbcelsius"]
  }
}

Citation

@article{hahn2023time,
  title={Time Series Dataset Survey for Forecasting with Deep Learning},
  author={Hahn, Yannik and Langer, Tristan and Meyes, Richard and Meisen, Tobias},
  journal={Forecasting},
  volume={5},
  number={1},
  pages={315--335},
  year={2023},
  publisher={MDPI}
}