`vignettes/tscompdata.Rmd`

`tscompdata.Rmd`

The R package *tscompdata* provides time series data from the following forecasting competitions: M, M3, NN3, NN5, NNGC1, Tourism and GEFCom2012.

The M, M3 and Tourism data are loaded from the Mcomp and Tcomp packages. The remaining data are contained within the tscompdata package.

You can install the **development** version from Github with:

```
# install.packages("devtools")
devtools::install_github("robjhyndman/tscompdata")
```

```
library(tscompdata)
#> Loading required package: Mcomp
#> Loading required package: forecast
#> Loading required package: Tcomp
library(ggplot2)
```

Data from the NN3 forecasting competition, comprising 111 monthly time series each of class `ts`

.

Training and test data are combined. In the competition, the last 18 months were used as test data. Time series NN3-101 to NN3-111 made up the reduced data set from the competition.

Data from the NN5 forecasting competition, comprising 111 daily time series each of lass `msts`

.

Training and test data are combined. In the competition, the last 56 days were used as test data. Time series NN5-101 to NN5-111 made up the reduced data set from the competition.

Data from the NNGC1 forecasting competition, comprising 11 annual time series, 11 quarterly time series, 11 monthly time series, 11 weekly time series, 11 daily time series and 11 hourly time series each of class `ts`

or `msts`

. Only training data are provided.

Data from the GEFCOM2012 forecasting competition which was hosted on the kaggle platform. The data comprise 20 time series containing hourly load data from 20 zones in the United States, each of class `msts`

. Only training data are provided. The missing data in each series formed the test sets.

Data from the GEFCOM2012 forecasting competition which held on the kaggle platform. The data comprise 11 time series containing hourly temperature data from 11 weather stations in the United States, each of class `msts`

.

Data from the GEFCOM2012 forecasting competition which held on the kaggle platform. The data comprise 7 hourly time series containing wind power data from 7 wind farms, each of class `msts`

. Only training data are provided. The missing data in each series formed the test sets.

The 1001 time series from the M competition, taken from demography, industry and economics, and ranging in length between 9 and 132 observations. All the data were either non-seasonal (e.g., annual), quarterly or monthly. All the data were positive, which made it possibly to compute mean absolute percentage errors, but is not really reflective of the population of real data.

`M1`

is of class `Mcomp`

with each time series of class `Mdata`

. The function `subset`

inherited from the Mcomp package can return a subset specified by periods, or types of data or both. See the Mcomp package for more details.

```
M1
#> M-Competition data: 1001 time series
#>
#> Type of data
#> Period DEMOGR INDUST MACRO1 MACRO2 MICRO1 MICRO2 MICRO3 Total
#> MONTHLY 75 183 64 92 10 89 104 617
#> QUARTERLY 39 18 45 59 5 21 16 203
#> YEARLY 30 35 30 29 16 29 12 181
#> Total 144 236 139 180 31 139 132 1001
autoplot(M1[[7]])
```

```
subset(M1,"monthly")
#> M-Competition data: 617 MONTHLY time series
#>
#> Type of data
#> Period DEMOGR INDUST MACRO1 MACRO2 MICRO1 MICRO2 MICRO3
#> MONTHLY 75 183 64 92 10 89 104
```

The 111 series used in the extended comparisons in the 1982 M-competition can be selected as follows.

```
subset(M1,111)
#> M-Competition data: 111 time series
#>
#> Type of data
#> Period DEMOGR INDUST MACRO1 MACRO2 MICRO1 MICRO2 MICRO3 Total
#> MONTHLY 8 21 8 9 1 10 11 68
#> QUARTERLY 5 2 5 6 0 3 2 23
#> YEARLY 3 4 4 3 2 3 1 20
#> Total 16 27 17 18 3 16 14 111
```

The data in the Mcomp and Tcomp packages are in the `Mcomp`

class which contains various information used in the competitions including the training and test portions of the time series. The function `combine_training_test`

combines the training data and test data into a single `ts`

object.

The time series from the M3 forecasting competition and the forecasts from all the original participating methods are stored in `M3`

and `M3Forecast`

. `M3`

is a list of 3003 series of class `Mcomp`

. Each series within M3 is of class `Mdata`

. `M3Forecast`

is a list of data.frames. See the Mcomp package for more details.

```
M3
#> M-Competition data: 3003 time series
#>
#> Type of data
#> Period DEMOGRAPHIC FINANCE INDUSTRY MACRO MICRO OTHER Total
#> MONTHLY 111 145 334 312 474 52 1428
#> OTHER 0 29 0 0 4 141 174
#> QUARTERLY 57 76 83 336 204 0 756
#> YEARLY 245 58 102 83 146 11 645
#> Total 413 308 519 731 828 204 3003
autoplot(M3[[8]])
```

Data from the tourism forecasting competition described in Athanasopoulos, Hyndman, Song and Wu (2011).

`tourism`

is a list of 1,311 series of class `Mcomp`

, and each individual series is an element of class `Mdata`

. See the Tcomp package for more details.