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DeepVARwT: Deep Learning for a VAR Model with Trend
The dataset is a vector autoregressive (VAR) model with trend, where the mean is modeled by a recurrent neural network of the LSTM type, and the dependence structure is modeled... -
Electricity, coal, gas, and fuel prices dataset
Electricity, coal, gas, and fuel prices dataset for testing deep hedging strategies -
Commodity prices dataset
Commodity prices dataset for testing state-of-the-art generative methods -
PhysioNet Challenges 2012
A collection of multivariate time series with missing observations. -
UEA/UCR Time-Series Classification Repository
The UEA/UCR Time-Series Classification Repository contains 128 problems spanning a variety of domains. -
Numerai-Signals
The dataset is created from raw financial datasets, including price data, financials, and sentiment data. -
Wikipedia4
Electricity2, Traffic3, and Wikipedia4, preprocessed exactly as in (Salinas et al., 2019a), with their properties listed in Table 3. -
Electricity2, Traffic3, and Wikipedia4
Electricity2, Traffic3, and Wikipedia4, preprocessed exactly as in (Salinas et al., 2019a), with their properties listed in Table 3. -
M4 Competition Dataset
The M4 competition dataset is a collection of time series data from six domains: micro, industry, macro, finance, demographic, and other. -
Mackey-Glass dataset
The Mackey-Glass dataset is used as an example in the paper. -
Walmart Sales Data
Walmart Sales Data -
Electricity Load Data
The dataset used in this paper is the electricity load data from two cities in China, covering monthly real load data and 12 features corresponding to load consumption. -
Time Series Datasets
The dataset used in the paper is not explicitly described, but it is mentioned that the authors used it for time series forecasting tasks. -
Multi-Faceted Representation Learning with Hybrid Architecture for Time Serie...
Time series classification problems exist in many fields and have been explored for a couple of decades. However, they still remain challenging, and their solutions need to be... -
Traffic Data
The dataset used in this paper is a collection of traffic data, including traffic flow data and traffic speed data. -
Multivariate Time Series Prediction dataset
The dataset used for multivariate time series prediction, including 8 datasets. -
Lorenz System
The Lorenz system is a well-known nonlinear dynamical system to model convective hydrodynamic flows. The consequence of chaos is that, under certain parameterizations, the...
