fcompdata 0.1.0

Forecasting Competitions Datasets (M1, M3, Tourism) for Python

fcompdata

Forecasting Competitions Datasets - a Python library for loading M and tourism competitions time series datasets (M1, M3, Tourism) with an interface similar to R's Mcomp and Tcomp packages.

Installation

pip install -e .

Usage

from fcompdata import M1, M3, Tourism

# Access series by 1-based index (R-style)
series = M3[1]
print(series['x'])    # Training data (numpy array)
print(series['xx'])   # Test data (numpy array)
print(series['h'])    # Forecast horizon
print(series['n'])    # Training data length
print(series['type']) # Series type (yearly, quarterly, monthly, other)

# Attribute access also works
print(series.sn)          # Series name
print(series.description) # Series description

# Filter by frequency type
yearly = M3.subset('yearly')
monthly = M1.subset('monthly')

# Iterate over all series
for series in M3:
    print(series.sn, len(series.x))

# Get series count
print(len(M3))  # 3003

Datasets

Dataset	Series	Yearly	Quarterly	Monthly	Other
M1	1001	181	203	617	-
M3	3003	645	756	1428	174
Tourism	1311	518	427	366	-

Series Attributes

Each MCompSeries object has the following attributes:

Attribute	Type	Description
sn	str	Series name/identifier
x	numpy.ndarray	Training data (in-sample)
xx	numpy.ndarray	Test data (out-of-sample)
h	int	Forecast horizon
n	int	Length of training data
period	int	Seasonal period (1, 4, or 12)
type	str	Series type (yearly/quarterly/monthly/other)
description	str	Series description

Data Sources

The time series data in this package was imported from the following R packages:

• Mcomp (M1 and M3 data): Hyndman, R.J. (2024). Mcomp: Data from the M-Competitions. R package. CRAN, GitHub
• Tcomp (Tourism data): Hyndman, R.J. (2016). Tcomp: Data from the 2010 Tourism Forecasting Competition. R package. CRAN, GitHub

References

The datasets were used in the following forecasting competitions:

M1 Competition:

Makridakis, S., Andersen, A., Carbone, R., Fildes, R., Hibon, M., Lewandowski, R., Newton, J., Parzen, E., & Winkler, R. (1982). The accuracy of extrapolation (time series) methods: Results of a forecasting competition. Journal of Forecasting, 1(2), 111–153. doi:10.1002/for.3980010202

M3 Competition:

Makridakis, S., & Hibon, M. (2000). The M3-Competition: Results, conclusions and implications. International Journal of Forecasting, 16(4), 451–476. doi:10.1016/S0169-2070(00)00057-1

Tourism Forecasting Competition:

Athanasopoulos, G., Hyndman, R.J., Song, H., & Wu, D.C. (2011). The tourism forecasting competition. International Journal of Forecasting, 27(3), 822–844. doi:10.1016/j.ijforecast.2010.11.005

License

LGPL-3.0-or-later