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Page & Branch Summary
On these pages you will find information & links to data sources necessary to evaluate forecasting performance of neural networks objectively against other researchers and practitioners using NN or other methods. Wish to add something to this portal ? Link exchange only in NN & forecasting sites! Send info, links etc. to add-info@neural-forecasting.com 

Data Sources for Neural Forecasting

A variety of sources for data exists for forecasting and prediction in various domains and application areas - NN are hardly specific to this.
 Below, please find a selection of the most prominent ones.

Forecasting Competition Data

Most notably, the data from the three Makridakis & Wheelwright competitions on (univariate) time series prediction.
One focus of research on business forecasting has been empirical validation. Over the past two decades, Spiros Makridakis and Michele Hibon have led groups of researchers from all over the world in conducting comparisons of various forecasting methods. Some of the results of these studies have been surprising. For example, simple methods seem to do at least as well as more complex methods. And, combining forecasts helps, particularly for longer horizons. If your favourite method was not included among those studied, you disagree that the metrics used were right, or you simply don't like the conclusions of the studies, you can conduct your own replication or extension. Data from the M-Competitions has been used by hundreds of researchers.

Recently, specific competitions for neural networks & other soft computing methods were initiated, most recently the CATS competition. Please find additional information on the left.

Please follow the links on the left ...

Time Series Data

Rob Hyndman's Time Series Data Library contains some 500 time series organized by subject as well as pointers to other sources of time series available on the Internet. This is by far the best source ...


Micro- and Macroeconomic Data

Three websites guide practitioners, researchers, and students to data. The data can be used for econometric methods or analogous situations, or to adjust data such as to account for inflation or population.

  • EconData.Net provides access to regional, state, and local economic data. It is a comprehensive first stop for searching public and private data sources on the Web.
  • Statistical Resources on the Web (University of Michigan) has a detailed A-Z index and provides thousands of links to sites in business, economics, transportation, weather, and 18 other areas.
  • Social Science Data on the Net (University of California, San Diego) allows you to search the following sites. Much of the data can be downloaded. 
  • Census Bureau
  • Data FERRET (Current Population Survey and related sources)
  • FedStats (Statistics from 70 U.S. Federal Agencies)
  • ICPSR (Inter-University Consortium for Political and Social Research)
  • Stat-USA (Current and historical financial and economic data


The UCI Machine Learning Data Repository

[UCI Machine Learning Group]

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