Dataset Hub

This repository contains multiple time‑series datasets for testing and training time‑series forecasting models, including ETTm2, ETTh1, ETTh2, M4, and Stock datasets.

The Monash Time Series Forecasting Repository is the first comprehensive library containing related time‑series datasets, designed to promote global evaluation of forecasting models. All datasets are for research purposes only. The repository includes 30 datasets, comprising publicly available time‑series collections (in various formats) and curated datasets. Many datasets have multiple versions based on frequency and missing‑value handling, resulting in a total of 58 dataset variants. It also includes real‑world and competition time‑series datasets from diverse domains.