monash_forecasting_repository {tsibbledata}

Get data from the Monash Forecasting Repository

Description

This function downloads datasets from the Monash Time Series Forecasting Repository (https://forecastingdata.org/) and reads them in as a tsibble. Downloaded data will be stored locally, allowing subsequent use of the data without downloading. By default, the data is stored the appropriate application data directory which varies by your operating system. The storage path for these datasets can be changed by setting the rpkg_tsibbledata option with ⁠options(rpkg_tsibbledata = /path/to/datadir)⁠

Usage

monash_forecasting_repository(record_id)

Arguments

record_id

Record ID of the dataset to be downloaded from the Monash Time Series Forecasting Repository. A complete table of datasets which can be obtained with this function can be found here: https://forecastingdata.org/#datasets. From this link, the data's record_id can be found in the URL of the download link provided in the table (it should look like https://zenodo.org/record/<Record ID>). This can also simply be a link to the zenodo record.

Details

Datasets from this repository are stored in a tsf file format, which stores time series metadata at the top of the file. This function uses this metadata to produce a tsibble dataset, ready for analysis in R. For more details on the repository and the tsf file format, please refer to: Godahewa, R., Bergmeir, C., Webb, G. I., Hyndman, R. J. & Montero-Manso, P. (2021), Monash Time Series Forecasting Archive.

Value

A tsibble.

References

Godahewa, R., Bergmeir, C., Webb, G. I., Hyndman, R. J. & Montero-Manso, P. (2021), Monash Time Series Forecasting Repository. https://forecastingdata.org/

Godahewa, R., Bergmeir, C., Webb, G. I., Hyndman, R. J. & Montero-Manso, P. (2021), Monash Time Series Forecasting Archive.