Data from: A novel ensemble-based forecasting approach applied to energy consumption time series

Monthly data from two sets of series across European economies: (i) Gross Inland Natural Gas Consumption (in terajoules, TJ); and (ii) Energy Supplied (in gigawatt-hour, GWh). Data for the former were collected from the Statistical Office of the European Union database (EUROSTAT, 2019). Data for the latter were compiled from the International Energy Agency (IEA) Monthly Electricity Statistics reports, which provide information on energy production and trade for all OECD Member Countries (IEA, 2019). References: EUROSTAT (2019). European Statistics supply of gas – gross inland consumption – monthly data. https://ec.europa.eu/eurostat/web/energy/data/database. Accessed: 2019-10-02. IEA (2019). International Energy Agency monthly electricity statistics. http://www.iea.org/statistics/monthlystatistics/monthlyelectricitystatistics/. Accessed: 2019-10-02.