General time series forecasting datasets

This repository contains a collection of multivariate time-series (MTS) datasets from various domains, including public health, climate, electricity consumption, traffic, and financial exchange rates. Each dataset is organized into its respective folder with detailed descriptions and metadata.

Dataset Name
Domain
Description
Time Range
File Format

Github_ETT_small
Electricity
Transformer operational metrics are recorded at hourly and minute intervals.
2016–2018
CSV

UCI_Electricity
Electricity
Hourly electricity consumption data for 370 clients.
2016–2019
CSV

Github_exchange_rate
Economic
Daily exchange rates between USD and eight major currencies.
1990–2010
CSV

MaxPlanck_Jena_Climate
Environment
High-frequency meteorological and environmental data from Jena, Germany.
2010
CSV

US_CDC_Flu_Activation_Level
Health
Weekly ILI activity levels for 55 U.S. regions.
2008–2025
CSV

US_CDC_ILI
Health
Weekly national-level ILI surveillance data from the CDC.
1997–2025
CSV

WHO_Japan_ILI
Health
Weekly aggregated influenza and ILI surveillance data for Japan.
1996–2025
CSV

US_PEMS_03_04_07_08
Traffic
Traffic flow, occupancy, and speed data from multiple U.S. regions. 

CSV

US_PEMS_Traffic
Traffic
Traffic flow, occupancy, and speed data from California highways.
2016-2018
CSV