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Multivariate regression data set from: https://link.springer.com/article/10.1007%2Fs10994-016-5546-z : The Andromeda dataset (Hatzikos et al. 2008) concerns the prediction of future values for six water quality variables (temperature, pH, conductivity, salinity, oxygen, turbidity) in Thermaikos Gulf of Thessaloniki, Greece. Measurements of the target variables are taken from under-water sensors with a sampling interval of 9 seconds and then averaged to get a single measurement for each variable over each day. The specific dataset that we use here corresponds to using a window of 5 days (i.e. features attributes correspond to the values of the six water quality variables up to 5 days in the past) and a lead of 5 days (i.e. we predict the values of each variable 6 days ahead).