twk190314/exchange_rate

--- license: mit task_categories: - time-series-forecasting tags: - time-series - forecasting - ts-arena - long-horizon size_categories: - 1K<n<10K --- # Exchange Rate Dataset Part of the TS Arena benchmarking suite for time-series foundation models. ## Description Daily exchange rates of 8 countries (1990-2016) ## Statistics - **Total samples**: 7588 - **Features**: 8 - **Train samples**: 5311 - **Validation samples**: 759 - **Test samples**: 1518 - **Frequency**: 1 day ## Preprocessing - Standard normalization (zero mean, unit variance) - Scaler fitted on training data only - Train/Val/Test split: 70%/10%/20% ## Usage ```python from datasets import load_dataset # Load a specific split train = load_dataset("ts-arena/exchange_rate", split="train") val = load_dataset("ts-arena/exchange_rate", split="validation") test = load_dataset("ts-arena/exchange_rate", split="test") ``` ## Source [Autoformer Dataset Collection](https://github.com/thuml/Autoformer) ## License MIT