NN5 Weekly Dataset

This is the aggregated version of the daily dataset used in the NN5 forecasting competition. It contains 111 weekly time series from the banking domain. The goal is predicting the weekly cash withdrawals from ATMs in UK. The original dataset contains missing values. A missing value on a particular day is replaced by the median across all the same days of the week along the whole series and then, have been aggregated into weekly.本数据集为NN5预测竞赛所使用的每日数据集的聚合版本，共包含111条银行业领域的周度时间序列。其任务为预测英国自动取款机（Automated Teller Machine，ATM）的周度现金支取量。原始数据集存在缺失值：针对单一日度样本的缺失值，我们将其替换为整条时间序列中所有同属该星期几的观测值的中位数，随后将处理后的日度数据聚合为周度形式。