Nn3.zip [ FREE ]

The "masked" nature of the data (anonymized origin) ensures that models must rely on time series patterns rather than domain-specific knowledge. Practical Considerations

The series vary in length (68 to 144 observations) and include seasonal, non-seasonal, and "difficult" patterns with outliers and structural breaks. Key Strengths nn3.zip

It is a standard historical benchmark in the forecasting community and is often included in modern research packages like the tscompdata R package on GitHub. The "masked" nature of the data (anonymized origin)

The NN3 competition was designed to evaluate how modern neural network (NN) and computational intelligence (CI) methods compare to traditional statistical benchmarks like those used in the M3 competition. Composition: nn3.zip