The M4 dataset is a collection of 100,000 time series used for the fourth edition of the Makridakis forecasting Competition. The M4 dataset consists of time series of yearly, quarterly, monthly and other (weekly, daily and hourly) data, which are divided into training and test sets. The minimum numbers of observations in the training test are 13 for yearly, 16 for quarterly, 42 for monthly, 80 for weekly, 93 for daily and 700 for hourly series. The participants were asked to produce the following numbers of forecasts beyond the available data that they had been given: six for yearly, eight for quarterly, 18 for monthly series, 13 for weekly series and 14 and 48 forecasts respectively for the daily and hourly ones.
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