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Datasets

fetch_dataset(name, version='latest', raw=False, kwargs_read_csv={}, verbose=True)

Fetch a dataset from the skforecast-datasets repository.

Parameters:

Name Type Description Default
name str

Name of the dataset to fetch.

required
version str

Version of the dataset to fetch. If 'latest', the lastest version will be fetched (the one in the main branch). For a list of available versions, see the repository branches.

'latest'
raw bool

If True, the raw dataset is fetched. If False, the preprocessed dataset is fetched. The preprocessing consists of setting the column with the date/time as index and converting the index to datetime. A frequency is also set to the index.

False
kwargs_read_csv dict

Kwargs to pass to pandas read_csv function.

{}
verbose bool

If True, print information about the dataset.

True

Returns:

Name Type Description
df pandas DataFrame

Dataset.

Source code in skforecast\datasets\datasets.py
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def fetch_dataset(
    name: str,
    version: str = 'latest',
    raw: bool = False,
    kwargs_read_csv: dict = {},
    verbose: bool = True
) -> pd.DataFrame:
    """
    Fetch a dataset from the skforecast-datasets repository.

    Parameters
    ----------
    name: str
        Name of the dataset to fetch.
    version: str, int, default `'latest'`
        Version of the dataset to fetch. If 'latest', the lastest version will be 
        fetched (the one in the main branch). For a list of available versions, 
        see the repository branches.
    raw: bool, default `False`
        If True, the raw dataset is fetched. If False, the preprocessed dataset 
        is fetched. The preprocessing consists of setting the column with the 
        date/time as index and converting the index to datetime. A frequency is 
        also set to the index.
    kwargs_read_csv: dict, default `{}`
        Kwargs to pass to pandas `read_csv` function.
    verbose: bool, default `True`
        If True, print information about the dataset.

    Returns
    -------
    df: pandas DataFrame
        Dataset.

    """

    version = 'main' if version == 'latest' else f'{version}'

    datasets = {
        'h2o': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/h2o.csv'
            ),
            'sep': ',',
            'index_col': 'fecha',
            'date_format': '%Y-%m-%d',
            'freq': 'MS',
            'description': (
                'Monthly expenditure ($AUD) on corticosteroid drugs that the '
                'Australian health system had between 1991 and 2008. '
            ),
            'source': (
                'Hyndman R (2023). fpp3: Data for Forecasting: Principles and Practice'
                '(3rd Edition). http://pkg.robjhyndman.com/fpp3package/,'
                'https://github.com/robjhyndman/fpp3package, http://OTexts.com/fpp3.'
            )
        },
        'h2o_exog': {
            'url': (
                f"https://raw.githubusercontent.com/JoaquinAmatRodrigo/"
                f"skforecast-datasets/{version}/data/h2o_exog.csv"
            ),
            'sep': ',',
            'index_col': 'fecha',
            'date_format': '%Y-%m-%d',
            'freq': 'MS',
            'description': (
                'Monthly expenditure ($AUD) on corticosteroid drugs that the '
                'Australian health system had between 1991 and 2008. Two additional '
                'variables (exog_1, exog_2) are simulated.'
            ),
            'source': (
                "Hyndman R (2023). fpp3: Data for Forecasting: Principles and Practice "
                "(3rd Edition). http://pkg.robjhyndman.com/fpp3package/, "
                "https://github.com/robjhyndman/fpp3package, http://OTexts.com/fpp3."
            )
        },
        'fuel_consumption': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/consumos-combustibles-mensual.csv'
            ),
            'sep': ',',
            'index_col': 'Fecha',
            'date_format': '%Y-%m-%d',
            'freq': 'MS',
            'description': (
                'Monthly fuel consumption in Spain from 1969-01-01 to 2022-08-01.'
            ),
            'source': (
                'Obtained from Corporación de Reservas Estratégicas de Productos '
                'Petrolíferos and Corporación de Derecho Público tutelada por el '
                'Ministerio para la Transición Ecológica y el Reto Demográfico. '
                'https://www.cores.es/es/estadisticas'
            )
        },
        'items_sales': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/simulated_items_sales.csv'
            ),
            'sep': ',',
            'index_col': 'date',
            'date_format': '%Y-%m-%d',
            'freq': 'D',
            'description': 'Simulated time series for the sales of 3 different items.',
            'source': 'Simulated data.'
        },
        'air_quality_valencia': {
            'url': (
                f"https://raw.githubusercontent.com/JoaquinAmatRodrigo/"
                f"skforecast-datasets/{version}/data/air_quality_valencia.csv"
            ),
            'sep': ',',
            'index_col': 'datetime',
            'date_format': '%Y-%m-%d %H:%M:%S',
            'freq': 'H',
            'description': (
                'Hourly measures of several air chemical pollutant (pm2.5, co, no, '
                'no2, pm10, nox, o3, so2) at Valencia city.'
            ),
            'source': (
                " Red de Vigilancia y Control de la Contaminación Atmosférica, "
                "46250054-València - Centre, "
                "https://mediambient.gva.es/es/web/calidad-ambiental/datos-historicos."
            )
        },
        'website_visits': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/visitas_por_dia_web_cienciadedatos.csv'
            ),
            'sep': ',',
            'index_col': 'date',
            'date_format': '%Y-%m-%d',
            'freq': '1D',
            'description': (
                'Daily visits to the cienciadedatos.net website registered with the '
                'google analytics service.'
            ),
            'source': (
                "Amat Rodrigo, J. (2021). cienciadedatos.net (1.0.0). Zenodo. "
                "https://doi.org/10.5281/zenodo.10006330"
            )
        },
        'bike_sharing': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/bike_sharing_dataset_clean.csv'
            ),
            'sep': ',',
            'index_col': 'date_time',
            'date_format': '%Y-%m-%d %H:%M:%S',
            'freq': 'H',
            'description': (
                'Hourly usage of the bike share system in the city of Washington D.C. '
                'during the years 2011 and 2012. In addition to the number of users per '
                'hour, information about weather conditions and holidays is available.'
            ),
            'source': (
                "Fanaee-T,Hadi. (2013). Bike Sharing Dataset. UCI Machine Learning "
                "Repository. https://doi.org/10.24432/C5W894."
            )
        },
        'bike_sharing_extended_features': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/bike_sharing_extended_features.csv'
            ),
            'sep': ',',
            'index_col': 'date_time',
            'date_format': '%Y-%m-%d %H:%M:%S',
            'freq': 'H',
            'description': (
                'Hourly usage of the bike share system in the city of Washington D.C. '
                'during the years 2011 and 2012. In addition to the number of users per '
                'hour, the dataset was enriched by introducing supplementary features. '
                'Addition includes calendar-based variables (day of the week, hour of '
                'the day, month, etc.), indicators for sunlight, incorporation of '
                'rolling temperature averages, and the creation of polynomial features '
                'generated from variable pairs. All cyclic variables are encoded using '
                'sine and cosine functions to ensure accurate representation.'
            ),
            'source': (
                "Fanaee-T,Hadi. (2013). Bike Sharing Dataset. UCI Machine Learning "
                "Repository. https://doi.org/10.24432/C5W894."
            )
        },
        'australia_tourism': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/australia_tourism.csv'
            ),
            'sep': ',',
            'index_col': 'date_time',
            'date_format': '%Y-%m-%d',
            'freq': 'Q',
            'description': (
                "Quarterly overnight trips (in thousands) from 1998 Q1 to 2016 Q4 "
                "across Australia. The tourism regions are formed through the "
                "aggregation of Statistical Local Areas (SLAs) which are defined by "
                "the various State and Territory tourism authorities according to "
                "their research and marketing needs."
            ),
            'source': (
                "Wang, E, D Cook, and RJ Hyndman (2020). A new tidy data structure to "
                "support exploration and modeling of temporal data, Journal of "
                "Computational and Graphical Statistics, 29:3, 466-478, "
                "doi:10.1080/10618600.2019.1695624."
            )
        },
        'uk_daily_flights': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/uk_daily_flights.csv'
            ),
            'sep': ',',
            'index_col': 'Date',
            'date_format': '%d/%m/%Y',
            'freq': 'D',
            'description': 'Daily number of flights in UK from 02/01/2019 to 23/01/2022.',
            'source': (
                'Experimental statistics published as part of the Economic activity and '
                'social change in the UK, real-time indicators release, Published 27 '
                'January 2022. Daily flight numbers are available in the dashboard '
                'provided by the European Organisation for the Safety of Air Navigation '
                '(EUROCONTROL). '
                'https://www.ons.gov.uk/economy/economicoutputandproductivity/output/'
                'bulletins/economicactivityandsocialchangeintheukrealtimeindicators/latest'
            )
        },
        'wikipedia_visits': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/wikipedia_visits.csv'
            ),
            'sep': ',',
            'index_col': 'date',
            'date_format': '%Y-%m-%d',
            'freq': 'D',
            'description': (
                'Log daily page views for the Wikipedia page for Peyton Manning. '
                'Scraped data using the Wikipediatrend package in R.'
            ),
            'source': (
                'https://github.com/facebook/prophet/blob/main/examples/'
                'example_wp_log_peyton_manning.csv'
            )
        },
        'vic_electricity': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/vic_electricity.csv'
            ),
            'sep': ',',
            'index_col': 'Time',
            'date_format': '%Y-%m-%dT%H:%M:%SZ',
            'freq': '30min',
            'description': 'Half-hourly electricity demand for Victoria, Australia',
            'source': (
                "O'Hara-Wild M, Hyndman R, Wang E, Godahewa R (2022).tsibbledata: Diverse "
                "Datasets for 'tsibble'. https://tsibbledata.tidyverts.org/, "
                "https://github.com/tidyverts/tsibbledata/. "
                "https://tsibbledata.tidyverts.org/reference/vic_elec.html"
            )
        },
        'store_sales': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/store_sales.csv'
            ),
            'sep': ',',
            'index_col': 'date',
            'date_format': '%Y-%m-%d',
            'freq': 'D',
            'description': (
                'This dataset contains 913,000 sales transactions from 2013-01-01 to '
                '2017-12-31 for 50 products (SKU) in 10 stores.'
            ),
            'source': (
                'The original data was obtained from: inversion. (2018). Store Item '
                'Demand Forecasting Challenge. Kaggle. '
                'https://kaggle.com/competitions/demand-forecasting-kernels-only'
            )
        },
        'bicimad': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/bicimad_users.csv'
            ),
            'sep': ',',
            'index_col': 'date',
            'date_format': '%Y-%m-%d',
            'freq': 'D',
            'description': (
                'This dataset contains the daily users of the bicycle rental '
                'service (BiciMad) in the city of Madrid (Spain) from 2014-06-23 '
                'to 2022-09-30.'
            ),
            'source': (
                'The original data was obtained from: Portal de datos abiertos '
                'del Ayuntamiento de Madrid https://datos.madrid.es/portal/site/egob'
            )
        },
        'm4_hourly': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/m4_hourly.parquet'
            ),
            'sep': None,
            'index_col': 'timestamp',
            'date_format': '%Y-%m-%d %H:%M:%S',
            'freq': 'H',
            'description': "Time series with hourly frequency from the M4 competition.",
            'source': (
                "Monash Time Series Forecasting Repository  "
                "(https://zenodo.org/communities/forecasting) Godahewa, R., Bergmeir, "
                "C., Webb, G. I., Hyndman, R. J., & Montero-Manso, P. (2021). Monash "
                "Time Series Forecasting Archive. In Neural Information Processing "
                "Systems Track on Datasets and Benchmarks. \n"
                "Raw data, available in .tsf format, has been converted to Pandas "
                "format using the code provided by the authors in "
                "https://github.com/rakshitha123/TSForecasting/blob/master/utils/data_loader.py \n"
                "The category of each time series has been included in the dataset. This "
                "information has been obtainded from the Kaggle competition page: "
                "https://www.kaggle.com/datasets/yogesh94/m4-forecasting-competition-dataset"
            )
        },
        'm4_daily': {
            'url': (
                f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/'
                f'skforecast-datasets/{version}/data/m4_daily.parquet'
            ),
            'sep': None,
            'index_col': 'timestamp',
            'date_format': '%Y-%m-%d %H:%M:%S',
            'freq': 'D',
            'description': "Time series with daily frequency from the M4 competition.",
            'source': (
                "Monash Time Series Forecasting Repository  "
                "(https://zenodo.org/communities/forecasting) Godahewa, R., Bergmeir, "
                "C., Webb, G. I., Hyndman, R. J., & Montero-Manso, P. (2021). Monash "
                "Time Series Forecasting Archive. In Neural Information Processing "
                "Systems Track on Datasets and Benchmarks. \n"
                "Raw data, available in .tsf format, has been converted to Pandas "
                "format using the code provided by the authors in "
                "https://github.com/rakshitha123/TSForecasting/blob/master/utils/data_loader.py \n"
                "The category of each time series has been included in the dataset. This "
                "information has been obtainded from the Kaggle competition page: "
                "https://www.kaggle.com/datasets/yogesh94/m4-forecasting-competition-dataset"
            )
        },
        'ashrae_daily': {
            'url': 'https://drive.google.com/file/d/1fMsYjfhrFLmeFjKG3jenXjDa5s984ThC/view?usp=sharing',
            'sep': None,
            'index_col': 'timestamp',
            'date_format': '%Y-%m-%d',
            'freq': 'D',
            'description': (
                "Daily energy consumption data from the ASHRAE competition with "
                "building metadata and weather data."
            ),
            'source': (
                "Kaggle competition Addison Howard, Chris Balbach, Clayton Miller, "
                "Jeff Haberl, Krishnan Gowri, Sohier Dane. (2019). ASHRAE - Great Energy "
                "Predictor III. Kaggle. https://www.kaggle.com/c/ashrae-energy-prediction/overview"
            )
        },
        'bdg2_daily': {
            'url': 'https://drive.google.com/file/d/1KHYopzclKvS1F6Gt6GoJWKnxiuZ2aqen/view?usp=sharing',
            'sep': None,
            'index_col': 'timestamp',
            'date_format': '%Y-%m-%d',
            'freq': 'D',
            'description': (
                "Daily energy consumption data from the The Building Data Genome Project 2 "
                "with building metadata and weather data. "
                "https://github.com/buds-lab/building-data-genome-project-2"
            ),
            'source': (
                "Miller, C., Kathirgamanathan, A., Picchetti, B. et al. The Building Data "
                "Genome Project 2, energy meter data from the ASHRAE Great Energy "
                "Predictor III competition. Sci Data 7, 368 (2020). "
                "https://doi.org/10.1038/s41597-020-00712-x"
            )
        },
        'bdg2_hourly': {
            'url': 'https://drive.google.com/file/d/1I2i5mZJ82Cl_SHPTaWJmLoaXnntdCgh7/view?usp=sharing',
            'sep': None,
            'index_col': 'timestamp',
            'date_format': '%Y-%m-%d %H:%M:%S',
            'freq': 'D',
            'description': (
                "Hourly energy consumption data from the The Building Data Genome Project 2 "
                "with building metadata and weather data. "
                "https://github.com/buds-lab/building-data-genome-project-2"
            ),
            'source': (
                "Miller, C., Kathirgamanathan, A., Picchetti, B. et al. The Building Data "
                "Genome Project 2, energy meter data from the ASHRAE Great Energy "
                "Predictor III competition. Sci Data 7, 368 (2020). "
                "https://doi.org/10.1038/s41597-020-00712-x"
            )
        }
    }

    if name not in datasets.keys():
        raise ValueError(
            f"Dataset '{name}' not found. Available datasets are: {list(datasets.keys())}"
        )

    url = datasets[name]['url']

    if url.endswith('.csv'):
        try:
            sep = datasets[name]['sep']
            df = pd.read_csv(url, sep=sep, **kwargs_read_csv)
        except:
            raise ValueError(
                f"Error reading dataset '{name}' from {url}. Try to version = 'latest'"
            )

    if url.endswith('.parquet'):
        try:
            df = pd.read_parquet(url)
        except:
            raise ValueError(
                f"Error reading dataset '{name}' from {url}. Try to version = 'latest'"
            )

    if url.startswith('https://drive.google.com'):
        file_id = url.split('/')[-2]
        url = 'https://drive.google.com/uc?id=' + file_id
        df = pd.read_parquet(url)

    if not raw:
        try:
            index_col = datasets[name]['index_col']
            freq = datasets[name]['freq']
            if freq == 'H' and pd.__version__ >= '2.2.0':
                freq = "h"
            date_format = datasets[name]['date_format']
            df = df.set_index(index_col)
            df.index = pd.to_datetime(df.index, format=date_format)
            df = df.asfreq(freq)
            df = df.sort_index()
        except:
            pass

    if verbose:
        print(name)
        print('-' * len(name))
        description = textwrap.fill(datasets[name]['description'], width=80)
        source = textwrap.fill(datasets[name]['source'], width=80)
        print(description)
        print(source)
        print(f"Shape of the dataset: {df.shape}")

    return df

load_demo_dataset(version='latest')

Load demo data set with monthly expenditure ($AUD) on corticosteroid drugs that the Australian health system had between 1991 and 2008. Obtained from the book: Forecasting: Principles and Practice by Rob J Hyndman and George Athanasopoulos. Index is set to datetime with monthly frequency and sorted.

Parameters:

Name Type Description Default
version str

Version of the dataset to fetch. If 'latest', the lastest version will be fetched (the one in the main branch). For a list of available versions, see the repository branches.

'latest'

Returns:

Name Type Description
df pandas Series

Dataset.

Source code in skforecast\datasets\datasets.py
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def load_demo_dataset(version: str = 'latest') -> pd.Series:
    """
    Load demo data set with monthly expenditure ($AUD) on corticosteroid drugs that
    the Australian health system had between 1991 and 2008. Obtained from the book:
    Forecasting: Principles and Practice by Rob J Hyndman and George Athanasopoulos.
    Index is set to datetime with monthly frequency and sorted.

    Parameters
    ----------
    version: str, default `'latest'`
        Version of the dataset to fetch. If 'latest', the lastest version will be
        fetched (the one in the main branch). For a list of available versions,
        see the repository branches.

    Returns
    -------
    df: pandas Series
        Dataset.

    """

    version = 'main' if version == 'latest' else f'{version}'

    url = (
        f'https://raw.githubusercontent.com/JoaquinAmatRodrigo/skforecast-datasets/{version}/'
        'data/h2o.csv'
    )

    df = pd.read_csv(url, sep=',', header=0, names=['y', 'datetime'])
    df['datetime'] = pd.to_datetime(df['datetime'], format='%Y-%m-%d')
    df = df.set_index('datetime')
    df = df.asfreq('MS')
    df = df['y']
    df = df.sort_index()

    return df