> ## Documentation Index
> Fetch the complete documentation index at: https://nixtla-old-docs.mintlify.site/llms.txt
> Use this file to discover all available pages before exploring further.

> Download and wrangling utility for long-horizon datasets. These datasets have been used by `NHITS, AutoFormer, Informer, PatchTST, TiDE` among many other neural forecasting methods. The datasets include the original [ETTh1, ETTh2, ETTm1, ETTm2, Weather, ILI, TrafficL](https://github.com/zhouhaoyi/ETDataset) benchmark datasets.

# Long-Horizon Original Datasets

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<a href="https://github.com/Nixtla/datasetsforecast/blob/main/datasetsforecast/long_horizon2.py#L134" target="_blank" style={{ float: "right", fontSize: "smaller" }}>source</a>

### Weather

> ```text theme={null}
>  Weather (freq:str='10M', name:str='weather', n_ts:int=21,
>           test_size:int=10539, val_size:int=5270, horizons:Tuple[int]=(96,
>           192, 336, 720))
> ```

\*This Weather dataset contains the 2020 year of 21 meteorological
measurements recorded every 10 minutes from the Weather Station of the
Max Planck Biogeochemistry Institute in Jena, Germany.

Reference: Wu, H., Xu, J., Wang, J., and Long, M. Autoformer:
Decomposition Transformers with auto-correlation for long-term series
forecasting. NeurIPS 2021. [https://arxiv.org/abs/2106.13008.\\](https://arxiv.org/abs/2106.13008.\\)\*

***

<a href="https://github.com/Nixtla/datasetsforecast/blob/main/datasetsforecast/long_horizon2.py#L109" target="_blank" style={{ float: "right", fontSize: "smaller" }}>source</a>

### TrafficL

> ```text theme={null}
>  TrafficL (freq:str='H', name:str='traffic', n_ts:int=862,
>            test_size:int=3508, val_size:int=1756, horizons:Tuple[int]=(96,
>            192, 336, 720))
> ```

\*This large Traffic dataset was collected by the California Department
of Transportation, it reports road hourly occupancy rates of 862
sensors, from January 2015 to December 2016.

Reference: Lai, G., Chang, W., Yang, Y., and Liu, H. Modeling Long and
Short-Term Temporal Patterns with Deep Neural Networks. SIGIR 2018.
[http://arxiv.org/abs/1703.07015](http://arxiv.org/abs/1703.07015).

Wu, H., Xu, J., Wang, J., and Long, M. Autoformer: Decomposition
Transformers with auto-correlation for long-term series forecasting.
NeurIPS 2021. [https://arxiv.org/abs/2106.13008.\\](https://arxiv.org/abs/2106.13008.\\)\*

***

<a href="https://github.com/Nixtla/datasetsforecast/blob/main/datasetsforecast/long_horizon2.py#L89" target="_blank" style={{ float: "right", fontSize: "smaller" }}>source</a>

### ECL

> ```text theme={null}
>  ECL (freq:str='15T', name:str='ECL', n_ts:int=321, n_time:int=26304,
>       test_size:int=5260, val_size:int=2632, horizons:Tuple[int]=(96, 192,
>       336, 720))
> ```

\*The Electricity dataset reports the fifteen minute electricity
consumption (KWh) of 321 customers from 2012 to 2014. For comparability,
we aggregate it hourly.

Reference: Li, S et al. Enhancing the locality and breaking the memory
bottleneck of Transformer on time series forecasting. NeurIPS 2019.
[http://arxiv.org/abs/1907.00235.\\](http://arxiv.org/abs/1907.00235.\\)\*

***

<a href="https://github.com/Nixtla/datasetsforecast/blob/main/datasetsforecast/long_horizon2.py#L68" target="_blank" style={{ float: "right", fontSize: "smaller" }}>source</a>

### ETTm2

> ```text theme={null}
>  ETTm2 (freq:str='15T', name:str='ETTm2', n_ts:int=7, n_time:int=57600,
>         test_size:int=11520, val_size:int=11520, horizons:Tuple[int]=(96,
>         192, 336, 720))
> ```

\*The ETTm2 dataset monitors an electricity transformer from a region of
a province of China including oil temperature and variants of load (such
as high useful load and high useless load) from July 2016 to July 2018
at a fifteen minute frequency.

Reference: Zhou, et al. Informer: Beyond Efficient Transformer for Long
Sequence Time-Series Forecasting. AAAI 2021.
[https://arxiv.org/abs/2012.07436\\](https://arxiv.org/abs/2012.07436\\)\*

***

<a href="https://github.com/Nixtla/datasetsforecast/blob/main/datasetsforecast/long_horizon2.py#L52" target="_blank" style={{ float: "right", fontSize: "smaller" }}>source</a>

### ETTm1

> ```text theme={null}
>  ETTm1 (freq:str='15T', name:str='ETTm1', n_ts:int=7, n_time:int=57600,
>         test_size:int=11520, val_size:int=11520, horizons:Tuple[int]=(96,
>         192, 336, 720))
> ```

*The ETTm1 dataset monitors an electricity transformer from a region of
a province of China including oil temperature and variants of load (such
as high useful load and high useless load) from July 2016 to July 2018
at a fifteen minute frequency.*

***

<a href="https://github.com/Nixtla/datasetsforecast/blob/main/datasetsforecast/long_horizon2.py#L36" target="_blank" style={{ float: "right", fontSize: "smaller" }}>source</a>

### ETTh2

> ```text theme={null}
>  ETTh2 (freq:str='H', name:str='ETTh2', n_ts:int=7, n_time:int=14400,
>         test_size:int=2880, val_size:int=2880, horizons:Tuple[int]=(96,
>         192, 336, 720))
> ```

*The ETTh2 dataset monitors an electricity transformer from a region of
a province of China including oil temperature and variants of load (such
as high useful load and high useless load) from July 2016 to July 2018
at an hourly frequency.*

***

<a href="https://github.com/Nixtla/datasetsforecast/blob/main/datasetsforecast/long_horizon2.py#L20" target="_blank" style={{ float: "right", fontSize: "smaller" }}>source</a>

### ETTh1

> ```text theme={null}
>  ETTh1 (freq:str='H', name:str='ETTh1', n_ts:int=7, n_time:int=14400,
>         test_size:int=2880, val_size:int=2880, horizons:Tuple[int]=(96,
>         192, 336, 720))
> ```

*The ETTh1 dataset monitors an electricity transformer from a region of
a province of China including oil temperature and variants of load (such
as high useful load and high useless load) from July 2016 to July 2018
at an hourly frequency.*

***

<a href="https://github.com/Nixtla/datasetsforecast/blob/main/datasetsforecast/long_horizon2.py#L163" target="_blank" style={{ float: "right", fontSize: "smaller" }}>source</a>

### LongHorizon2

> ```text theme={null}
>  LongHorizon2 (source_url:str='https://www.dropbox.com/s/rlc1qmprpvuqrsv/a
>                ll_six_datasets.zip?dl=1')
> ```

\*This Long-Horizon datasets wrapper class, provides with utility to
download and wrangle the following datasets:\
ETT, ECL, Exchange, Traffic, ILI and Weather.

* Each set is normalized with the train data mean and standard
  deviation.
* Datasets are partitioned into train, validation and test splits.
* For all datasets: 70%, 10%, and 20% of observations are train,
  validation, test, except ETT that uses 20% validation.\*
