Welcome to the Monash, UEA & UCR
Time Series Extrinsic Regression Repository

monash uea ucr

This website aims to support research into Time Series Extrinsic Regression. Please reference the website as: Chang Wei Tan, Christoph Bergmeir, Francois Petitjean, Daniel Schmidt, Geoffrey I. Webb, Anthony Bagnall, & Eamonn Keogh (2020). The Monash, UEA & UCR Time Series Extrinsic Regression Archive. URL http://timeseriesregression.org/.

We recommend you to read the paper for a detailed discussion of the datasets and their sources.

Datasets

The following table shows a list of time series extrinsic regression datasets. You can download the entire spreadsheet displayed below here and the whole dataset here (about 600 MB). The datasets are available in sktime .ts format. An example of loading the data can be found in our github repository.

The results page shows some baseline on these data using typical regressors.

ID Type Dataset Train Size Test Size Length Dimension Missing Values Donor/Source
1 Energy Monitoring AppliancesEnergy 96 42 144 24 No Luis Candanedo (UCI Repository)
2 Energy Monitoring HouseholdPowerConsumption1 746 694 1440 5 Yes Georges Hebrail & Alice Berard (UCI Repository)
3 Energy Monitoring HouseholdPowerConsumption2 746 694 1440 5 Yes Georges Hebrail & Alice Berard (UCI Repository)
4 Environment Monitoring BenzeneConcentration 3433 5445 240 8 Yes Saverio De Vito (UCI Repository)
5 Environment Monitoring BeijingPM25Quality 12432 5100 24 9 Yes Song Xi Chen (UCI Repository)
6 Environment Monitoring BeijingPM10Quality 12432 5100 24 9 Yes Song Xi Chen (UCI Repository)
7 Environment Monitoring LiveFuelMoistureContent 3493 1510 365 7 No LiuJun Zhu
8 Environment Monitoring FloodModeling1 471 202 266 1 No Jihane Elyahyioui
9 Environment Monitoring FloodModeling2 389 167 266 1 No Jihane Elyahyioui
10 Environment Monitoring FloodModeling3 429 184 266 1 No Jihane Elyahyioui
11 Environment Monitoring AustraliaRainfall 112186 48081 24 3 No Bureau of Meteorology Australia
12 Health Monitoring PPGDalia 43215 21482 256-512* 4 No Attila Reiss, Ina Indlekofer & Philip Schmidt (UCI Repository)
13 Health Monitoring IEEEPPG 1768 1328 1000 5 No Zhilin Zhang (IEEE Signal Processing Cup 2015)
14 Health Monitoring BIDMCRR 5471 2399 4000 2 No Peter Charlton & Marco Pimentel (PhysioNet)
15 Health Monitoring BIDMCHR 5550 2399 4000 2 No Peter Charlton & Marco Pimentel (PhysioNet)
16 Health Monitoring BIDMCSpO2 5550 2399 4000 2 No Peter Charlton & Marco Pimentel (PhysioNet)
17 Sentiment Analysis NewsHeadlineSentiment 58213 24951 144 3 No Nuno Moniz & Luís Torgo (UCI Repository)
18 Sentiment Analysis NewsTitleSentiment 58213 24951 144 3 No Nuno Moniz & Luís Torgo (UCI Repository)
19 Forecasting Covid3Month 140 61 84 1 No covid19.who.int

* These datasets have equal length series but differs between dimensions.

Results

cd
Critical difference diagram for 13 algorithms. Solid bar means that there is no significant difference in rank. Tests are performed with the two-tailed Nemenyi test.

Publications

Working papers

  1. C. Tan, C. Bergmeir, F. Petitjean, and G. Webb, "Monash University, UEA, UCR Time Series Extrinsic Regression Archive"
  2. C. Tan, C. Bergmeir, F. Petitjean, and G. Webb, "Time Series Extrinsic Regression"

About Us

We are a group of time series researchers from Monash University, University of East Anglia and University of California Riverside:

changwei tony christoph daniel eamonn francois geoff