42,355 time series

The '42,355 time series' dataset contains a diverse collection of time series data used to evaluate the effectiveness of a pre-modeling diagnostic framework for horizon-specific forecastability assessment through the analysis of auto-mutual information and its relationship with forecast errors.

Papers using 42,355 time series (1)

An Information-Theoretic Diagnostic Analytics Framework for Mapping Past-Future Dependence in Horizon-Specific Forecastability2026