ABML series

The 'ABML series' is a dataset that contains U.K. gross value added (GVA) data, used to evaluate forecasting methods for locally stationary time series, particularly in the context of increased variance due to inflation and sudden shocks like the COVID pandemic.

Papers using ABML series (1)

Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic2023