FRED-MD

fred_md (TsFile format) 107 monthly time series showing a set of macro-economic indicators from the Federal Reserve Bank. This repository contains the full source .tsf series from the Monash Time Series Forecasting Repository converted to Apache TsFile format. Summary Source dataset: Monash-University/monash_tsf Origin

Papers using FRED-MD (3)

Macroeconomic Forecasting with Large Language Models2024 · 3 citesEnhanced Random Subspace Local Projections for High-Dimensional Time Series Analysis2026Forecast Linear Augmented Projection (FLAP): A free lunch to reduce forecast error variance2024