Contestants were traditionally required to forecast 18 points into the future.
A review of typically refers to the dataset from the NN3 Forecasting Competition (2006–2007), a seminal event in neural networks and computational intelligence for time series forecasting. This file usually contains a collection of 111 monthly time series drawn from empirical business data. Dataset Overview nn3.zip
11 monthly time series used as a small-scale pilot. nn3.zip
The "masked" nature of the data (anonymized origin) ensures that models must rely on time series patterns rather than domain-specific knowledge. Practical Considerations nn3.zip
The historical data is typically provided in vertical columns of varying lengths.