R package for M4 Forecasting Competition

The M4 forecasting competition is well under-way, and a few of my PhD students have been working on submissions.

Pablo Montero-Manso, Carla Netto, and Thiyanga Talagala have made an R package containing all of the data (100,000 time series), which should make it substantially easier for other contestants to load the data into R in order to compute forecasts.

Grab the package from this github repository.

For more details about the M4 competition see this post or go to the M4 website.