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data.yaml
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# Economic data from Eurostat base
PPI:
name: "Producer Price in Industry"
short_name: "PPI"
source : Eurostat
challenge:
- PPI
- PVI
model:
- DFM
- XGBOOST
- ETS
- REGARIMA
- LSTM
id: sts_inppd_m
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
indic_bt: PRIN
nace_r2: ["B-E36", "B05", "B06", "B07", "B08", "B09", "C10", "C11", "C12",
"C13", "C14", "C15", "C16", "C17", "C18", "C19", "C20", "C21", "C22", "C23",
"C24", "C25", "C26", "C27", "C28", "C29", "C30", "C31", "C32", "C33", "D35",
"E36","MIG_ING","MIG_NRG","MIG_COG","MIG_CAG"]
s_adj: NSA
unit: I15
freq: M
IPI:
name: "Industrial Production Index"
short_name: "IPI"
source : Eurostat
challenge:
- PPI
- PVI
model:
- DFM
- XGBOOST
- REGARIMA
- LSTM
id: sts_inpi_m
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
indic_bt: IMPR
cpa2_1: ["CPA_B05", "CPA_B06", "CPA_B07", "CPA_B08", "CPA_C10", "CPA_C11",
"CPA_C12", "CPA_C13", "CPA_C14", "CPA_C15", "CPA_C16", "CPA_C17", "CPA_C18",
"CPA_C19", "CPA_C20", "CPA_C21", "CPA_C22", "CPA_C23", "CPA_C24", "CPA_C25",
"CPA_C26", "CPA_C27", "CPA_C28", "CPA_C29", "CPA_C30", "CPA_C31", "CPA_C32",
"CPA_D35", "CPA_B-E36", "CPA_B-D", "CPA_MIG_ING", "CPA_MIG_CAG",
"CPA_MIG_NRG_X_E", "CPA_MIG_NRG"]
s_adj: NSA
unit: I15
freq: M
PSURVEY:
name: "Production surveys"
short_name: "PSURVEY"
source : Eurostat
challenge:
- PPI
- PVI
model:
- DFM
- XGBOOST
- REGARIMA
- LSTM
id: ei_bsin_m_r2
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
s_adj: SA
indic: ["BS-ICI", "BS-ISPE", "BS-IEME", "BS-IPT", "BS-IOB", "BS-ISFP",
"BS-IPE"]
unit: BAL
freq: M
CSURVEY:
name: "Consumer surveys"
short_name: "CSURVEY"
source : Eurostat
challenge:
- TOURISM
model:
- DFM
- REGARIMA
- XGBOOST
- LSTM
id: ei_bsco_m
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
s_adj: NSA
indic: ["BS-CSMCI","BS-SFSH","BS-MP-PR","BS-UE-NY","BS-FS-LY","BS-FS-NY"]
freq: M
HICP:
name: "Harmonised Index of Consumer Prices"
short_name: "HICP"
source : Eurostat
challenge:
- PPI
- PVI
- TOURISM
model:
- DFM
- XGBOOST
- LSTM
id: prc_hicp_midx
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
unit: I15
coicop: ["CP00", "CP01", "CP02", "CP03", "CP04", "CP05", "CP06", "CP07",
"CP08", "CP09", "CP10", "CP11", "CP12", "FOOD", "FUEL", "SERV"]
freq: M
PVI:
name: "Production Volume in Industry"
short_name: "PVI"
source : Eurostat
challenge:
- PPI
- PVI
model:
- DFM
- XGBOOST
- ETS
- LSTM
id: sts_inpr_m
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
indic_bt: PROD
nace_r2: ["B-D", "MIG_ING"]
s_adj: SCA
unit: I15
freq: M
TOURISM:
name: "Number of nights spent at tourist accommodation establishments"
short_name: "TOURISM"
source : Eurostat
challenge:
- TOURISM
model:
- DFM
- XGBOOST
- ETS
- LSTM
id: tour_occ_nim
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
c_resid: TOTAL
nace_r2: "I551-I553"
unit: NR
freq: M
# Financial data from Yahoo Finance
BRENT:
name: "Brent Crude Oil Price"
short_name: "BRENT"
source : Yahoo
challenge:
- PPI
- PVI
- TOURISM
model:
- DFM
- XGBOOST
- REGARIMA
- LSTM
id: "BZ=F"
EUR_USD:
name: "EUR to USD Exchange Rate"
short_name: "EUR_USD"
source : Yahoo
challenge:
- PPI
- PVI
- TOURISM
model:
- DFM
- XGBOOST
- REGARIMA
- LSTM
id: "EURUSD=X"
SP500:
name: "S&P 500 Index Stock Price"
short_name: "SP500"
source : Yahoo
challenge:
- PPI
- PVI
model:
- DFM
- XGBOOST
- LSTM
id: "^GSPC"
EUROSTOXX500:
name: "Euro stoxx 50 Index Stock Price"
short_name: "EUROSTOXX500"
source : Yahoo
challenge:
- PPI
- PVI
model:
- DFM
- XGBOOST
- LSTM
id: "^STOXX50E"
CAC40:
name: "CAC 40 Index Stock Price"
short_name: "CAC40"
source : Yahoo
challenge:
- PPI
- PVI
model:
- DFM
- XGBOOST
- LSTM
id: "^FCHI"
# Google Trends
GTRENDS_MANUFACTURING:
name: "Google Trends - Manufacturing"
short_name: "gtrends_manufacturing"
source : gtrends
challenge:
- PPI
- PVI
model:
- XGBOOST
- LSTM
- DFM
category: 49
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
GTRENDS_MATERIALS:
name: "Google Trends - Industrial Materials & Equipment"
short_name: "gtrends_materials"
source : gtrends
challenge:
- PPI
- PVI
model:
- XGBOOST
- LSTM
- DFM
category: 287
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
GTRENDS_FUEL_GAS:
name: "Google Trends - Fuel Economy & Gas Prices"
short_name: "gtrends_fuel_gas"
source : gtrends
challenge:
- PPI
- PVI
- TOURISM
model:
- XGBOOST
- LSTM
- DFM
category: 1268
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
GTRENDS_HOTELS:
name: "Google Trends - Hotels & Accommodations"
short_name: "gtrends_hotels"
source : gtrends
challenge:
- TOURISM
model:
- XGBOOST
- LSTM
- DFM
- REGARIMA
category: 179
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
GTRENDS_TRAVEL_AGENCIES:
name: "Google Trends - Travel Agencies & Services"
short_name: "gtrends_travel_agencies"
source : gtrends
challenge:
- TOURISM
model:
- XGBOOST
- LSTM
- DFM
- REGARIMA
category: 1010
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
GTRENDS_VACATIONS:
name: "Google Trends - Vacation Offers"
short_name: "gtrends_vacations"
source : gtrends
challenge:
- TOURISM
model:
- XGBOOST
- LSTM
- DFM
- REGARIMA
category: 1019
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
GTRENDS_SKI:
name: "Google Trends - Mountain & Ski Resorts"
short_name: "gtrends_ski"
source : gtrends
challenge:
- TOURISM
model:
- XGBOOST
- LSTM
- DFM
- REGARIMA
category: 1119
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
# Other data
ELEC_PRICES:
name: "Electricity prices"
short_name: "ELEC_PRICES"
source: ember-climate
challenge:
- PPI
- PVI
- TOURISM
model:
- XGBOOST
- LSTM
url: "https://ember-climate.org/app/uploads/2022/09/european_wholesale_electricity_price_data_daily-5.csv"
url-geo-code: "https://gist.githubusercontent.com/tadast/8827699/raw/f5cac3d42d16b78348610fc4ec301e9234f82821/countries_codes_and_coordinates.csv"
NB_WE:
name: "Number of week-end days"
short_name: "NB_WE"
source: Week-end
challenge:
- PVI
- TOURISM
model:
- XGBOOST
- LSTM
init_date: "2000-01-01"
TOLL_DE:
name: "Truck toll mileage index DE"
short_name: "toll"
source : Destatis
challenge:
- PVI
model:
- XGBOOST
- REGARIMA
- LSTM
- DFM
url: "https://www.destatis.de/DE/Themen/Branchen-Unternehmen/Industrie-Verarbeitendes-Gewerbe/Tabellen/Lkw-Maut-Fahrleistungsindex-Daten.xlsx?__blob=publicationFile"
WEEKLY_INDEX_AT:
name: "Weekly WIFO economic index"
short_name: "wwei"
source : Wifo
challenge:
- PVI
model:
- REGARIMA
url: "https://www.wifo.ac.at/wwadocs/konjunktur/W%C3%B6chentlicherWIFOWirtschaftsindex/WIFO-BusinessCycleAnalysis_WeeklyWIFOEconomicIndex.xlsx"