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Exchange Rate Dataset
Part of the TS Arena benchmarking suite for time-series foundation models.
Description
Daily exchange rates of 8 countries (1990-2016)
Statistics
- Total samples: 7588
- Features: 8
- Train samples: 5311
- Validation samples: 759
- Test samples: 1518
- Frequency: 1 day
Preprocessing
- Standard normalization (zero mean, unit variance)
- Scaler fitted on training data only
- Train/Val/Test split: 70%/10%/20%
Usage
from datasets import load_dataset
# Load a specific split
train = load_dataset("ts-arena/exchange_rate", split="train")
val = load_dataset("ts-arena/exchange_rate", split="validation")
test = load_dataset("ts-arena/exchange_rate", split="test")
Source
License
MIT
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