1

I am doing some time-series forecasts.

The datasets that I am working on have the attributes year, month, day and hour, however, in order to deal with seasonality and holiday effects, I am looking for datasets to complement with chronological variables such as week day, holiday, week number, month number,... for specific countries (Portugal and Spain).

I am wondering where may I be able to access this kind of data, ideally historical (but for future periods is a plus).

1

As I was seeing different problems regarding Holidays, I using two different approaches to build my own Holidays dataset, for the Iberian Peninsula.

The scripts are available on this repo, on GitHub.

In this one, I have added the holidays dates manually.

In this one, I am taking advantage of Facebook Prophet.

In the meantime, I have also found a library that seeks to help generating country, province and state specific sets of holidays on the fly, however there is still a lot of room for improvement.

| improve this answer | |

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.