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).


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.

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