Introduction
Kicked off at useR! 2024 in Salzburg, Austria the project works to make KOF Swiss Economic Institute’s proven data sourcing pipelines publicly available and reusable. We are working to make data and the processing framework available for researchers. In the future, the opentsi GitHub organization will host regularly updated time series data archives. The first public release is scheduled for the Swiss Statistics Meeting (Schweizer Statistiktage) at the end of August 2026.
What You Will Find Here?
Section titled “What You Will Find Here?”Versioned Time Series Data. Tooling to obtain and manage the retrieved data. A growing community of data contributors. Entrypoints from different perspectives to help you get started, e.g., with through our R and Python software packages.
Who Is the Open Time Series Initiative for?
Section titled “Who Is the Open Time Series Initiative for?”Open time series was created with the macroeconomic researcher in mind who intends to perform forecast evaluation exercises. In forecast evaluation, vintages (versioned time series) are invaluable to assess performance of different models. But the Open Time Series is not solely for forecasters - any researcher tracking revisions of daily, monthly, quarterly, semi-annual, annual or irregular time series of similar volume may find our open source software and data packages useful. The project provides data archives, makes handling time series revisions within analytics software more convenient and facilitates sharing of one’s own curated, regularly updated archives.
Beyond Scope
Section titled “Beyond Scope”While opentimeseries’ approach is great for budget-friendly, long-term versioning of time series from official statistics or macroeconomic research, it is not designed for high-frequency data such as intraday trading, sensor or IoT data.