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Données ouvertes

Bibliothèque

Jeux de données ouverts, entièrement documentés — interrogeables ici, et lisibles par n’importe quel LLM.

Les titres et les descriptions proviennent des sources de données, en anglais.

124 jeux de données

momentum
  • Health Burden Signals (derived)

    Global health burden signals (obesity trends, PM2.5 exposure, anomalies)

    Annual ML-enriched population-health signals for ~190 territories, derived from WHO Global Health Observatory data: adult obesity prevalence by sex, the 5-year obesity trend, annual mean PM2.5 concentration and the PM2.5 exceedance multiple versus the WHO 15 µg/m³ guideline, with 30-period change volatility, 3-year momentum, 3-sigma anomaly flags versus a trailing 10-year baseline, naive-drift 1-year forecasts, and a per-year cross-country volatility rank. Raw data: World Health Organization (non-commercial). All rows carry ISO alpha-3 country_code and join cleanly with other health datasets.

    • obesity
    • air-pollution
    • pm25
    • public-health
    lignes
    40 397
    Qualité
    96
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit
  • Hugging Face trending models (agent-curated)

    Trending models on Hugging Face (weekly)

    Weekly popularity-velocity ranking of trending models on the Hugging Face Hub. Two sweeps of the official keyless Hub API (https://huggingface.co/api/models), one sorted by likes and one by downloads (top 2 pages each), are merged and deduped on model id. Each model carries its license tag normalized to a canonical id (informational, not legal advice), its pipeline tag normalized to a coarse modality (text, vision, audio, video, multimodal, other, unknown), and author/name parts. Popularity velocity is likes and downloads per day since model creation (age floored at 1 day); the trend_score is a documented 0-100 composite = 50% min-max-normalized likes/day + 50% min-max-normalized downloads/day, and trend_rank orders by trend_score descending (ties: likes desc, then model id). Columns: ISO week, fetch timestamp, model id / URL / author / name, pipeline tag, library name, modality, normalized license id, comma-joined tags, likes, downloads, creation timestamp, age in days, likes/day, downloads/day, trend score (0-100), trend rank. Primary key: (week, model_id). Cadence: weekly. Nullability: pipeline_tag, library_name and license_spdx may be empty when the author supplied none; likes, downloads, trend_score and trend_rank are never null. Caveats: likes/downloads are cumulative totals, so per-day rates are lifetime averages, not trailing-week gains; the rank therefore favors models with sustained momentum as well as fast risers; license_spdx comes from author-applied tags and may be missing or wrong — verify before use; popularity is not quality. Sample use: order by trend_rank for the week's hottest models, or filter modality = 'vision'.

    • machine-learning
    • huggingface
    • technology
    • signals
    lignes
    250
    Qualité
    100
    Mis à jour
    25 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • Hacker News (agent-curated signals)

    HN front-page momentum (daily)

    Daily momentum ranking of the Hacker News front page. The top 120 stories are read from the official keyless Hacker News API (https://github.com/HackerNews/API); each story is scored for engagement velocity (points per hour since posting) and discussion intensity (comments per point), with front-page rank, score, comment count, story type (story / show_hn / ask_hn), normalized link domain, the canonical HN discussion URL, and a deterministic rule-based topic tag (ai, devtools, infrastructure, security, web, data, science, hardware, mobile, business, programming, other). Primary key: (date, story_id). Cadence: daily; each snapshot reflects the front page at fetch time. Nullability: score and comments are never null (0 allowed); hn_url is never null. Note: the external article URL is intentionally not stored — numeric URL slugs trip the hub PII screen (SEC EDGAR precedent); the link domain plus the HN discussion URL identify every story. Sample use: order by momentum_rank for what is accelerating fastest, or filter primary_topic = 'ai'.

    • hacker-news
    • technology
    • signals
    • momentum
    lignes
    119
    Qualité
    93
    Mis à jour
    25 sept. 2026
    À jour
    Licence
    Licence incertaine
  • Household Balance Signals (derived)

    US household balance signals (savings buffer, debt-service strain, savings/dsr anomalies)

    Monthly/quarterly signals derived from BEA and Federal Reserve household-finances data (redistributed by FRED): 30-period annualized change volatility, ~3-month momentum, year-over-year change in percentage points, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the household savings buffer (saving rate minus debt service ratio — the net cash-buffer gauge). Covers the personal saving rate and the household debt service ratio. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying data: U.S. Bureau of Economic Analysis and Board of Governors of the Federal Reserve System.

    • households
    • saving-rate
    • debt-service
    • consumer-finance
    lignes
    896
    Qualité
    98
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • Housing Market Signals (derived)

    US housing market signals (Case-Shiller YoY momentum, starts/permits, anomalies, forecasts)

    Signals derived from FRED's US housing series: 30-period annualized volatility of changes, 3-month momentum, year-over-year percent change (the Case-Shiller boom/bust gauge), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the permits-to-starts pipeline ratio. Covers HOUST (monthly housing starts), PERMIT (monthly building permits), CSUSHPISA (S&P/Case-Shiller U.S. National Home Price Index), MORTGAGE30US (weekly 30-yr fixed mortgage rate) and HSN1F (monthly new one-family houses sold). All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED).

    • housing
    • real-estate
    • case-shiller
    • mortgage
    lignes
    5 744
    Qualité
    98
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • US Housing-Vacancy Signals (derived)

    US housing-vacancy signals (market tightness)

    Quarterly US housing-vacancy signals from the Census Bureau (FRED RRVRUSQ156N rental vacancy and RHVRUSQ156N homeowner vacancy, 1956-Q1 ->): 1-year momentum, year-on-year change, 4-quarter volatility, 3-sigma anomaly flags, naive-drift forecasts, 5-year z-scores, a tight-rental-market (<7%) flag, and an elevated-homeowner-vacancy (>=2.5%) flag. The tightness lens on US housing — the direct gauge of supply/demand balance — complementing housing-signals (construction, prices, mortgage rates). All rows normalized to country_code USA. Raw series: U.S. Census Bureau (Housing Vacancy Survey) via FRED.

    • housing
    • vacancy
    • rental
    • tightness
    lignes
    564
    Qualité
    96
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • IMF Commodity Price Index Signals (derived)

    Global commodity price index signals (IMF PCPS: energy/metals/food momentum, dislocation spreads, anomalies)

    Monthly/quarterly signals derived from the IMF Primary Commodity Price System indices (redistributed by FRED): 30-period annualized change volatility, ~3-month momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-index volatility rank, and the energy-vs-food YoY spread (the commodity dislocation gauge). Covers the global energy, metals and food price indices plus the all-commodities index. All rows are normalized to country_code WLD (global benchmarks) so they join cleanly with other world macro data. Underlying data: International Monetary Fund, Primary Commodity Price System.

    • commodities
    • energy
    • metals
    • food
    lignes
    1 383
    Qualité
    92
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Licence incertaine
  • IMF Fiscal-Balance Signals (derived)

    IMF fiscal-balance signals (government net lending/borrowing)

    Annual fiscal-balance signals from the IMF DataMapper (1980 -> latest WEO vintage, projections kept as published): general government net lending/borrowing as % of GDP for ~229 economies, with 10-year changes, OLS trend slopes, 3-sigma anomaly flags, 5-year extrapolation forecasts, 10-year balance z-scores and stance gauges: deficit, large-deficit and surplus flags, the fiscal impulse (1-year balance change) and a consolidation flag. The fiscal-flow lens — the balance companion to the debt stock in imf-global-debt-signals. Raw indicator: International Monetary Fund DataMapper.

    • fiscal
    • deficit
    • surplus
    • government
    lignes
    7 698
    Qualité
    91
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Licence incertaine
  • IMF Global Real-GDP-Growth Signals (derived)

    IMF global real-GDP-growth signals (growth cycle)

    Annual global real-GDP-growth signals from the IMF DataMapper (NGDP_RPCH, ~190 economies, 1980 -> latest WEO vintage, projections kept as published): growth acceleration, 5-year changes, OLS trend slopes, 3-sigma anomaly flags, 5-year extrapolation forecasts, 10-year growth z-scores, per-year growth ranks, recession (negative growth) and high-growth (>=6%) flags. The growth-cycle lens on the world economy — the ML-enriched companion to the raw imf real-gdp-growth series. Country codes validated via the shared normalization layer. Raw indicator: International Monetary Fund DataMapper.

    • gdp
    • growth
    • business-cycle
    • recession
    lignes
    9 289
    Qualité
    92
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Licence incertaine
  • US Inflation Expectations Signals (derived)

    US inflation expectations signals (Michigan 1y, anchoring gauges, anomalies)

    Value-added inflation-expectations signals derived from FRED's free University of Michigan Surveys of Consumers 1-year-ahead inflation expectation (monthly, 1978 -> present): the expectations companion to realized-inflation signals. Each row carries change volatility, 3-month momentum, 12-month change (pp), a trailing-1y expectations z-score, an above-Fed-target flag, a de-anchoring flag (12m average > 3%), 3-sigma anomaly flags and naive-drift 1-month forecasts. All computation is local pandas/numpy; no paid models or APIs.

    • inflation
    • expectations
    • consumer
    • monetary-policy
    lignes
    583
    Qualité
    100
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • Inflation Signals (derived)

    US inflation signals (CPI/PCE YoY momentum, core gaps, anomalies, forecasts)

    Signals derived from FRED's US inflation series: 30-period annualized volatility of monthly changes, 3-month momentum, year-over-year percent change (the headline inflation gauge), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, plus the core-vs-headline CPI gap and the core-PCE-vs-headline spread. Covers CPIAUCSL (headline CPI, seasonally adjusted), CPILFESL (core CPI), PCEPILFE (core PCE price index — the Fed's preferred gauge) and PPIACO (producer prices, all commodities). All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED).

    • inflation
    • cpi
    • pce
    • ppi
    lignes
    3 965
    Qualité
    97
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • Japan Macro Signals (derived)

    Japan macro signals (CPI, 10-year JGB yield, deflation gauges)

    Monthly Japan macro signals from OECD Main Economic Indicators (via FRED): headline CPI (JPNCPIALLMINMEI, 1955 ->) and the 10-year JGB yield (IRLTLT01JPM156N, 1989 ->), with 3-month momentum, year-on-year change, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, plus deflation / high-inflation flags, a 10-year-yield 5-year z-score and a negative-yield flag covering the NIRP and yield-curve-control years. The Japan lens on global macro — the deflation laboratory and Asia-Pacific rates anchor. Companion to us-treasury-yield-curve-signals (US) and imf-global-real-gdp-growth-signals (annual, global). All rows normalized to country_code JPN. Raw series: OECD Main Economic Indicators via FRED.

    • japan
    • cpi
    • inflation
    • deflation
    lignes
    1 250
    Qualité
    91
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Licence incertaine

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