C.1 Randindex Given the labels as a clustering ground truth, Randindex (RI) measures the clustering accuracy betweengroundtruthandpredictedclusters,definedas RI= a+b

Thetargetvalue of macroscopic time series for each dataset is given asxi,t, wherexi is thei-th testing sample of macroscopic time series andt [0,30) is the lead time after the forecast start point. Misuse of microscopic data could possibly lead toprivacyissues.