The resistance spot welding (RSW) welding gun fault prediction benchmark data set has 72 multivariate time series in the training set and 8 time series in the testing set. Each time series length 604800 sampled at 1 Hz with missing values and has 20 dimensions (c1-c19 and the error code). There are five classes of error codes: 'E01', 'E02', 'E03',' E04', and' 0'. '0 'means no error (in the proportion of 1:1:1:1 both the training set and the test set). We retain the missing value and the outliers of the welding gun time series for the potential of imputation research in the future.