The resistance spot welding (RSW) welding gun fault prediction benchmark data set has 72 multivariate time series in the training set and 8 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). We retain the missing value and the outliers of the welding gun time series for the potential of imputation research in the future. This data set supports an academic paper named 'benchmark study for welding gun fault prediction'. We only give the demo time series because the paper is still under review. The complete data set will be open at https://sandbox.zenodo.org/deposit/1094754 when the paper is published.