M4: The time series from the M4 time series forecasting...

In M4comp: Data from the M4 Time Series Forecasting Competition

Description

A dataset containing the prices and other attributes of almost 54,000 diamonds.

Usage

M4

Format

M4 is a list (class M4data) of 10.000 objects (class M4ts) with the following structure:

id

The name of the time series

period

The period of the time series. Possible values are "YEARLY", "BIANNUALLY", "QUARTERLY", "MONTHLY", "WEEKLY" & "DAILY"

type

The type of time series. Possible values are "BUSINESS-INDUSTRY", "CLIMATE", "DEMOGRAPHICS", "ECONOMICS", "FINANCE", "INTERNET-TELECOM" &"INVENTORY"

H

The forecast horizon, i.e. the number of required forecasts after the last observation

n

The number of observations in the time series

past

A time series of length n (the past observations)

future

A time series of length H (the future observations)

Source

http://forecasters.org/resources/time-series-data/

Examples

M4
plot(M4[[1]])

Example output

                   Period
Type                YEARLY BIANNUALLY QUARTERLY MONTHLY WEEKLY DAILY
  BUSINESS-INDUSTRY      6          0        28     980    486     0
  CLIMATE                0          0         0       0      0  1000
  DEMOGRAPHICS         999          0         0       1      0     0
  ECONOMICS            735         13       374     792     71    15
  FINANCE                0          0         0     477    776   747
  INTERNET-TELECOM     500          0         0       0    500     0
  INVENTORY              0          0         0    1500      0     0

M4comp documentation built on May 29, 2017, 11:19 p.m.