SantaFe.A: Time series A of the Santa Fe Time Series Competition

Description Usage Format Details Source References See Also Examples

Description

A univariate time series derived from laser-generated data recorded from a Far-Infrared-Laser in a chaotic state.

Usage

1
data("SantaFe.A")

Format

A data frame with 1000 observations on the following variable.

V1

a numeric vector containing the observations of the univariate time series A of the Santa Fe Time Series Competition.

Details

The main benchmark of the Santa Fe Time Series Competition, time series A, is composed of a clean low-dimensional nonlinear and stationary time series with 1,000 observations. Competitors were asked to correctly predict the next 100 observations (SantaFe.A.cont). The performance evaluation done by the Santa Fe Competition was based on the NMSE errors of prediction found by the competitors.

Source

The Santa Fe Time Series Competition Data, URL: http://www.comp-engine.org/timeseries/time-series_data_source/source-151/.

References

A.S. Weigend, 1993, Time Series Prediction: Forecasting The Future And Understanding The Past. Reading, MA, Westview Press.

See Also

SantaFe.A.cont, SantaFe.D, SantaFe.D.cont

Examples

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Example output

'data.frame':	1000 obs. of  1 variable:
 $ V1: int  86 141 95 41 22 21 32 72 138 111 ...

TSPred documentation built on June 26, 2018, 5:04 p.m.