R/CATS.r

In TSPred: Functions for Benchmarking Time Series Prediction

#' Time series of the CATS Competition
#' 
#' A univariate artificial time series presenting 5 non-consecutive blocks of
#' 20 unknown points.
#' 
#' The CATS Competition presented an artificial time series with 5,000 points,
#' among which 100 are unknown. The competition proposed that the competitors
#' predicted the 100 unknown values from the given time series, which are
#' grouped into five non-consecutive blocks of 20 successive values
#' (\code{\link{CATS.cont}}). The unknown points of the series are the
#' 981-1000, 1981-2000, 2981-3000, 3981-4000 and 4981-5000. The performance
#' evaluation done by the CATS Competition was based on the MSEs computed on
#' the 100 unknown values (E1) and on the 80 first unknown values (E2). The E2
#' error was considered relevant because some of the proposed methods used
#' interpolation techniques, which cannot be applied in the case of the fifth
#' set of unknown points.
#' 
#' @name CATS
#' @docType data
#' @format A data frame with 980 observations on the following 5 variables.
#' \describe{ \item{V1}{a numeric vector containing the known points
#' 1-980 of the CATS time series.} \item{V2}{a numeric vector
#' containing the known points 1001-1980 of the CATS time series.}
#' \item{V3}{a numeric vector containing the known points 2001-2980 of
#' the CATS time series.} \item{V4}{a numeric vector containing the
#' known points 3001-3980 of the CATS time series.} \item{V5}{a numeric
#' vector containing the known points 4001-4980 of the CATS time series.} }
#' @seealso \code{\link{CATS.cont}}
#' @references A. Lendasse, E. Oja, O. Simula, M. Verleysen, and others, 2004,
#' Time Series Prediction Competition: The CATS Benchmark, In:
#' IJCNN'2004-International Joint Conference on Neural Networks
#' 
#' A. Lendasse, E. Oja, O. Simula, and M. Verleysen, 2007, Time series
#' prediction competition: The CATS benchmark, Neurocomputing, v. 70, n. 13-15
#' (Aug.), p. 2325-2329.
#' @keywords datasets CATS Time Series Competition
#' @examples
#' 
#' data(CATS)
#' str(CATS)
#' plot(ts(CATS["V5"]))
#' 
"CATS"
#> [1] "CATS"