example.database3: Example synthetic database with series belonging to different...

In TSdist: Distance Measures for Time Series Data

Example synthetic database with series belonging to different classes.

Description

Example synthetic database with ARMA series belonging to 5 different classes.

Usage

data(example.database3);

Format

example.database3 a list conformed of the following two elements:

• data The 50 time series are stored in a numeric matrix, row-wise.

• classes A numerical vector of length 50 that takes values in {1,2,3,4,5}. Each element in the vector represents the class of one of the series.

Details

example.database3 is a database conformed of 50 series of length 100 obtained from 5 different classes. Each class is obtained from a different initializations of an ARMA(3,2) process of coefficients AR=(1,-0.24,0.1) and MA=(1,1.2).

Random noise is added to all the series by sampling values from a N(0,1.7) distribution. R is obtained from the following formula:

Finally, all the series in the database are shifted sh positions to the right or left, sh being a random integer value extracted from {-15,...,15} in each case.

Examples

data(example.database3);


##  The "data" element of the list contains the time series, set in a row-wise format.

plot(example.database3$data)[1,]

##  The "classes" element in example.database3 contains the classes of the series: 

example.database3$classes

TSdist documentation built on Aug. 31, 2022, 5:09 p.m.