example.series: Example series.

In TSdist: Distance Measures for Time Series Data

Example series.

Description

Example series saved as numeric vectors and as zoo objects.

Usage

data(example.series1);
data(example.series2);
data(example.series3);
data(example.series4);
data(zoo.series1);
data(zoo.series2);

Format

example.series1, example.series2, example.series3 and example.series4 are saved in numerical vectors.

zoo.series1 and zoo.series2 are saved as zoo objects with a given temporal index.

Details

example.series1 and example.series2 are generated based on the Two Patterns synthetic database introduced by Geurts (2002).

example.series3 and example.series4 are two ARMA(3,2) series of coefficients AR=(1, -0.24, 0.1) and MA=(1, 1.2) and length 100 and 120 respectively. They are generated from a pair of innovation vectors obtained randomly from a normal distribution of mean 0 and standard deviation 1, but by setting different random seeds.

zoo.series1 and zoo.series2 are copies of example.series1 and example.series2 but with a specific time index.

References

Geurts, P. (2002). Contributions to decision tree induction: bias/variance tradeoff and time series classification. University of Liege, Belgium.

Examples

data(example.series1);
data(example.series2);
data(example.series3);
data(example.series4);
data(zoo.series1);
data(zoo.series2);

## Plot series

plot(example.series1, type="l")
plot(example.series2, type="l")
plot(example.series3, type="l")
plot(example.series4, type="l")
plot(zoo.series1)
plot(zoo.series2)

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