Data set of the package
The package includes embedded versions of the Mackey-Glass chaotic time series and the Gas Furnance dataset.
Mackey-Glass chaotic time series
The Mackey-Glass chaotic time series is defined by the following delayed differential equation:
d_x(t) / d_t = (a * x(t - τ) / (1 + x(t - τ) ^ 10)) - b * x(t)
For this dataset, we generated 1000 samples, with input parameters as follows:
a = 0.2
b = 0.1
τ = 17
x_0 = 1.2
d_t = 1
The dataset is embedded in the following way:
input variables: x(t - 18), x(t - 12), x(t - 6), x(t)
output variable: x(t + 6)
Gas Furnance dataset
The Gas Furnance dataset is taken from Box and Jenkins. It consists of 292 consecutive values of methane at time (t - 4), and the CO2 produced in a furnance at time (t - 1) as input variables, with the produced CO2 at time (t) as an output variable. So, each training data point consists of [u(t - 4), y(t - 1), y(t)], where u is methane and y is CO2.
G. E. P. Box and G. M. Jenkins, "Time series analysis, forecasting and control", San Fransisco, CA: Holden Day (1970).
M. Mackey and L. Glass, "Oscillation and chaos in physiological control systems", Science, vol. 197, pp. 287 - 289 (1977).