normal_switch_xts: Process Data under Normal Conditions

Description Usage Format Source

Description

Three-feature, three-state simulated process data under normal operating conditions as example data for different included functions.

Usage

1

Format

An xts data matrix with 10080 rows and four columns, corresponding to one week worth of data recorded at a 1-minute interval, and four columns as defined here:

where t is a 10080-entry vector of autocorrelated and non-stationary hidden process realizations. The states alternate each hour and are defined as follows:

See the vignette for more details.

Source

Simluated in R.


mvMonitoring documentation built on Nov. 17, 2017, 6:31 a.m.