normal_switch_xts: Process Data under Normal Conditions

Description Usage Format Source


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




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.


Simluated in R.

mvMonitoring documentation built on May 2, 2019, 7:22 a.m.