R/data-multivtoydataset.R

In samurais: Statistical Models for the Unsupervised Segmentation of Time-Series ('SaMUraiS')

#' A simulated non-stationary multidimensional time series with regime changes.
#'
#' A simulated non-stationary multidimensional time series with five regimes (segments).
#' This time series is used for illustration.
#'
#' @format A data frame with 670 rows and 4 columns:
#' \describe{
#'   \item{x}{The covariate variable (the sampling time for time series).}
#'   \item{y1}{The first dimension of the time series. The latter has been
#'     generated as follows:
#'     \itemize{
#'       \item  First regime: 100 values of standard Normally distributed random numbers.
#'       \item Second regime: 120 values of Normally distributed random numbers
#'         with mean 7 and unit variance.
#'       \item Third regime: 200 values of Normally distributed random numbers
#'         with mean 4 and unit variance.
#'       \item Fourth regime: 100 values of Normally distributed random numbers
#'         with mean -1 and unit variance.
#'       \item Fifth regime: 150 values of Normally distributed random numbers
#'         with mean 3.5 and unit variance.
#'     }
#'   }
#'   \item{y2}{The second dimension of the time series. The latter has been
#'     generated as follows:
#'     \itemize{
#'       \item  First regime: 100 values of Normally distributed random numbers
#'         with mean 1 and unit variance.
#'       \item Second regime: 120 values of Normally distributed random numbers
#'         with mean 5 and unit variance.
#'       \item Third regime: 200 values of Normally distributed random numbers
#'         with mean 6 and unit variance.
#'       \item Fourth regime: 100 values of Normally distributed random numbers
#'         with mean -2 and unit variance.
#'       \item Fifth regime: 150 values of Normally distributed random numbers
#'        with mean 2 and unit variance.
#'     }
#'   }
#'   \item{y3}{The third dimension of the time series. The latter has been
#'     generated as follows:
#'     \itemize{
#'       \item  First regime: 100 values of Normally distributed random numbers
#'         with mean -2 and unit variance.
#'       \item Second regime: 120 values of Normally distributed random numbers
#'         with mean 10 and unit variance.
#'       \item Third regime: 200 values of Normally distributed random numbers
#'         with mean 8 and unit variance.
#'       \item Fourth regime: 100 values of Normally distributed random numbers and unit variance.
#'       \item Fifth regime: 150 values of Normally distributed random numbers
#'         with mean 5 and unit variance.
#'     }
#'   }
#' }
#'
"multivtoydataset"