SantaFe.A: Santa Fe Time Series Competition - Series A

In tspredit: Time Series Prediction with Integrated Tuning

Santa Fe Time Series Competition - Series A

Description

Univariate time series A from the Santa Fe Time Series Competition. Data Type: Laser-generated nonlinear time series. Category: Benchmark. Observations: 1,100. This benchmark dataset consists of a low-dimensional nonlinear and stationary series recorded from a Far-Infrared-Laser in a chaotic regime. Competitors were asked to predict the last 100 observations, and performance was evaluated using NMSE.

Usage

data(SantaFe.A)

Format

A data frame with one column and 1,100 rows, containing numeric time series values.

Details

Series A is a classic nonlinear laser dataset used to assess forecasting methods under chaotic dynamics.

Source

Santa Fe Time Series Competition dataset (original archive URL unavailable).

References

Weigend, A.S. (1993). Time Series Prediction: Forecasting the Future and Understanding the Past. Reading, MA: Westview Press.

Examples

# Load Santa Fe A series and plot
data(SantaFe.A)
# SantaFe.A <- loadfulldata(SantaFe.A)
series <- SantaFe.A$V1
ts.plot(series, ylab = "Value", xlab = "Index", main = "Santa Fe A")

tspredit documentation built on Feb. 11, 2026, 9:08 a.m.