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

In tspredit: Time Series Prediction with Integrated Tuning

Santa Fe Time Series Competition - Series D

Description

Univariate time series D from the Santa Fe Time Series Competition. Data Type: Simulated nonlinear time series. Category: Benchmark. Observations: 100,500. This benchmark dataset is composed of a four-dimensional nonlinear and non-stationary series. Competitors were asked to predict the last 500 observations, and performance was evaluated using NMSE.

Usage

data(SantaFe.D)

Format

A data frame with one column and 100,500 rows, containing numeric time series values.

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 D series and plot a subset
data(SantaFe.D)
# SantaFe.D <- loadfulldata(SantaFe.D)
series <- SantaFe.D$V1
ts.plot(series[1:2000], ylab = "Value", xlab = "Index", main = "Santa Fe D (first 2000)")

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