SantaFe.A: Time series A of the Santa Fe Time Series Competition

In RebeccaSalles/TSPred: Functions for Benchmarking Time Series Prediction

Description

A univariate time series derived from laser-generated data recorded from a Far-Infrared-Laser in a chaotic state.

Usage

SantaFe.A

Format

A data frame with 1000 observations on the following variable.

V1

a numeric vector containing the observations of the univariate time series A of the Santa Fe Time Series Competition.

Details

The main benchmark of the Santa Fe Time Series Competition, time series A, is composed of a clean low-dimensional nonlinear and stationary time series with 1,000 observations. Competitors were asked to correctly predict the next 100 observations (SantaFe.A.cont). The performance evaluation done by the Santa Fe Competition was based on the NMSE errors of prediction found by the competitors.

References

A.S. Weigend, 1993, Time Series Prediction: Forecasting The Future And Understanding The Past. Reading, MA, Westview Press.

See Also

SantaFe.A.cont, SantaFe.D, SantaFe.D.cont ~

Examples

data(SantaFe.A)
str(SantaFe.A)
plot(ts(SantaFe.A))

RebeccaSalles/TSPred documentation built on April 6, 2021, 2:44 a.m.