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

In RebeccaSalles/TSPred: Functions for Benchmarking Time Series Prediction

Description

A univariate computer-generated time series.

Usage

SantaFe.D

Format

A data frame with 100000 observations on the following variable.

V1

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

Details

One of the benchmarks of the Santa Fe Time Series Competition, time series D, is composed of a four-dimensional nonlinear time series with non-stationary properties and 100,000 observations. Competitors were asked to correctly predict the next 500 observations of this time series (SantaFe.D.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.D.cont, SantaFe.A, SantaFe.A.cont ~

Examples

data(SantaFe.D)
str(SantaFe.D)
plot(ts(SantaFe.D),xlim=c(1,2000))

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