toydataset: A dataset composed of simulated time series with regime...

In fchamroukhi/mixHMMR: Mixture of Hidden Markov Model Regression ('mixHMMR') for Simultaneous Curve Clustering and Segmentation

Description

A dataset composed of 30 simulated time series with regime changes.

Usage

toydataset

Format

A data frame with 350 rows and 31 variables:

x

The covariate variable which is the time in that case.

y1

Times series with a wave form shape and for which a normally distributed random noise has been added.

y2

Same as y1.

y3

Same as y1.

y4

Same as y1.

y5

Same as y1.

y6

Same as y1.

y7

Same as y1.

y8

Same as y1.

y9

Same as y1.

y10

Same as y1.

y11

Time series generated as follows:

• First regime: 120 values of Normally distributed random numbers with mean 5 and variance 1.

• Second regime: 70 values of Normally distributed random numbers with mean 7 and variance 1.

• Third regime: 160 values of Normally distributed random numbers with mean 5 variance 1.

y12

Same as y11.

y13

Same as y11.

y14

Same as y11.

y15

Same as y11.

y16

Same as y11.

y17

Same as y11.

y18

Same as y11.

y19

Same as y11.

y20

Same as y11.

y21

Time series generated as follows:

• First regime: 80 values of Normally distributed random numbers with mean 7 variance 1.

• Second regime: 130 values of Normally distributed random numbers with mean 5 variance 1.

• Third regime: 140 values of Normally distributed random numbers with mean 4 variance 1.

y22

Same as y21.

y23

Same as y21.

y24

Same as y21.

y25

Same as y21.

y26

Same as y21.

y27

Same as y21.

y28

Same as y21.

y29

Same as y21.

y30

Same as y21.

fchamroukhi/mixHMMR documentation built on Aug. 8, 2019, 3:31 p.m.