R/data.R

In svcuonghvktqs/FORA: A package for time sereis forecast accuracy evaluation

#' Yearly M3-competition data
#'
#' The yearly time series from the M3 forecasting competition.
#'
#'
#' @format FORAYearSeries is a data frame of 645 yearly time series with the
#' following structure:
#' \describe{
#'   \item{series_id}{Time series identifier - aunique name that identifies a time series}
#'   \item{category}{The type of series.
#'             Possible values for M3 are "DEMOGRAPHIC", "FINANCE", "INDUSTRY",
#'             "MACRO", "MICRO", "OTHER".}
#'   \item{value}{The value observed}
#'   \item{timestamp}{Any representation of the period to which the observation relates.}
#' }
#' @author Sai Van Cuong, Andrey Davydenko, Maxim Shcherbakov
#' @seealso \code{\link{FORAQuartSeries}}, \code{\link{FORAMonthSeries}}
#' @references Makridakis and Hibon (2000) The M3-competition: results, conclusions and
#' implications. \emph{International Journal of Forecasting}, \bold{16},
#' 451-476.
#' @source
#' \url{http://forecasters.org/resources/time-series-data/m3-competition/}.
#'
#' @keywords datasets
#' @examples
#' FORAYearSeries
#' subset(FORAYearSeries, series_id == "Y1")
#'
#'
"FORAYearSeries"





#' Yearly M3-Competition forecasts
#'
#' The yearly forecasts of yearly time series from all the original participating methods in the M3
#' forecasting competition.
#'
#'
#' @format FORAYearForecast is a data frame of the result of all the original participating methods in the M3
#' forecasting competition with the following structure:
  #' \describe{
  #'   \item{series_id}{Time series identifier - aunique name that identifies a time series}
  #'   \item{category}{The type of series.
  #'             Possible values for M3 are "DEMOGRAPHIC", "FINANCE", "INDUSTRY",
  #'             "MACRO", "MICRO", "OTHER".}
  #'   \item{actual}{The value observed}
  #'   \item{method}{Method identifier - a unique name that identifies a method by which the forecasting result was calculated.}
  #'   \item{forecast}{Forecast from all the original participating methods in the M3
  #'                forecasting competition.}
  #'   \item{horizon}{Forecast horizon}
  #'   \item{timestamp}{Any representation of the period to which the observation relates.}
  #' }
  #' @author Sai Van Cuong, Andrey Davydenko, Maxim Shcherbakov
  #' @seealso \code{\link{FORAQuartForecast}}, \code{\link{FORAMonthForecast}}
  #' @references Makridakis and Hibon (2000) The M3-competition: results, conclusions and
#' implications. \emph{International Journal of Forecasting}, \bold{16},
#' 451-476.
#' @source
#' \url{http://forecasters.org/resources/time-series-data/m3-competition/}.
#'
#' @keywords datasets
#' @examples
#' FORAYearForecast
#' subset(FORAYearForecast, series_id == "Y1")
#'
#'
"FORAYearForecast"





#' Quarterly M3-competition data
#'
#' The quarterly time series from the M3 forecasting competition.
#'
#'
#' @format FORAQuartSeries is a data frame of 756 yearly time series with the
#' following structure:
#' \describe{
#'   \item{series_id}{Time series identifier - aunique name that identifies a time series}
#'   \item{category}{The type of series.
#'             Possible values for M3 are "DEMOGRAPHIC", "FINANCE", "INDUSTRY",
#'             "MACRO", "MICRO", "OTHER".}
#'   \item{value}{The value observed}
#'   \item{timestamp}{Any representation of the period to which the observation relates.}
#' }
#' @author Sai Van Cuong, Andrey Davydenko, Maxim Shcherbakov
#' @seealso \code{\link{FORAYearSeries}}, \code{\link{FORAMonthSeries}}
#' @references Makridakis and Hibon (2000) The M3-competition: results, conclusions and
#' implications. \emph{International Journal of Forecasting}, \bold{16},
#' 451-476.
#' @source
#' \url{http://forecasters.org/resources/time-series-data/m3-competition/}.
#'
#' @keywords datasets
#' @examples
#' FORAQuartSeries
#' subset(FORAQuartSeries, series_id == "Q1")
#'
#'
"FORAQuartSeries"





#' Quarterly M3-Competition forecasts
#'
#' The quarterly forecasts of quarterly time series from all the original participating methods in the M3
#' forecasting competition.
#'
#'
#' @format FORAQuartForecast is a data frame of the result of all the original participating methods in the M3
#' forecasting competition with the following structure:
#' \describe{
#'   \item{series_id}{Time series identifier - aunique name that identifies a time series}
#'   \item{category}{The type of series.
#'             Possible values for M3 are "DEMOGRAPHIC", "FINANCE", "INDUSTRY",
#'             "MACRO", "MICRO", "OTHER".}
#'   \item{actual}{The value observed}
#'   \item{method}{Method identifier - a unique name that identifies a method by which the forecasting result was calculated.}
#'   \item{forecast}{Forecast from all the original participating methods in the M3
#'                forecasting competition.}
#'   \item{horizon}{Forecast horizon}
#'   \item{timestamp}{Any representation of the period to which the observation relates.}
#' }
#' @author Sai Van Cuong, Andrey Davydenko, Maxim Shcherbakov
#' @seealso \code{\link{FORAYearForecast}}, \code{\link{FORAMonthForecast}}
#' @references Makridakis and Hibon (2000) The M3-competition: results, conclusions and
#' implications. \emph{International Journal of Forecasting}, \bold{16},
#' 451-476.
#' @source
#' \url{http://forecasters.org/resources/time-series-data/m3-competition/}.
#'
#' @keywords datasets
#' @examples
#' FORAQuartForecast
#' subset(FORAQuartForecast, series_id == "Q1")
#'
#'
"FORAQuartForecast"





#' Monthly M3-competition data
#'
#' The monthly time series from the M3 forecasting competition.
#'
#'
#' @format FORAMonthSeries is a data frame of 1428 monthly time series with the
#' following structure:
#' \describe{
#'   \item{series_id}{Time series identifier - aunique name that identifies a time series}
#'   \item{category}{The type of series.
#'             Possible values for M3 are "DEMOGRAPHIC", "FINANCE", "INDUSTRY",
#'             "MACRO", "MICRO", "OTHER".}
#'   \item{value}{The value observed}
#'   \item{timestamp}{Any representation of the period to which the observation relates.}
#' }
#' @author Sai Van Cuong, Andrey Davydenko, Maxim Shcherbakov
#' @seealso \code{\link{FORAQuartSeries}}, \code{\link{FORAYearSeries}}
#' @references Makridakis and Hibon (2000) The M3-competition: results, conclusions and
#' implications. \emph{International Journal of Forecasting}, \bold{16},
#' 451-476.
#' @source
#' \url{http://forecasters.org/resources/time-series-data/m3-competition/}.
#'
#' @keywords datasets
#' @examples
#' FORAMonthSeries
#' subset(FORAMonthSeries, series_id == "M1")
#'
#'
"FORAMonthSeries"





#' Monthly M3-Competition forecasts
#'
#' The monthly forecasts of yearly time series from all the original participating methods in the M3
#' forecasting competition.
#'
#'
#' @format FORAMonthForecast is a data frame of the result of all the original participating methods in the M3
#' forecasting competition with the following structure:
#' \describe{
#'   \item{series_id}{Time series identifier - aunique name that identifies a time series}
#'   \item{category}{The type of series.
#'             Possible values for M3 are "DEMOGRAPHIC", "FINANCE", "INDUSTRY",
#'             "MACRO", "MICRO", "OTHER".}
#'   \item{actual}{The value observed}
#'   \item{method}{Method identifier - a unique name that identifies a method by which the forecasting result was calculated.}
#'   \item{forecast}{Forecast from all the original participating methods in the M3
#'                forecasting competition.}
#'   \item{horizon}{Forecast horizon}
#'   \item{timestamp}{Any representation of the period to which the observation relates.}
#' }
#' @author Sai Van Cuong, Andrey Davydenko, Maxim Shcherbakov
#' @seealso \code{\link{FORAQuartForecast}}, \code{\link{FORAYearForecast}}
#' @references Makridakis and Hibon (2000) The M3-competition: results, conclusions and
#' implications. \emph{International Journal of Forecasting}, \bold{16},
#' 451-476.
#' @source
#' \url{http://forecasters.org/resources/time-series-data/m3-competition/}.
#'
#' @keywords datasets
#' @examples
#' FORAMonthForecast
#' subset(FORAMonthForecast, series_id == "M1")
#'
#'
"FORAMonthForecast"




#' Other M3-competition data
#'
#' The other time series from the M3 forecasting competition.
#'
#'
#' @format FORAOtherSeries is a data frame of 174 other time series with the
#' following structure:
#' \describe{
#'   \item{series_id}{Time series identifier - aunique name that identifies a time series}
#'   \item{category}{The type of series.
#'             Possible values for M3 are "DEMOGRAPHIC", "FINANCE", "INDUSTRY",
#'             "MACRO", "MICRO", "OTHER".}
#'   \item{value}{The value observed}
#'   \item{timestamp}{Any representation of the period to which the observation relates.}
#' }
#' @author Sai Van Cuong, Andrey Davydenko, Maxim Shcherbakov
#' @seealso \code{\link{FORAQuartSeries}}, \code{\link{FORAYearSeries}}, \code{\link{FORAMonthSeries}}
#' @references Makridakis and Hibon (2000) The M3-competition: results, conclusions and
#' implications. \emph{International Journal of Forecasting}, \bold{16},
#' 451-476.
#' @source
#' \url{http://forecasters.org/resources/time-series-data/m3-competition/}.
#'
#' @keywords datasets
#' @examples
#' FORAOtherSeries
#' subset(FORAOtherSeries, series_id == "O1")
#'
#'
"FORAOtherSeries"





#' Other M3-Competition forecasts
#'
#' The other forecasts of yearly time series from all the original participating methods in the M3
#' forecasting competition.
#'
#'
#' @format FORAOtherForecast is a data frame of the result of all the original participating methods in the M3
#' forecasting competition with the following structure:
#' \describe{
#'   \item{series_id}{Time series identifier - aunique name that identifies a time series}
#'   \item{category}{The type of series.
#'             Possible values for M3 are "DEMOGRAPHIC", "FINANCE", "INDUSTRY",
#'             "MACRO", "MICRO", "OTHER".}
#'   \item{actual}{The value observed}
#'   \item{method}{Method identifier - a unique name that identifies a method by which the forecasting result was calculated.}
#'   \item{forecast}{Forecast from all the original participating methods in the M3
#'                forecasting competition.}
#'   \item{horizon}{Forecast horizon}
#'   \item{timestamp}{Any representation of the period to which the observation relates.}
#' }
#' @author Sai Van Cuong, Andrey Davydenko, Maxim Shcherbakov
#' @seealso \code{\link{FORAQuartForecast}}, \code{\link{FORAYearForecast}},\code{\link{FORAMonthForecast}}
#' @references Makridakis and Hibon (2000) The M3-competition: results, conclusions and
#' implications. \emph{International Journal of Forecasting}, \bold{16},
#' 451-476.
#' @source
#' \url{http://forecasters.org/resources/time-series-data/m3-competition/}.
#'
#' @keywords datasets
#' @examples
#' FORAOtherForecast
#' subset(FORAOtherForecast, series_id == "O1")
#'
#'
"FORAOtherForecast"