SyntheticData2 {mlmts}

SyntheticData2

Description

Synthetic dataset containing 65 MTS generated from five different generating processes.

Usage

data(SyntheticData1)

Format

A list with two elements, which are:

data

A list with 65 MTS.

classes

A numeric vector indicating the corresponding classes associated with the elements in data.

Details

Each element in data is a matrix formed by 400 rows (series length) and 2 columns (dimensions). Series 1-15 were generated from a VAR(1) process and series 16-30 were generated from a VMA(1) process. Series 31-45 were generated from a QVAR(1) process and series 46-60 were generated from a different QVAR(1) process. Finally, series 61-65 were generated from a VAR(1) model different from the one associated with series 1-15. Note that series 61-65 can be seen as anomalous elements in the dataset.