| SantaFe.A {TSPred} | R Documentation |
Time series A of the Santa Fe Time Series Competition
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))