frbsData {frbs} | R Documentation |
Data set of the package
Description
The package includes embedded versions of the Mackey-Glass chaotic time series and the Gas Furnance dataset.
Details
Mackey-Glass chaotic time series
The Mackey-Glass chaotic time series is defined by the following delayed differential equation:
For this dataset, we generated 1000 samples, with input parameters as follows:
The dataset is embedded in the following way:
input variables: ,
,
,
output variable:
Gas Furnance dataset
The Gas Furnance dataset is taken from Box and Jenkins. It consists of 292 consecutive
values of methane at time , and the CO2 produced in a furnance at time
as input
variables, with the produced CO2 at time
as an output variable. So, each training data
point consists of
, where
is methane and
is CO2.
References
G. E. P. Box and G. M. Jenkins, "Time series analysis, forecasting and control", San Fransisco, CA: Holden Day (1970).
M. Mackey and L. Glass, "Oscillation and chaos in physiological control systems", Science, vol. 197, pp. 287 - 289 (1977).