SyntheticData3 {otsfeatures}

SyntheticData3

Description

Synthetic dataset containing 80 OTS generated from four different generating processes.

Usage

data(SyntheticData3)

Format

A list with two elements, which are:

data

A list with 80 OTS.

classes

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

Details

Each element in data is a 6-state OTS of length 600. Series 1-20, 21-40, 41-60 and 61-80 were generated from ordinal logit AR(1) processes with different coefficients (see Scenario 3 in López-Oriona et al. (2023)). Therefore, there are 4 different classes in the dataset.

References

López-Oriona Á, Weiß C, Vilar JA (2023). “Fuzzy clustering of ordinal time series based on two novel distances with financial applications.” Manuscript submitted for publication, 000-000.