multi.ts {robfilter}

Generated Multivariate Time Series

Description

This data matrix contains a 4-variate time series of length 500. It consists of two Blocks and two Doppler signals each overlaid by highly correlated bivariate Gaussian noise.

Usage

multi.ts

Format

A (500x4)-matrix containing a 4-variate time series of length 500.

Source

Data generated by means of the packages wmtsa and MASS.