The Mackey-Glass chaotic time series is defined by the following delayed differential equation:
dx(t) / dt = (a * x(t - tau) / (1 + x(t - tau) ^ 10)) - b * x(t)
For this dataset, we generated 1000 samples, with input parameters as follows:
The dataset is embedded in the following way:
input variables: x(t - 18), x(t - 12), x(t - 6), x(t)
output variable: x(t + 6)
Gas Furnance dataset
The Gas Furnance dataset is taken from Box and Jenkins. It consists of 292 consecutive values of methane at time (t - 4), and the CO2 produced in a furnance at time (t - 1) as input variables, with the produced CO2 at time (t) as an output variable. So, each training data point consists of [u(t - 4), y(t - 1), y(t)], where u is methane and y is CO2.
Breiman, L., "Bagging Predictors," Machine Learning, 24(3), 123 - 140, Kluwer Academic Publishres (1996).
Box, G. E. P., & Jenkins, G. M. "Time Series Analysis, forecasting and control, San Fransisco, CA: Holden Day (1970).
Mackey, M., & Glass, L., "Oscillation and chaos in physiological control systems, " Science, vol. 197, pp. 287 - 289 (1977).