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M4comp (version 0.0.1)

M4: The time series from the M4 time series forecasting competition

Description

A dataset containing the prices and other attributes of almost 54,000 diamonds.

Usage

M4

Arguments

Format

M4 is a list (class M4data) of 10.000 objects (class M4ts) with the following structure:
id
The name of the time series
period
The period of the time series. Possible values are "YEARLY", "BIANNUALLY", "QUARTERLY", "MONTHLY", "WEEKLY" & "DAILY"
type
The type of time series. Possible values are "BUSINESS-INDUSTRY", "CLIMATE", "DEMOGRAPHICS", "ECONOMICS", "FINANCE", "INTERNET-TELECOM" &"INVENTORY"
H
The forecast horizon, i.e. the number of required forecasts after the last observation
n
The number of observations in the time series
past
A time series of length n (the past observations)
future
A time series of length H (the future observations)

Examples

Run this code
M4
plot(M4[[1]])

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