TSdist (version 3.1)

example.database3: Example synthetic database with series belonging to different classes.

Description

Example synthetic database with ARMA series belonging to 5 different classes.

Usage

data(example.database3);

format

example.database3 a list conformed of the following two elements:

• data

{The 50 time series are stored in a numeric matrix, row-wise.} classes {A numerical vector of length 50 that takes values in {1,2,3,4,5}. Each element in the vector represents the class of one of the series.}

Details

example.database3 is a database conformed of 50 series of length 100 obtained from 5 different classes. Each class is obtained from a different initializations of an ARMA(3,2) process of coefficients AR=(1,-0.24,0.1) and MA=(1,1.2). Random noise is added to all the series by sampling values from a $N(0,1.7)$ distribution. R is obtained from the following formula: Finally, all the series in the database are shifted $sh$ positions to the right or left, $sh$ being a random integer value extracted from ${-15,...,15}$ in each case.

Examples

data(example.database3);


##  The "data" element of the list contains the time series, set in a row-wise format.

plot(example.database3$data)[1,]

##  The "classes" element in example.database3 contains the classes of the series: 

example.database3$classes