FinancialData

Dataset containing 50 financial MTS associated with
companies in the S&amp;P 500 index.

datasets

An implementation of several machine learning algorithms for
multivariate time series. The package includes functions allowing the
execution of clustering, classification or outlier detection methods,
among others. It also incorporates a collection of multivariate time
series datasets which can be used to analyse the performance of new
proposed algorithms. Some of these datasets are stored in GitHub data
packages 'ueadata1' to 'ueadata8'. To access these data packages, run
'install.packages(c('ueadata1', 'ueadata2', 'ueadata3', 'ueadata4', 'ueadata5', 'ueadata6', 'ueadata7', 'ueadata8'), repos='<https://anloor7.github.io/drat/>')'.
The installation takes a couple of minutes but we strongly encourage the
users to do it if they want to have available all datasets of mlmts.
Practitioners from a broad variety of fields could
benefit from the general framework provided by 'mlmts'.

Angel Lopez-Oriona

mlmts

Machine Learning Algorithms for Multivariate Time Series

Jose A. Vilar

FinancialData function

A <code>list</code> with two elements, which are:<dl>
<dt><code>data</code></dt>
<dd>A list with 50 MTS.</dd><dt><code>classes</code></dt>
<dd>A character vector indicating the abbreviations associated with the
series (companies) in <code>data</code>.</dd>
</dl>

Format

FinancialData — FinancialData

A <code>list</code> with two elements, which are:<dl>
<dt><code>data</code></dt>
<dd>A list with 50 MTS.</dd>

<dt><code>classes</code></dt>
<dd>A character vector indicating the abbreviations associated with the
series (companies) in <code>data</code>.</dd>


</dl>

FinancialData: FinancialData

Description

Usage

Arguments

Format

Details