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.

datasets

multi.ts

A set of functions to filter time series based on concepts
        from robust statistics.

Matthias Borowski

robfilter

Robust Time Series Filters

multi.ts function

encoding

docType

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

format

Data generated by means of the packages <code>wmtsa</code> and <code>MASS</code>.

multi.ts: Generated Multivariate Time Series

Description

Usage

Arguments

encoding

docType

format

source