ipeadata.d

<p>Daily economic time series from Ipea (Institute for Applied Economic Research, Brazil).
Data Type: Macroeconomic indicators. Category: Public data. Observations: 901 to 8,154 per series, 12 series.
This dataset contains the most requested time series provided by Ipea with daily frequency, including exchange rates, stock index, interest rates, imports and exports.
The series span from 1962 to September 2017. Missing values were removed using <code>na.omit</code>.
The last 30 observations are for test set.</p>

datasets

benchmark

economics

brazil

Time series prediction is a critical task in data analysis, requiring not only the selection of appropriate models, but also suitable data preprocessing and tuning strategies.
TSPredIT (Time Series Prediction with Integrated Tuning) is a framework that provides a seamless integration of data preprocessing, decomposition, model training, hyperparameter optimization, and evaluation.
Unlike other frameworks, TSPredIT emphasizes the co-optimization of both preprocessing and modeling steps, improving predictive performance.
It supports a variety of statistical and machine learning models, filtering techniques, outlier detection, data augmentation, and ensemble strategies.
More information is available in Salles et al. <doi:10.1007/978-3-662-68014-8_2>.

Eduardo Ogasawara

tspredit

Time Series Prediction with Integrated Tuning

Cristiane Gea

Diego Carvalho

Diogo Santos

Eduardo Bezerra

Esther Pacitti

Fabio Porto

Fernando Alexandrino

Rebecca Salles

Vitoria Birindiba

CEFET/RJ 

ipeadata.d function

<p>A data frame with up to 8,154 rows and 12 columns. Each column corresponds to a different univariate daily time series.</p>

Format

Ipea Daily Macroeconomic Dataset — ipeadata.d

Ipea Daily Macroeconomic Dataset

ipeadata.d: Ipea Daily Macroeconomic Dataset

Description

Usage

Arguments

Format

Details

References

Examples