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Datasets

Alexander Häußer

Source: vignettes/vignette_03_datasets.Rmd
vignette_03_datasets.Rmd

Introduction

This vignette gives you a quick tour of the time series datasets embedded in echos:

  • m4_data: Six monthly time series drawn from the well‑known M4 Forecasting Competition.
  • synthetic_data: Ten synthetic time series, useful for teaching, prototyping and testing.

Load packages

M4 data

The dataset m4_data is a tsibble with six monthly time series from the M4 Forecasting Competition. The datasets contains the following time series:

  • M21655 (Demographic), 1995 Jan - 2015 Mar
  • M21683 (Demographic), 2000 Jan - 2023 Apr
  • M2717 (Macro), 1996 Jan - 2016 Nov
  • M28597 (Industry), 1996 Jan - 2016 Dec
  • M42529 (Finance), 2001 Jan - 2009 Apr
  • M4813 (Macro), 1994 Apr - 2006 May
m4_data
#> # A tsibble: 1,152 x 4 [1M]
#> # Key:       series [6]
#>    series category       index value
#>    <chr>  <fct>          <mth> <dbl>
#>  1 M21655 Demographic 1995 Jan  4970
#>  2 M21655 Demographic 1995 Feb  5010
#>  3 M21655 Demographic 1995 Mrz  5060
#>  4 M21655 Demographic 1995 Apr  5010
#>  5 M21655 Demographic 1995 Mai  5610
#>  6 M21655 Demographic 1995 Jun  6040
#>  7 M21655 Demographic 1995 Jul  6450
#>  8 M21655 Demographic 1995 Aug  6370
#>  9 M21655 Demographic 1995 Sep  5190
#> 10 M21655 Demographic 1995 Okt  5250
#> # ℹ 1,142 more rows

M4 Dataset

Synthetic data

The dataset synthetic_data is a tibble with ten synthetic time series. The dataset contains the following time series:

  • Square Wave
  • Sawtooth Wave
  • Harmonic Wave
  • Harmonic Wave w/ Trend
  • Amplitude Modulated Wave
  • Frequency Modulated Wave
  • AR(1) Process
  • MA(2) Process
  • White Noise Process
  • Random Walk Process
synthetic_data
#> # A tibble: 2,000 × 3
#>    variable    index value
#>    <chr>       <int> <dbl>
#>  1 Square Wave     1     1
#>  2 Square Wave     2     1
#>  3 Square Wave     3     1
#>  4 Square Wave     4     1
#>  5 Square Wave     5     1
#>  6 Square Wave     6     1
#>  7 Square Wave     7     1
#>  8 Square Wave     8     1
#>  9 Square Wave     9     1
#> 10 Square Wave    10     1
#> # ℹ 1,990 more rows

Synthetic Dataset