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Synthetic time series data

Source: R/data.R
synthetic_data.Rd

A tibble with ten synthetic univariate time series. The dataset is intended for examples, documentation, and tests in the echos package. It contains deterministic wave patterns as well as stochastic benchmark processes.

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

Usage

data(synthetic_data)

Format

An object of class tibble with 2,000 rows and 3 columns:

  • variable: Unique identifier of the synthetic time series as character.

  • index: Time index as integer.

  • value: Observed value as numeric.

Details

Each synthetic series contains 200 observations. The deterministic series provide examples of common nonlinear and periodic patterns, while the stochastic series provide simple autoregressive, moving-average, white-noise, and random-walk benchmark processes.

Examples

data(synthetic_data)
head(synthetic_data)
#> # A tibble: 6 × 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