Synthetic time series made by the sum of a Deterministic and Stochastic influences

Published: 20-07-2019| Version 2 | DOI: 10.17632/k9thj7k9m5.2
Contributor:
Felipe Simões Lage Gomes Duarte

Description

Dataset used in the tests for the survey: "Decomposing Time Series into Deterministic and Stochastic Influences: a Survey". Each *.RData file contains the final time series and all deterministic and stochastic characteristics used to construct it. All information about how the data was created and how to read it can be find at https://github.com/felipelageduarte/Survey

Files

Steps to reproduce

All this data was created by an R script which can be found at https://github.com/felipelageduarte/Survey/blob/master/1_dataset.r . This data was given as an input to the algorithms and the results were collected and evaluated by different metrics as described in the document. All those codes was written in R and can be find at https://github.com/felipelageduarte/Survey . For better understanding of how to reproduce the results, all scripts were enumerated in the correct order leaving no doubt to one who wants to execute it.