The time series from the M4 time series forecasting competition

Description

A dataset containing the prices and other attributes of almost 54,000 diamonds.

Usage

M4

Format

M4 is a list (class M4data) of 10.000 objects (class M4ts) with the following structure:

id

The name of the time series

period

The period of the time series. Possible values are "YEARLY", "BIANNUALLY", "QUARTERLY", "MONTHLY", "WEEKLY" & "DAILY"

type

The type of time series. Possible values are "BUSINESS-INDUSTRY", "CLIMATE", "DEMOGRAPHICS", "ECONOMICS", "FINANCE", "INTERNET-TELECOM" &"INVENTORY"

H

The forecast horizon, i.e. the number of required forecasts after the last observation

n

The number of observations in the time series

past

A time series of length n (the past observations)

future

A time series of length H (the future observations)

Source

http://forecasters.org/resources/time-series-data/

Examples

M4
plot(M4[[1]])

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(M4comp)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/M4comp/M4.Rd_%03d_medium.png", width=480, height=480)
> ### Name: M4
> ### Title: The time series from the M4 time series forecasting competition
> ### Aliases: M4
> ### Keywords: datasets
> 
> ### ** Examples
> 
> M4
                   Period
Type                YEARLY BIANNUALLY QUARTERLY MONTHLY WEEKLY DAILY
  BUSINESS-INDUSTRY      6          0        28     980    486     0
  CLIMATE                0          0         0       0      0  1000
  DEMOGRAPHICS         999          0         0       1      0     0
  ECONOMICS            735         13       374     792     71    15
  FINANCE                0          0         0     477    776   747
  INTERNET-TELECOM     500          0         0       0    500     0
  INVENTORY              0          0         0    1500      0     0
> plot(M4[[1]])
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>