Author: Alexander Häußer

# Datasets

#### Alexander Häußer

## 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

    library(echos)
    library(tidyverse)
    library(tsibble)

## M4 data

The dataset `m4_data` is a `tsibble` with six monthly time series from the M4 Forecasting Competition. The dataset 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

## 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