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Гусеница - анализ и прогноз временных рядов

 

Данные для примеров

AIRLINES

%PASSENGER DATA
#INTERNATIONAL AIRLINE PASSENGERS 
#Thousands, MONTHLY TOTALS, time series length=144.
#Column 1: (PASS) - number of passengers
#Column 2: (LOGPASS) -  number of passengers (natural log)
#*O.D.Anderson, Time Series Analysis and Forecasting:
#*the Box-Jenkins Approach, 1976, Butterworth.
#*G.E.P.Box and G.M.Jenkins, The Time Series Analysis:
#*Forecasting and Control, 1976, Holden-Day
...
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WARVIET

%FATAL CASUALTIES in VIETNAM WAR
#by months, 1966-1971 years.
#
#US - USA
#SV - Sourth Vietnam
#
#*M.F.Janowitz, B.Schweizer  Ordinal and Percentile Clusterimg,
#*Mathematical Social Sciences 18 (1989) 135-186, Table 10 p.177
#*(with reference to J.A.Hartigan, Clustering Algorithms , Wiley, N-Y, 1975,
#*p.138).
...
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MODEL

% Model examples, time series length=1000
#    Series "1" - lin. trend + sine (period=2.5)
#    Series "2" - lin. trend + sine (period=5.3)
#    Series "3" - lin. trend + sine (period=10)
#    Series "4" - sine (period=17) + 0.5 * sine (period=10)
#    Series "5" - sine (period=17) + 0.5 * sine (period=10) + white noise (variance=0.25)
#    Series "6" - Laplace noise (parameter=1)
#    Series "7" - white noise (parameter=1)
#    Series "8" - uniform noise (parameter=1)
...
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WINE

%Wine sales
#Australia, monthly
#Jan 1980-Jun 1994
#Fort - Fortified (th. of litres)
#DryW - Dry Wine  (th. of litres)
#SwW - Sweet Wine  (th. of litres)
#Red - Red Wine  (th. of litres)
#Rose - Rose Wine  (th. of litres)
#Spark - Sparkling  (th. of litres)
#Total - Total Wine sales by wine makers in bottles <= 1L.
#*ABS (Australian Bureau of Statistics)
...
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