The Time Series Data Library (TSDL) was created by Rob Hyndman, Professor of Statistics at Monash University, Australia.
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
R
data-raw
data
docs
man
vignettes
.Rbuildignore
.gitignore
DESCRIPTION
LICENSE
NAMESPACE
NEWS.md
README.md
README.rmd
_pkgdown.yml
tsdl.Rproj

README.md

tsdl: Time Series Data Library

The Time Series Data Library (TSDL) was created by Rob Hyndman, Professor of Statistics at Monash University, Australia.

Installation

You can install the development version from Github

# install.packages("devtools")
devtools::install_github("FinYang/tsdl")

Usage

library(tsdl)
library(forecast)
tsdl
#> Time Series Data Library: 648 time series  
#> 
#>                        Frequency
#> Subject                 0.1 0.25   1   4   5   6  12  13  52 365 Total
#>   Agriculture             0    0  37   0   0   0   3   0   0   0    40
#>   Chemistry               0    0   8   0   0   0   0   0   0   0     8
#>   Computing               0    0   6   0   0   0   0   0   0   0     6
#>   Crime                   0    0   1   0   0   0   2   1   0   0     4
#>   Demography              1    0   9   2   0   0   3   0   0   2    17
#>   Ecology                 0    0  23   0   0   0   0   0   0   0    23
#>   Finance                 0    0  23   5   0   0  20   0   2   1    51
#>   Health                  0    0   8   0   0   0   6   0   1   0    15
#>   Hydrology               0    0  42   0   0   0  78   1   0   6   127
#>   Industry                0    0   9   0   0   0   2   0   1   0    12
#>   Labour market           0    0   3   4   0   0  17   0   0   0    24
#>   Macroeconomic           0    0  18  33   0   0   5   0   0   0    56
#>   Meteorology             0    0  18   0   0   0  17   0   0  12    47
#>   Microeconomic           0    0  27   1   0   0   7   0   1   0    36
#>   Miscellaneous           0    0   4   0   1   1   3   0   1   0    10
#>   Physics                 0    0  12   0   0   0   4   0   0   0    16
#>   Production              0    0   4  14   0   0  28   1   1   0    48
#>   Sales                   0    0  10   3   0   0  24   0   9   0    46
#>   Sport                   0    1   1   0   0   0   0   0   0   0     2
#>   Transport and tourism   0    0   1   1   0   0  12   0   0   0    14
#>   Tree-rings              0    0  34   0   0   0   1   0   0   0    35
#>   Utilities               0    0   2   1   0   0   8   0   0   0    11
#>   Total                   1    1 300  64   1   1 240   3  16  21   648
autoplot(tsdl[[1]])

subset(tsdl,"Sales")
#> Time Series Data Library: 46 Sales time series  
#> 
#>        Frequency
#> Subject  1  4 12 52 Total
#>   Sales 10  3 24  9    46

Sources

Rob Hyndman and Yangzhuoran Yang (2018). tsdl: Time Series Data Library. v0.1.0. https://pkg.yangzhuoranyang.com/tsdl/

License

This package is free and open source software, licensed under GPL-3