34 datasets found

Monthly data from the UK using the newly built database from Goulet Coulombe et al. (2021).

Quarterly US data based on McCracken and Ng (2020) and the popular FRED database from the Federal Reserve Bank of St-Louis.

Simulated data from five standard data generating processes (DGPs) to evaluate when SGTs and Booging outperform their counterparts relying on their traditionally associated...

The dataset used in this paper is a two-channel ECG signal, which is converted to trains of events using Lebesgue sampling.

The dataset used in this paper is a collection of time series, and the authors used it to test the uniqueness of optimal warping paths.

The Electric Power Consumption dataset is a time series dataset.

The dataset is used to test the proposed method for inferring representations of time series.

The MODIS 16-day composite NDVI products from 2001 to 2018 were used to test the proposed reconstruction method.

The dataset used in the paper SigFormer: Signature Transformers for Deep Hedging

Electricity, coal, gas, and fuel prices dataset for testing deep hedging strategies

Commodity prices dataset for testing state-of-the-art generative methods

A collection of multivariate time series with missing observations.

The dataset used in the paper is a time series dataset with autoregressive case where X i = Yi−1 or X i = (Yi−1,..., Yi−p).

The dataset is generated as random-walks on a graph with three nodes. At each time step, a signal is emitted as a random vector sampled from a 15-dimensional multivariate normal...

A multivariate time-series dataset that consists of hourly occupancy rates of lanes in San Francisco.

A multivariate time-series dataset that consists of temporal features and spatial features.

The UEA archive is a collection of multivariate time series datasets where classification is of importance.

The UCR archive is a collection of univariate time series datasets where classification is of importance.

The collection of the daily exchange rates of eight foreign countries including Australia, British, Canada, Switzerland, China, Japan, New Zealand and Singapore ranging from...

The electricity consumption in kWh was recorded every 15 minutes from 2012 to 2014, for n = 321 clients.