Time Series Analysis - Groups

Geometric Brownian Motion Synthetic Data

The dataset used in this paper is a collection of synthetic market data generated via a geometric Brownian motion.

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SPY Index Log-Returns

The dataset used in this paper is a collection of one-hourly log-returns rS associated to the SPY index from 2005-01-03 to 2020-12-31.

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Global Sea Level Pressure (SLP) dataset

Global Sea Level Pressure (SLP) dataset provided by NCEP/National Center for Atmospheric Research (NCAR) Reanalysis Project

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Dataset for Clustering-Enhanced Stochastic Gradient MCMC for Hidden Markov Mo...

The dataset used in the paper is a time series data with four latent states with transition matrix A and Gaussian emission densities.

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Appliances Energy dataset

The Appliances Energy dataset contains 18,604 samples, each of which has 25 features describing appliances energy uses such as temperature and pressure in houses. The goal is to...

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Air Quality dataset

The Air Quality dataset contains 38,563 time-series samples. Each sample has 5 features including hourly response from an array of 5 metal oxide chemical sensors embedded in a...

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Room Occupancy Estimation dataset

The Room Occupancy Estimation dataset contains 10,130 time-series samples with the four classes {0, 1, 2, 3}. Each sample has 14 features extracted from environmental sensors...

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COVID-19 dataset

The dataset used in the paper is COVID-19 case data, state restriction policy, population and density, population with higher risk, age structure data, race structure data, and...

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Synthetic Dataset for T-Phenotype Evaluation

A synthetic dataset for evaluating the performance of T-Phenotype.

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Sparse spatial autoregressions

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Financial dataset

Real-world financial dataset used in experiments, sourced from reputable financial databases and APIs like Yahoo Finance and Alpaca News API.

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UCI HAR dataset

The dataset used in this study is the UCI HAR dataset, a collection of acceleration and velocity data from a smartphone's gyroscope.

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Martian time-series unraveled: A multi-scale nested approach with factorial v...

Unsupervised source separation involves unraveling an unknown set of source signals recorded through a mixing operator, with limited prior knowledge about the sources, and only...

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PhysioNet Sepsis

The PhysioNet Sepsis dataset includes 40,335 ICU patient cases and 34 time-dependent variables, aiming to classify each case according to the sepsis-3 criteria.

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PhysioNet Mortality

The PhysioNet Mortality dataset contains multivariate time series data from 37 variables of Intensive Care Unit (ICU) records, with irregular measurements taken within the first...

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Harmonic Oscillator, Dufﬁng System, Van der Pol Oscillator, Lorenz-63 System

The dataset used in this paper is a collection of time series data from various dynamical systems, including the harmonic oscillator, Dufﬁng system, Van der Pol oscillator, and...