Real Timeseries Dataset
A Real Timeseries Dataset is a timeseries dataset that is a real dataset.
- Example(s):
- Counter-Example(s):
- See: Sequential Data, Timeseries Analysis.
References
2016
- https://www.philadelphiafed.org/research-and-data/real-time-center/real-time-data
- QUOTE: The real-time data set consists of vintages, or snapshots, of time series of major macroeconomic variables. The data set may be used by macroeconomic researchers to verify empirical results, to analyze policy, or to forecast. New vintages are added shortly after the 15th day of the middle month of each quarter.
- FEDERAL RESERVE BANK OF PHILADELPHIA - Real GNP/GDP (ROUTPUT) http://www.philadelphiafed.org/research-and-data/real-time-center/real-time-data/data-files/routput
- QUOTE: Quarterly Vintages (Billions of real dollars, seasonally adjusted) The entire time-series history for each vintage (column) is available to the public at the vintage date shown in the column header. Vintages 1965:Q4 to present Excel spreadsheet.
2014
- http://kourentzes.com/forecasting/2014/10/30/exponential-smoothing-demo/
- QUOTE: ... users of exponential smoothing have often limited transparency in how the various smoothing parameters interact. I built this small demo to illustrate how the different smoothing parameters and exponential smoothing components interact. You can choose between some simulated and some real time series, as well as the option to add outliers or level shifts to the series, to explore what is the effect of different parameters in each case. The parameters can be setup either using their traditional form or the state space reformulation.