7. Toy time-series datasets

The datasets submodule provides an interface for loading various built-in toy time-series datasets, some of which are datasets commonly used for benchmarking time-series models or are pre-built in R.

All datasets share a common interface:

load_<some_dataset>(as_series=False)

Where as_series=True will return a Pandas Series object with the appropriate index.

7.1. Heartrate

The heart rate data records sample of heartrate data borrowed from an MIT database. The sample consists of 150 evenly spaced (0.5 seconds) heartrate measurements.

>>> load_heartrate(True).head()
0    84.2697
1    84.2697
2    84.0619
3    85.6542
4    87.2093
dtype: float64

7.2. Lynx

The Lynx dataset records the number of skins of predators (lynx) that were collected over many years by the Hudson’s Bay Company (1821 - 1934). It’s commonly used for time-series benchmarking (Brockwell and Davis - 1991) and is built into R. The dataset exhibits a clear 10-year cycle.

>>> load_lynx(True).head()
1821     269
1822     321
1823     585
1824     871
1825    1475
dtype: int64

7.3. Wineind

This time-series records total wine sales by Australian wine makers in bottles <= 1 litre between Jan 1980 – Aug 1994. This dataset is found in the R forecast package.

>>> load_wineind(True).head()
Jan 1980    15136
Feb 1980    16733
Mar 1980    20016
Apr 1980    17708
May 1980    18019
dtype: int64

7.4. Woolyrnq

A time-series that records the quarterly production (in tonnes) of woollen yarn in Australia between Mar 1965 and Sep 1994. This dataset is found in the R forecast package.

>>> load_woolyrnq(True).head()
Q1 1965    6172
Q2 1965    6709
Q3 1965    6633
Q4 1965    6660
Q1 1966    6786
dtype: int64