Dozens of time series used in the BATS software and
Bayesian time series analysis and forecasting books
are available at the BATS ftp site
EEG (electroencephalogram) recordings.
Here is a long series of 3600 EEG recordings from a long
EEG trace recorded in the ECT Lab at Duke, on a patient undergoing ECT therapy for clinical depression.
Here is a short segment of only 400 observations from the
central section of the EEG series.
The data are fluctuations in electrical potential at a point on the patient's scalp during seizure,
one of several "channels" of recordings. They are measured in
microvolts and represent measurments taken at time intervals of roughly one fortieth of a second.
Southern oscillation index
Monthly values of the The Southern Oscillation Index (SOI) of interest in
connection with warming trends and "El Nino" cyles in cimate.
Darwin sea level pressures
Monthly values of the Darwin SLP series, from 1882 to 1998. This series is a key indicator
of climatological patterns and has been used in a range of studies related to El Nino and the SOI.
There is also a
smoothed/interpolated version
that has been used in some studies.
Oxygen isotope levels
Measures of relative abundance of oxygen-18 to oxygen-16 over a period of about 2.5million years,
of interest in studies of climate patterns and climatic change, and the effects of the orbital
dynamics of the Earth
S. Carinae star data -- 1189
10-day mean light intensity recordings on this variable star, as analyzed and referenced
in Huerta and West's
paper published in J. Time Series Anal., , 20:401-406, 1999
US industrial production indices
US Indices of Industrial Production: 1947-1993 (Monthly) from the
Federal Reserve Statistical Release G.17. The data set includes indices of production categorised
as Industrial Production (total), All Manufacturing, Manufacturing/Durable,
Manufacturing/Nondurable, Mining, Utilities, Products, Materials.
Exchange rates
Changes in the daily spot exchange rate of the US dollar to the British pound over a period
of 1000 days ending on 8/9/96.
Here
is a much larger exchange rate data set. Daily spot prices and corresponding returns for several years.
GDP time series
Annual per capita GDP time series for several countries. One interest lies in studying the
"periodic" behaviour of such series in connection with understanding business cycles.
Another lies in forecasting turning points. Another lies in comparisons of characteristics
of the series across national economies.
