Dynamical System Multivariate Time Series

The Dynamical System Multivariate Time Series (DSMTS) Dataset consists of commands, external stimuli, and telemetry readings of a simulated complex dynamical system under fully nominal conditions (no outliers or anomalies).

The DSMTS Dataset exhibits a set of desirable properties that make it very suitable for benchmarking Multivariate Time Series Forecasting especially for industrial processes of complex systems:

Multivariate (17 variables) including sensors reading and control signals. It simulates the operational behaviour of an arbitrary complex system including:

4 Deliberate Actuations / Control Commands sent by a simulated operator / controller, for instance, commands of an operator to turn ON/OFF some equipment.

3 Environmental Stimuli / External Forces acting on the system and affecting its behaviour, for instance, the wind affecting the orientation of a large ground antenna.

10 Telemetry Readings representing the observable states of the complex system by means of sensors, for instance, a position, a temperature, a pressure, a voltage, current, humidity, velocity, acceleration, etc.

5 million timestamps. Sensors readings are at 1Hz sampling frequency. 

Pure signal ideal for robustness-to-noise analysis. The simulated signals are provided without noise: while this may seem unrealistic at first, it is an advantage since users of the dataset can decide to add on top of the provided series any type of noise and choose an amplitude. This makes it well suited to test how sensitive and robust detection algorithms are against various levels of noise.

No missing data. You can drop whatever data you want to assess the impact of missing values on your detector with respect to a clean baseline.