Data for: Forecasting in Non-stationary Environments with Fuzzy Time Series

The datasets consist of four stock market indices (Dow Jones, NASDAQ, SP500 and TAIEX), three FOREX pairs (EUR-USD, EUR-GBP, GBP-USD), two cryptocoins exchange rates (Bitcoin-USD and Ethereum-USD) and eight synthetic time series with concept drifts. The market indexes data sets contain the daily averaged index by business day, such that the Dow Jones Industrial Average (Dow Jones) is sampled from 1985 to 2017 time window, the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) is sampled from 1995 to 2014, the National Association of Securities Dealers Automated Quotations - Composite Index (NASDAQ ÎXIC) is sampled from 2000 to 2016 and the SP500 - Standard & Poor's 500 is sampled from 1950 to 2017. The FOREX data sets contain the daily averaged quotations, by business day, from 2016 to 2018, which pairs are the US Dollar to Euro (USD-EUR), Euro to Great British Pound (EUR-GBP) and Great British Pound to US Dollar (GBP-USD). The cryptocoin datasets contain the daily quotations, in US Dollar, of the Bitcoin (BTC-USD) and Ethereum (ETC-USD). The synthetic data aims to represent different types of concept drifts.本数据集涵盖四类金融时序数据：四种股票市场指数、三组外汇(FOREX)货币对、两种加密货币汇率，以及八段带有概念漂移的合成时序序列。 股票指数数据集采用每个营业日的日均指数数据，各指数的采样窗口如下：道琼斯工业平均指数(Dow Jones Industrial Average)的采样窗口为1985年至2017年，台湾证券交易所资本额加权股价指数(TAIEX)为1995年至2014年，纳斯达克综合指数(National Association of Securities Dealers Automated Quotations - Composite Index，NASDAQ ÎXIC)为2000年至2016年，标普500指数(Standard & Poor's 500)为1950年至2017年。 外汇数据集采用2016年至2018年每个营业日的日均报价数据，涵盖三组货币对：美元兑欧元(USD-EUR)、欧元兑英镑(EUR-GBP)与英镑兑美元(GBP-USD)。 加密货币数据集包含以美元计价的比特币(Bitcoin-USD, BTC-USD)与以太坊(Ethereum-USD, ETC-USD)的每日报价数据。 合成数据集旨在表征不同类型的概念漂移。