Foreign Exchange Rates
Exchange rates between the US Dollar and the
- British Pound (GBP)
- Canadian Dollar (CAD)
- German Mark (DEM)
- Japanese Yen (JPY)
- Swiss Franc (CHF)
in a multi-variate time series.
Data from Andreas S. Weigend, Bernardo A.
Huberman, and David
E. Rumelhart, "Predicting Sunspots and Exchange Rates with
Connectionist Networks", pp. 395-432 in M. Casdagli and S.
Eubank, eds, Nonlinear Modeling and Forecasting, Addison-Wesley,
Extracted from the Andreas Weigend web site