OpenML
treasury

treasury

active ARFF Public Domain (CC0) Visibility: public Uploaded 19-04-2020 by Rafael Gomes Mantovani
0 likes downloaded by 0 people , 0 total downloads 0 issues 0 downvotes
Issue #Downvotes for this reason By


Loading wiki
Help us complete this description Edit
Author: Source: KEEL - [original](https://sci2s.ugr.es/keel/dataset.php?cod=42) - Date unknown Please cite: Treasury Dataset This file contains the Economic data information of USA from 01/04/1980 to 02/04/2000 on a weekly basis. From given features, the goal is to predict 1 Month CD Rate. Attributes Information 1. 1Y-CMaturityRate real [77.055, 142.645] 2. 30Y-CMortgageRate real [3.02, 17.15] 3. 3M-Rate-AuctionAverage real [6.49, 18.63] 4. 3M-Rate-SecondaryMarket real [2.67, 16.75] 5. 3Y-CMaturityRate real [2.69, 16.76] 6. 5Y-CMaturityRate real [4.09, 16.47] 7. BankCredit real [4.17, 16.13] 8. Currency real [1130.9, 4809.2] 9. DemandDeposits real [105.6, 533.0] 10. FederalFunds real [225.8, 412.1] 11. MoneyStock real [2.86, 20.06] 12. CheckableDeposits real [381.1, 1154.1] 13. LoansLeases real [269.9, 803.4] 14. SavingsDeposits real [868.1, 3550.3] 15. TradeCurrencies real [175.6, 1758.1] 16. 1MonthCDRate real [3.02, 20.76]

16 features

1MonthCDRate (target)numeric570 unique values
0 missing
1Y-CMaturityRatenumeric1029 unique values
0 missing
30Y-CMortgageRatenumeric603 unique values
0 missing
3M-Rate-AuctionAveragenumeric572 unique values
0 missing
3M-Rate-SecondaryMarketnumeric561 unique values
0 missing
3Y-CMaturityRatenumeric568 unique values
0 missing
5Y-CMaturityRatenumeric612 unique values
0 missing
bankCreditnumeric606 unique values
0 missing
currencynumeric1031 unique values
0 missing
demandDepositsnumeric933 unique values
0 missing
federalFundsnumeric699 unique values
0 missing
moneyStocknumeric588 unique values
0 missing
checkableDepositsnumeric924 unique values
0 missing
loansLeasesnumeric875 unique values
0 missing
savingsDepositsnumeric1002 unique values
0 missing
tradeCurrenciesnumeric954 unique values
0 missing

19 properties

1049
Number of instances (rows) of the dataset.
16
Number of attributes (columns) of the dataset.
0
Number of distinct values of the target attribute (if it is nominal).
0
Number of missing values in the dataset.
0
Number of instances with at least one value missing.
16
Number of numeric attributes.
0
Number of nominal attributes.
0.02
Number of attributes divided by the number of instances.
100
Percentage of numeric attributes.
Percentage of instances belonging to the most frequent class.
0
Percentage of nominal attributes.
Number of instances belonging to the most frequent class.
Percentage of instances belonging to the least frequent class.
Number of instances belonging to the least frequent class.
0
Number of binary attributes.
0
Percentage of binary attributes.
0
Percentage of instances having missing values.
-2.64
Average class difference between consecutive instances.
0
Percentage of missing values.

9 tasks

0 runs - estimation_procedure: 10-fold Crossvalidation - evaluation_measure: mean_absolute_error - target_feature: 1MonthCDRate
0 runs - estimation_procedure: 33% Holdout set - target_feature: 1MonthCDRate
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
Define a new task