Definition of time series in English English dictionary
A set of data points, each of which represents the value of the same variable at different times, normally at uniform intervals
Any series of observations of a physical variable that is sampled at changing time intervals A regular sampling interval is usually presumed although not required
Discrete-time sequence of observations of a random process The type of time series of interest in the GARCH Toolbox is typically a series of returns, or relative changes of some underlying price series
A time series graph shows the growth of a sequence as a function of time The word "series" in this definition has no connection to the term "inifinite series " Yet another example of confusing mathematical vocabulary, I'm afraid
A set of figures showing the magnitude of a given variable at regular points in time
study collects data at distinct, regular and equal intervals (i e every 6 seconds, minutes, months or years ) This is a good tool to keep track of trends and even predict future trends once enough data is collected and a pattern might be discovered For instance, I might want to know how many students enroll in kindergarten each year With this information, I could calculate my spending on personnel and supplies, as well as predict future growth in order to know when I will have to build a new school Here, time is the independent variable, and the number of children entering kindergarten is the dependent variable
a sequence of data assigned specific moments in time It is the history of the object of interest
Observations of a variable made over time Many economic studies such as International Financial Statistics, and Citibase are time series data files Time series, of a sort, can also be constructed from a cross sectional study if the same questions are asked more than once over time See also longitudinal study
A sample of data values collected at equally spaced points in time Possible autocorrelation between adjacent values makes it necessary to use special statistical methods to analyze this type of data
A series of measurements taken at consecutive points in time Data mining products which handle time series incorporate time-related operators such as moving average (Also see windowing )
A set of data consisting of a time-stamp and a value In general, the time-stamps are equally spaced (e g , daily, monthly, yearly data)
Problems (usually regression) where the objective is to predict later values of a variable or variables from earlier values
The values of a variable generated successively in time A continuous barograph trace is an example of a continuous time series , whereas a sequence of hourly pressures is an example of a discrete time series Graphically, a time series is usually plotted with time as the abscissa and the values of the function as the ordinate
Observations of a variable made over time Many economic studies, such as IMF's International Financial Statistics, are time series data files Time series, of a sort, can also be constructed from a cross-sectional study if the same questions are asked more than once over time See also longitudinal study
A data distribution that represents the consecutive changes in values over a period of time