Time series (nonfiction)

Time series diagram. The data is 1000 points (plotted in black), with an increasing trend of 1-in-100, with random normal noise of standard deviation 10 superimposed. The red-line is the same data but averaged every 10 points. The blue line is averaged every 100 points.

A time series is a series of data points listed (or graphed) in time order.

Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Examples of time series are heights of ocean tides, counts of sunspots, and the daily closing value of the Dow Jones Industrial Average.

Time series are used in statistics, signal processing, pattern recognition, econometrics, mathematical finance, weather forecasting, intelligent transport and trajectory forecasting, earthquake prediction, electroencephalography, control engineering, astronomy, communications engineering, and largely in any domain of applied science and engineering which involves temporal measurements.

In the News

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  What we do in life echoes in eternity, according to new time series analysis.

Fiction cross-reference

• Mathematics

Nonfiction cross-reference

• Mathematics (nonfiction)

External links:

• Time series @ Wikipedia