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deprecated concept > time series

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time series  

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  • [Scott L. Zeger] A time series is a sequence of observations made over time. Examples in public health include daily\ \ ozone concentrations, weekly admissions to an emergency department or annual expenditures on health\ \ care in the United States. Time series models are used to describe the dependence of the response at\ \ each time on predictor variables including covariates and possibly previous values in the series.\ \ Time series methods are necessary to account for the correlation among repeated responses over\ \ time... , "[Eduardo G. F. Pinto] Time series is a sequence of observations of one or a few time variable of a dynamical system.\ \ Linear analysis assumes that the intrinsic dynamics of the system is related to the fact that small\ \ causes lead to small effects. On the other hand, nonlinear data set may be related to irregular data\ \ with purely deterministic inputs. Nonlinear time series analysis is of special interest of several\ \ areas... , "[Tilmann Gneiting] A time series is a set of data fx<SUB>tg in which the subscript t indicates the time\ \ at which the datum x<SUB>t was observed. Statistics 519 provides an introduction to\ \ the theory and practice of statistical time series analysis. Topics covered include stationary and\ \ non-stationary stochastic processes, autoregressive and moving average (ARMA) models, model tting\ \ and forecasting with ARMA processes, multivariate and non-linear processes, long-range dependence,\ \ state-space models and Kalman lter, and an outline of spectral techniques... , "[David Ruppert] A time series is a sequence of observations in chronological order, for example, daily log returns\ \ on a stock or monthly values of the Consumer Price Index (CPI)... , "[Kai Bachmann] A time series is a set of statistical information, compiled, registered or observed in different\ \ dates or periods of time and arranged chronologically...



  • 0000-0003-2195-3997



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