time series
deprecated concept
EnvThes
2022-03-21
time series
[Scott L. Zeger] A time series is a sequence of observations made over time. Examples in public health include daily\
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ozone concentrations, weekly admissions to an emergency department or annual expenditures on health\
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care in the United States. Time series models are used to describe the dependence of the response at\
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each time on predictor variables including covariates and possibly previous values in the series.\
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Time series methods are necessary to account for the correlation among repeated responses over\
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time... , "[Eduardo G. F. Pinto] Time series is a sequence of observations of one or a few time variable of a dynamical system.\
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Linear analysis assumes that the intrinsic dynamics of the system is related to the fact that small\
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causes lead to small effects. On the other hand, nonlinear data set may be related to irregular data\
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with purely deterministic inputs. Nonlinear time series analysis is of special interest of several\
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areas... , "[Tilmann Gneiting] A time series is a set of data fx<SUB>tg in which the subscript t indicates the time\
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at which the datum x<SUB>t was observed. Statistics 519 provides an introduction to\
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the theory and practice of statistical time series analysis. Topics covered include stationary and\
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non-stationary stochastic processes, autoregressive and moving average (ARMA) models, model tting\
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and forecasting with ARMA processes, multivariate and non-linear processes, long-range dependence,\
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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\
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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\
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dates or periods of time and arranged chronologically...
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2016-10-12