Statistics Inference for stochastic processes and time series Concept
Time series
Summary
A time series is a sequence of observations recorded in time order, such as daily temperatures or monthly unemployment rates. Time series analysis models such data as one realization of a stochastic process, in which nearby observations are usually dependent. The goals are to describe this dependence, to estimate models, and to forecast future values.
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About this page
| Tag | EA3MF4VTEH |
|---|---|
| URI | m2://EA3MF4VTEH |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62M10, 91B84 |
| Same as |
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Used by
- Autoregressive integrated moving average
- Autoregressive model
- Autocorrelation function
- Periodogram
- Moving-average model
- Autoregressive conditional heteroskedasticity