Analysis of data ordered by the time the data were collected (usually spaced at equal intervals), called a time series. Common examples of a time series are daily temperature measurements, monthly sales, and yearly population figures. The goals of time series analysis are to describe the process generating the data, and to forecast future values.
One particular usage is heartbeat analysis (Castiglioni).
See also ANOVA ,
Arithmetic Mean ,
Correlation Coefficient ,
Covariance ,
Difference
Table ,
Least Squares Fitting ,
Maximum
Likelihood ,
Moving Average ,
Periodogram ,
Prediction Theory ,
Random
Variable ,
Random Walk ,
Residual ,
Variance
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References Castiglioni, P. "Glossary of Terms Used in Time Series Analysis of Cardiovascular Data." http://www.cbi.dongnocchi.it/glossary/Glossary.html . Chatfield,
C. The
Analysis of Time Series: An Introduction, 5th ed. Boca Raton, FL: Chapman
& Hall, 1996. Cryer, J. D. Time
Series Analysis. Boston, MA: PWS Publishers, 1986. Miller, R. B.
and Wichern, D. W. Ch. 9-11 in Intermediate
Business Statistics: Analysis of Variance, Regression, and Time Series. New
York: Holt, Rinehart and Winston, pp. 353-438, 1977. Rao, T. S.;
Priestly, M. B.; and Lessi, O. Applications
of Time Series Analysis in Astronomy and Meteorology. Boca Raton, FL: Chapman
& Hall, 1997. Shumway, R. H. and Stoffer, D. S. Time
Series Analysis and Its Applications, with R Examples, 2nd ed. New York:
Springer-Verlag, 2000. Whittaker, E. T. and Robinson, G. "The
Search for Periodicities." Ch. 13 in The
Calculus of Observations: A Treatise on Numerical Mathematics, 4th ed. New
York: Dover, pp. 343-362, 1967. Referenced on Wolfram|Alpha Time Series Analysis
Cite this as:
Weisstein, Eric W. "Time Series Analysis."
From MathWorld --A Wolfram Web Resource. https://mathworld.wolfram.com/TimeSeriesAnalysis.html
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