Definition:Time Series/Future Value
< Definition:Time Series(Redirected from Definition:Future Value of Time Series Observation)
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Definition
A future value of a time series $T$ is an observation $x$ of $T$ whose timestamp is for some future instant.
Sources
- 1994: George E.P. Box, Gwilym M. Jenkins and Gregory C. Reinsel: Time Series Analysis: Forecasting and Control (3rd ed.) ... (previous) ... (next): $1$: Introduction
- 1994: George E.P. Box, Gwilym M. Jenkins and Gregory C. Reinsel: Time Series Analysis: Forecasting and Control (3rd ed.) ... (previous) ... (next): Part $\text {I}$: Stochastic Models and their Forecasting