Definition:Time Series Analysis
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Definition
Time series analysis is the discipline of analyzing time series data in order to extract meaningful statistics and other characteristics of the data.
Its main activity is concerned with techniques for determining the nature of the dependence of adjacent observations of such time series.
Also known as
Some sources give this as time-series analysis.
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