Time Series Analysis

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

Explore with Wolfram|Alpha


Castiglioni, P. "Glossary of Terms Used in Time Series Analysis of Cardiovascular Data.", 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.

Subject classifications