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time series |
Definitions |
[Scott L. Zeger] A time series is a sequence of observations made over time. Examples in public health include dailyr\n ozone concentrations, weekly admissions to an emergency department or annual expenditures on health\r\n care in the United States. Time series models are used to describe the dependence of the response at\r\n each time on predictor variables including covariates and possibly previous values in the series.\r\n Time series methods are necessary to account for the correlation among repeated responses over\r\n time... , "[Eduardo G. F. Pinto] Time series is a sequence of observations of one or a few time variable of a dynamical system.\r\n Linear analysis assumes that the intrinsic dynamics of the system is related to the fact that small\r\n causes lead to small effects. On the other hand, nonlinear data set may be related to irregular data\r\n with purely deterministic inputs. Nonlinear time series analysis is of special interest of several\r\n areas... , "[Tilmann Gneiting] A time series is a set of data fx<SUB>tg in which the subscript t indicates the time\r\n at which the datum x<SUB>t was observed. Statistics 519 provides an introduction to\r\n the theory and practice of statistical time series analysis. Topics covered include stationary and\r\n non-stationary stochastic processes, autoregressive and moving average (ARMA) models, model tting\r\n and forecasting with ARMA processes, multivariate and non-linear processes, long-range dependence,\r\n state-space models and Kalman lter, and an outline of spectral techniques... , "[David Ruppert] A time series is a sequence of observations in chronological order, for example, daily log returns\r\n on a stock or monthly values of the Consumer Price Index (CPI)... , "[Kai Bachmann] A time series is a set of statistical information, compiled, registered or observed in different\r\n dates or periods of time and arranged chronologically... |
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http://www.w3.org/2004/02/skos/core#Concept |
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definition | [Scott L. Zeger] A time series is a sequence of observations made over time. Examples in public health include dailyr\n ozone concentrations, weekly admissions to an emergency department or annual expenditures on health\r\n care in the United States. Time series models are used to describe the dependence of the response at\r\n each time on predictor variables including covariates and possibly previous values in the series.\r\n Time series methods are necessary to account for the correlation among repeated responses over\r\n time... , "[Eduardo G. F. Pinto] Time series is a sequence of observations of one or a few time variable of a dynamical system.\r\n Linear analysis assumes that the intrinsic dynamics of the system is related to the fact that small\r\n causes lead to small effects. On the other hand, nonlinear data set may be related to irregular data\r\n with purely deterministic inputs. Nonlinear time series analysis is of special interest of several\r\n areas... , "[Tilmann Gneiting] A time series is a set of data fx<SUB>tg in which the subscript t indicates the time\r\n at which the datum x<SUB>t was observed. Statistics 519 provides an introduction to\r\n the theory and practice of statistical time series analysis. Topics covered include stationary and\r\n non-stationary stochastic processes, autoregressive and moving average (ARMA) models, model tting\r\n and forecasting with ARMA processes, multivariate and non-linear processes, long-range dependence,\r\n state-space models and Kalman lter, and an outline of spectral techniques... , "[David Ruppert] A time series is a sequence of observations in chronological order, for example, daily log returns\r\n on a stock or monthly values of the Consumer Price Index (CPI)... , "[Kai Bachmann] A time series is a set of statistical information, compiled, registered or observed in different\r\n dates or periods of time and arranged chronologically... |
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prefLabel | time series |
created | 2016-10-12 |
broader | |
deprecated | true |
modified | 2022-03-21 |
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