Abstract
A time series is a realization of a stochastic process; it is a set of observations generated sequentially in time. If the set is continuous (e.g., a continuous record of wind velocity), the time series is continuous and will be denoted by x(t). If the set is finite (e.g., daily stock market averages), the time series is discrete and will be denoted by x t . Discrete time series frequently arise from sampling a continuous time series.
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References
A readable book that covers a wide range of approaches to time series is Kendall, M. 1976 Time Series. 2nd ed. New York: Hafner.
The approach most often used is found in Box, G. E. P., and Jenkins, G. 1970.Time Series Analysis. San Francisco: Holden-Day.
The spectral approach is found in Jenkins, G. W., and Watts, D. G. 1968.Spectral Analysis and Its Applications. San Francisco: Holden-Day. The last 2 are for the serious student.
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© 1986 Chapman and Hall
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Tietjen, G.L. (1986). Time Series. In: A Topical Dictionary of Statistics. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-1967-2_10
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DOI: https://doi.org/10.1007/978-1-4613-1967-2_10
Publisher Name: Springer, Boston, MA
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