time series

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Time Series

A comparison of a variable to itself over time. One of the most common time series, especially in technical analysis, is a comparison of prices over time. For example, one may compile a time series of a security over the course of a week or a month or a year, and then use it in the determination of future price movements.

time series

A set of variables with values related to the respective times the variables are measured. Thus, a weekly record of a stock's price throughout a period of years is a time series. Time series are often used to project future values by observing how the value of a variable has changed in the past.

time series

any statistical information recorded over successive time periods. See TIME-SERIES ANALYSIS.
References in periodicals archive ?
Time-series Deep Learning detects motions more precisely using three-dimensional data by adding a time axis.
Specifically, it inquires into the possible presence of time-series momentum trading strategies and their potential to fetch abnormal returns in the global stock market.
Although many organizations use MongoDB to store and analyze time-series data, before TokuMX v1.
3] Ching-Hsue Cheng, Tai-Liang Chen, Hia Jong Teoh, Chen-Han Chiang "Fuzzy time-series based on adaptive expectation model for TAIEX forecasting" Expert Systems with Applications 34 (2008) 1126-1132.
The standard procedure in the literature is to use univariate time-series models, but we use the automatic general-to-specific selection procedure with IIS to allow for covariates as well as breaks that have occurred during the in-sample period.
Understanding trends, seasonal changes, sales rates, and inventory turns are all fundamental time-series metrics used to drive successful consumer focused businesses.
Chan and Fu used the Haar wavelet for time-series classification, and showed performance improvement over DFT [9].
Chapter 2 is about linear time-series analysis and applications, introducing AR, MA, and ARMA models.
Margaret Raymond and Eric Hanushek respond: The assertion that "archival time-series analysis" is second in quality only to a true controlled experiment is ludicrous.
Using the 2-D grid, we can determine the number of congested nodes (y) in our model at any time granularity T, and then record y as a time-series representing the system state for any number of sample intervals t.
It is necessary first to establish that Turkish inflation is stationary, that the residuals of the time-series model of inflation are uncorrelated, and that the conditional variance of inflation is significantly time-varying.
A new e-learning course explains how to perform the manipulations and calculations necessary to convert time-series data to actionable information for energy auditing, commissioning, measurement and verification, and diagnostics.