time series

(redirected from Multivariate time series)
Also found in: Dictionary, Thesaurus, Encyclopedia.

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 ?
Bialonski, "Detecting synchronization clusters in multivariate time series via coarse-graining of Markov chains," Physical Review E: Statistical, Nonlinear, and Soft Matter Physics, vol.
Furthermore, the successful use of fuzzy-based similarity measure in pattern recognition [17], in retrieval systems [12], and in recommendation systems [18] leads us to study its ability to complete missing values in uncorrelated multivariate time series. Wang et al.
As it was previously stated, MSSA is an extension of the SSA to the case of multivariate time series. The majority of the MSSA algorithm steps are similar to the steps of univariate approach.
In Section 3, we detail the Cycle DBN model for multivariate time series. Section 4 evaluates the performance of our Cycle DBN on two real data sets.
* We develop efficient algorithms which perform lossy compression on both univariate and multivariate time series data.
As we were interested in the potentially bidirectional effects of coverage and attitudes over time, we used multivariate time series analysis (VAR), which enabled us to model the dynamics between more than one time series while allowing for interdependence between the series.
Estimating common trends in multivariate time series using dynamic factor analysis.
Reimer, "Psychosocial predictors of metabolic instability in brittle diabetes--a multivariate time series analysis," Psychotherapie Psychosomatik Medizinische Psychologie, vol.
Chapter 8 addresses modeling multivariate time series, and nonstationary time series using various approaches including cointegration, autoregressive conditional heteroscedasticity (ARCH), and generalized ARCH (GARCH).
Multivariate time series analysis; with R and financial applications.
The process of line icing can be regarded as the icing load at time k, which is decided by icing load and micrometeorology factors at time k - 1, that is, a multivariate time series process.
In practice, there are several emergent domains that require dealing with short multivariate time series. As a consequence, the prediction of such time series arises in many situations.

Full browser ?