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.
Wall Street Words: An A to Z Guide to Investment Terms for Today's Investor by David L. Scott. Copyright © 2003 by Houghton Mifflin Company. Published by Houghton Mifflin Company. All rights reserved. All rights reserved.

time series

any statistical information recorded over successive time periods. See TIME-SERIES ANALYSIS.
Collins Dictionary of Economics, 4th ed. © C. Pass, B. Lowes, L. Davies 2005
References in periodicals archive ?
- Simplified operations that allow users to focus on working with time-series data and eliminate the headaches of managing a database.
Because this significantly reduces the number of man-hours required, this technology will accelerate the use of AI with time-series data.
Manolopoulos, "Fast subsequence matching in time-series databases," ACM SIGMOD, Vol.
This approach allowed the researchers to use previously developed sequence-matching algorithms to search for anomalies and patterns (see Transell, "The Use of Bioinformatics Techniques to Perform Time-Series Trend Matching and Prediction").
If the increment series {disjunction [x.sub.t]} is a stationary one, then for {[disjunction][x.sub.t]},the ARMA time-series model can be obtained; if the increment series {[disjunction] [x.sub.t]} is a non-stationary one, then calculate the second-order increment series for {[x.sub.t]}.
Convergent Cross Mapping (CCM) is a numerical technique that compares dynamics across multiple time-series to test putative causal strength among them (Sugihara et al., 2012).
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.
Tsay, "Some advances in non-linear and adaptive modelling in time-series," Journal of Forecasting, vol.
Dorr, "Pattern-based time-series subsequence clustering using radial distribution functions," Knowledge and Information Systems, vol.
Cheng et al [3] proposed a new fuzzy time-series model which incorporates the adaptive expectation model into forecasting processes to modify forecasting errors.
Large time-series mining for sequential pattern detection is motivated by the decision support problem faced by most traffic engineering tasks.

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