time series

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time series

n
(Statistics) statistics a series of values of a variable taken in successive periods of time
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Noun1.time series - a series of values of a variable at successive times
statistics - a branch of applied mathematics concerned with the collection and interpretation of quantitative data and the use of probability theory to estimate population parameters
statistic - a datum that can be represented numerically
References in periodicals archive ?
MSSA is also a special case of Singular Spectrum Analysis (SSA) accessible for multivariate time series.
We show that, our approach can be naturally extended for compressing the multivariate time series data.
Monte Carlo simulation studies were presented for validating the methodology and applied in a multivariate time series regarding sales volume rates at different market segments in the state of Minas Gerais, Brazil.
Estimating common trends in multivariate time series using dynamic factor analysis.
Optimizing functional network representation of multivariate time series," Scientific Reports, vol.
Multivariate time series analysis with some exogenous processes (like global sentiment indicators and the scale of monetary "quantitative easing") could substantially improve statistical inference, but at the evident cost of far more complex theoretical setup and simulations.
Single, bivariate and multivariate time series are discussed; the bulk of the book is occupied by particular model descriptions and analysis as well as discussions of data acquisition and management.
Multivariate GARCH models are useful in predicting the time varying volatility and volatility co-movement of multivariate time series (Zivot and Wang 2006).
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 Vector Autoregression (VAR) model is an extension of the univariate autoregressive (AR) model to dynamic multivariate time series and it captures the linear interdependencies among multiple time series.
Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors.

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