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 ?
About SIMA and DataSpeaks DataSpeaks' proprietary SIMA algorithm applies to multivariate time series data that are becoming ubiquitous with hospital, home, wearable, implanted, and environmental monitoring devices; apps; electronic diaries; and pill monitors.
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.
Salas et al [10] have discussed multivariate time series models such as multivariate order one Auto Regressive, AR(1), model.

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