In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at uniform time intervals. Examples of time series are the daily closing value of the Dow Jones index or the annual flow volume of the Nile River at Aswan. Time series analysis comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series forecasting is the use of a model to forecast future events based on known past events: to predict data points before they are measured. An example of time series forecasting in econometrics is predicting the opening price of a stock based on its past performance. Time series are very frequently plotted via line charts.
Includes bibliographical references ; Research support from the Geewax-Terker Research Fund, the John M. Olin Fellowship at the NBER and the National Science Foundation
Bibliography: p. 23-25
Includes bibliographical references (p. 54-59) ; Funded by the International Financial Services Research Center at M.I.T., the National Science Foundation and the Sloan Foundation
Includes bibliographical references (p. 61-63) ; Funded by the International Financial Services Research Center at M.I.T. and the National Science Foundation and the Sloan Foundation
Supplemental catalog subcollection information: American Libraries Collection; American University Library Collection; Historical Literature; Typescript; Thesis (Ph. D.)--University of Florida, 1987; Vita; Bibliography: leaves 486-491
Description: Includes bibliographical references (p.26-27)
Bibliography: p. 59
Includes bibliographical references (p. 22-24)
Includes bibliographical references (p. 22-24); Revised January 16, 1993.
Bibliography: p. [23]
Sloan Foundation ; New York University, Institute of Fine Arts Library
PIBS 2340--Prelim ; Apr-93
Supplemental catalog subcollection information: American Libraries Collection; American University Library Collection; Historical Literature; Manuscript copy; Thesis - University of Florida; Vita Bibliography: leaves 42-44