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The Journal of Time Series Analysis is a bimonthly peer-reviewed academic journal covering mathematical statistics as it relates to the analysis of time series data. It was established in 1980 and is published by John Wiley & Sons. The editor-in-chief is Robert Taylor (University of Essex).
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 predict future values based on previously observed values.
TSP stands for "Time Series Processor", although it is also commonly used with cross section and panel data. The program was initially developed by Robert Hall during his graduate studies at Massachusetts Institute of Technology in the 1960s. [ 1 ]
Ideally, unevenly spaced time series are analyzed in their unaltered form. However, most of the basic theory for time series analysis was developed at a time when limitations in computing resources favored an analysis of equally spaced data, since in this case efficient linear algebra routines can be used and many problems have an explicit ...
In time series analysis, singular spectrum analysis (SSA) is a nonparametric spectral estimation method. It combines elements of classical time series analysis, multivariate statistics , multivariate geometry, dynamical systems and signal processing .
Articles in economics journals are usually classified according to JEL classification codes, which derive from the Journal of Economic Literature.The JEL is published quarterly by the American Economic Association (AEA) and contains survey articles and information on recently published books and dissertations.
Bayesian structural time series (BSTS) model is a statistical technique used for feature selection, time series forecasting, nowcasting, inferring causal impact and other applications. The model is designed to work with time series data. The model has also promising application in the field of analytical marketing. In particular, it can be used ...
A time series database is a software system that is optimized for storing and serving time series through associated pairs of time(s) and value(s). [1] In some fields, time series may be called profiles, curves, traces or trends. [ 2 ]