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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.
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 ...
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 ...
Some problems in sequence mining lend themselves to discovering frequent itemsets and the order they appear, for example, one is seeking rules of the form "if a {customer buys a car}, he or she is likely to {buy insurance} within 1 week", or in the context of stock prices, "if {Nokia up and Ericsson up}, it is likely that {Motorola up and Samsung up} within 2 days".
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] Several early time series databases are associated with industrial applications which could efficiently store ...
The forerunner of RATS was a FORTRAN program called SPECTRE, written by economist Christopher A. Sims. [2] SPECTRE was designed to overcome some limitations of existing software that affected Sims' research in the 1970s, by providing spectral analysis and also the ability to run long unrestricted distributed lags. [3]
Natural time analysis is a statistical method applied to analyze complex time series and critical phenomena, based on event counts as a measure of "time" rather than the clock time. [1] [2] Natural time concept was introduced by P. Varotsos, N. Sarlis and E. Skordas in 2001. [3] Natural time analysis has been primarily applied to earthquake ...