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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).
The data they used were from a gas furnace. These data are well known as the Box and Jenkins gas furnace data for benchmarking predictive models. Commandeur & Koopman (2007, §10.4) [2] argue that the Box–Jenkins approach is fundamentally problematic. The problem arises because in "the economic and social fields, real series are never ...
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.
Gas networks simulation or gas pipeline simulation is a process of defining the mathematical model of gas transmission and gas distribution systems, which are usually composed of highly integrated pipe networks operating over a wide range of pressures. Simulation allows to predict the behaviour of gas network systems under different conditions ...
This is an important technique for all types of time series analysis, especially for seasonal adjustment. [2] It seeks to construct, from an observed time series, a number of component series (that could be used to reconstruct the original by additions or multiplications) where each of these has a certain characteristic or type of behavior.
In time series analysis, the moving-average model (MA model), also known as moving-average process, is a common approach for modeling univariate time series. [1] [2] The moving-average model specifies that the output variable is cross-correlated with a non-identical to itself random-variable. Together with the autoregressive (AR) model, the ...
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 ...
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 ]