Time series

set of data indexed in time order

branch of mathematics regarding periodic and continuous signals

Forecasting is the process of making predictions based on past and present data. These forecasts can later be compared with actual outcomes. For example, a company might estimate their revenue in the next year, then compare it against the actual results creating a variance actual analysis. Prediction is a similar but more general term. Forecasting might refer to specific formal statistical methods employing time series, cross-sectional or longitudinal data, or alternatively to less formal judgmental methods or the process of prediction and assessment of its accuracy. Usage can vary between are

type of statistical measure over subsets of a dataset

thumb | right | Simple exponential smoothing example. Raw data: mean daily temperatures at the Paris-Montsouris weather station (France) from 1960/01/01 to 1960/02/29. Smoothed data with alpha factor = 0.1. In statistics and image processing, to smooth a data set is to create an approximating function that attempts to capture important patterns in the data, while leaving out noise or other fine-scale structures/rapid phenomena. In smoothing, the data points of a signal are modified so individual points higher than the adjacent points (presumably because of noise) are reduced, and points that a

generates a forecast of future values of a time series

In econometrics, cointegration is a statistical property that describes a long-run equilibrium relationship among two or more time series variables, even if the individual series are non-stationary (i.e., they contain stochastic trends). In such cases, the variables may drift in the short run, but their linear combination is stationary, implying that they move together over time and remain bound by a stable equilibrium.

system that provides an estimate of the internal state of a given real system, from measurements of the input and output of the real system

correlation as a function of spatial or temporal distance

long-term non-periodic variation

statistical technique

measure of difference between two continuous variables

term in statistical analysis used to refer to a window function

mathematical tool in macroeconomics

operator for offsetting time series elements

A persisting deviation

data about the economy

frequency-domain analysis method

theorem of stationary processes

partial correlation of a time series with its lagged values

In statistics, a deflator is a value that allows data to be measured over time in terms of some base period, usually through a price index, in order to distinguish between changes in the money value of a gross national product (GNP) that come from a change in prices, and changes from a change in physical output. It is the measure of the price level for some quantity. A deflator serves as a price index in which the effects of inflation are nulled. It is the difference between real and nominal GDP.