Time Series

Time Series
A sequence of numerical data points in successive order, usually occurring in uniform intervals. In plain English, a time series is simply a sequence of numbers collected at regular intervals over a period of time.

Time series analysis can be useful to see how a given asset, security or economic variable changes over time or how it changes compared to other variables over the same time period. For example, suppose you wanted to analyze a time series of daily closing stock prices for a given stock over a period of one year. You would obtain a list of all the closing prices for the stock over each day for the past year and list them in chronological order. This would be a one-year, daily closing price time series for the stock.

Delving a bit deeper, you might be interested to know if a given stock's time series shows any seasonality, meaning it goes through peaks and valleys at regular times each year. Or you might want to know how a stock's share price changes as an economic variable, such as the unemployment rate, changes.


Investment dictionary. . 2012.

Игры ⚽ Поможем сделать НИР

Look at other dictionaries:

  • Time series — Time series: random data plus trend, with best fit line and different smoothings In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at …   Wikipedia

  • Time Series —    A series of values over consecutive periods of time. Used in financial markets to describe price histories. * * * time series UK US noun [C] ► a list of numbers relating to a particular activity, which is recorded at regular periods of time… …   Financial and business terms

  • time series — a set of observations, results, or other data obtained over a period of time, usually at regular intervals: Monthly sales figures, quarterly inventory data, and daily bank balances are all time series. [1890 95] * * * …   Universalium

  • Time series database — A time series database server (TSDS) is a software system that is optimized for handling a time series. In this context, a time series is an associative array of numbers indexed by a datetime or a datetime range. These time series are often… …   Wikipedia

  • Time series analysis — Série temporelle Une série temporelle est une suite de valeurs numériques représentant l évolution d une quantité spécifique au cours du temps. De telles suites de valeurs peuvent être exprimées mathématiquement afin d en analyser le comportement …   Wikipédia en Français

  • time series — noun Date: 1919 a set of data collected sequentially usually at fixed intervals of time …   New Collegiate Dictionary

  • time series models — Systems that examine series of historical data; sometimes used as a means of technical forecasting, by examining moving averages. Bloomberg Financial Dictionary …   Financial and business terms

  • time-series analysis — Assessment of relationships between two or among more variables over periods of time. Bloomberg Financial Dictionary …   Financial and business terms

  • time series — noun A set of data points, each of which represents the value of the same variable at different times, normally at uniform intervals …   Wiktionary

  • Places in the Wheel of Time series — This article is about the countries, cities, towns, and other important locations in Robert Jordan’s The Wheel of Time fantasy fiction series. With the publication in 1997 of The World of Robert Jordan s The Wheel of Time (often called World ),… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”