Introduction to Time Series Analysis

By F. Fabozzi, Sergio Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli. A Course on Statistics for Finance, 2011

106 citations recorded by the source corpus.

A time series is a collection of observations ordered following a parameter that for us is time. Examples occur in a variety of fields (economics, engeneering, meteorology and so on...). For instance, economic time series include share prices on successive days, export totals in successive months, average incomes in successive months, company profits in successive years (see the graph below). Marketing time series are sales figures in successive weeks or months.

Subfields: Signal Processing

View Paper: https://www.semanticscholar.org/paper/ecbd7b54507d4a05572ad4267c8386f3dcfe28f9

Citations in the corpus

• SutteARIMA: Short-term forecasting method, a case: Covid-19 and stock market in Spain (2020, unknown): “The time series process {Zt, t ∈ Z} define stationarity (or weak stationarity) as follows (Brockwell and Davis, 2016; Montgomery et al., 2015): (1) the expected value of the time series does not depend on time, E (Zt) is independent of t, where t = time.”