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Time series

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323:). A data set may exhibit characteristics of both panel data and time series data. One way to tell is to ask what makes one data record unique from the other records. If the answer is the time data field, then this is a time series data set candidate. If determining a unique record requires a time data field and an additional identifier which is unrelated to time (e.g. student ID, stock symbol, country code), then it is panel data candidate. If the differentiation lies on the non-time identifier, then the data set is a cross-sectional data set candidate. 433:. An example chart is shown on the right for tuberculosis incidence in the United States, made with a spreadsheet program. The number of cases was standardized to a rate per 100,000 and the percent change per year in this rate was calculated. The nearly steadily dropping line shows that the TB incidence was decreasing in most years, but the percent change in this rate varied by as much as +/- 10%, with 'surges' in 1975 and around the early 1990s. The use of both vertical axes allows the comparison of two time series in one graphic. 5894: 5842: 416: 40: 741:, but the prediction can be undertaken within any of the several approaches to statistical inference. Indeed, one description of statistics is that it provides a means of transferring knowledge about a sample of a population to the whole population, and to other related populations, which is not necessarily the same as prediction over time. When information is transferred across time, often to specific points in time, the process is known as 5828: 969:. An additional set of extensions of these models is available for use where the observed time-series is driven by some "forcing" time-series (which may not have a causal effect on the observed series): the distinction from the multivariate case is that the forcing series may be deterministic or under the experimenter's control. For these models, the acronyms are extended with a final "X" for "exogenous". 534: 5866: 5854: 995:, TARCH, EGARCH, FIGARCH, CGARCH, etc.). Here changes in variability are related to, or predicted by, recent past values of the observed series. This is in contrast to other possible representations of locally varying variability, where the variability might be modelled as being driven by a separate time-varying process, as in a 880:
Splitting a time-series into a sequence of segments. It is often the case that a time-series can be represented as a sequence of individual segments, each with its own characteristic properties. For example, the audio signal from a conference call can be partitioned into pieces corresponding to the
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between values ("benchmarks") for earlier and later dates. Interpolation is estimation of an unknown quantity between two known quantities (historical data), or drawing conclusions about missing information from the available information ("reading between the lines"). Interpolation is useful where
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In recent work on model-free analyses, wavelet transform based methods (for example locally stationary wavelets and wavelet decomposed neural networks) have gained favor. Multiscale (often referred to as multiresolution) techniques decompose a given time series, attempting to illustrate time
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model for a time series will generally reflect the fact that observations close together in time will be more closely related than observations further apart. In addition, time series models will often make use of the natural one-way ordering of time so that values for a given period will be
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such as how much uncertainty is present in a curve that is fit to data observed with random errors. Fitted curves can be used as an aid for data visualization, to infer values of a function where no data are available, and to summarize the relationships among two or more variables.
965:(ARFIMA) model generalizes the former three. Extensions of these classes to deal with vector-valued data are available under the heading of multivariate time-series models and sometimes the preceding acronyms are extended by including an initial "V" for "vector", as in VAR for 566:). The main difference between regression and interpolation is that polynomial regression gives a single polynomial that models the entire data set. Spline interpolation, however, yield a piecewise continuous function composed of many polynomials to model the data set. 174:
is often employed in such a way as to test relationships between one or more different time series, this type of analysis is not usually called "time series analysis", which refers in particular to relationships between different points in time within a single series.
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Time series can be visualized with two categories of chart: Overlapping Charts and Separated Charts. Overlapping Charts display all-time series on the same layout while Separated Charts presents them on different layouts (but aligned for comparison purpose)
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times during which each person was speaking. In time-series segmentation, the goal is to identify the segment boundary points in the time-series, and to characterize the dynamical properties associated with each segment. One can approach this problem using
182:, in which there is no natural ordering of the observations (e.g. explaining people's wages by reference to their respective education levels, where the individuals' data could be entered in any order). Time series analysis is also distinct from 916:
using chunking with sliding windows. It was found that the cluster centers (the average of the time series in a cluster - also a time series) follow an arbitrarily shifted sine pattern (regardless of the dataset, even on realizations of a
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A study of corporate data analysts found two challenges to exploratory time series analysis: discovering the shape of interesting patterns, and finding an explanation for these patterns. Visual tools that represent time series data as
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functions are fitted in time intervals such that they fit smoothly together. A different problem which is closely related to interpolation is the approximation of a complicated function by a simple function (also called
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among a well-defined class that closely matches ("approximates") a target function in a task-specific way. One can distinguish two major classes of function approximation problems: First, for known target functions,
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the data surrounding the missing data is available and its trend, seasonality, and longer-term cycles are known. This is often done by using a related series known for all relevant dates. Alternatively
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time series. However, more importantly, empirical investigations can indicate the advantage of using predictions derived from non-linear models, over those from linear models, as for example in
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time series approximation is to summarize the data in one-pass and construct an approximate representation that can support a variety of time series queries with bounds on worst-case error.
464:. For example, sunspot activity varies over 11 year cycles. Other common examples include celestial phenomena, weather patterns, neural activity, commodity prices, and economic activity. 1014:(HMM) is a statistical Markov model in which the system being modeled is assumed to be a Markov process with unobserved (hidden) states. An HMM can be considered as the simplest 962: 756:
Simple or fully formed statistical models to describe the likely outcome of the time series in the immediate future, given knowledge of the most recent outcomes (forecasting).
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where the observations typically relate to geographical locations (e.g. accounting for house prices by the location as well as the intrinsic characteristics of the houses). A
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For processes that are expected to generally grow in magnitude one of the curves in the graphic at right (and many others) can be fitted by estimating their parameters.
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Yoe, Charles E. (March 1996). An Introduction to Risk and Uncertainty in the Evaluation of Environmental Investments (Report). U.S. Army Corps of Engineers. p. 69.
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is the process of estimating, beyond the original observation range, the value of a variable on the basis of its relationship with another variable. It is similar to
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Time series data may be clustered, however special care has to be taken when considering subsequence clustering. Time series clustering may be split into
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Lin, Jessica; Keogh, Eamonn; Lonardi, Stefano; Chiu, Bill (2003). "A symbolic representation of time series, with implications for streaming algorithms".
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Nikolić, Danko; MureƟan, Raul C.; Feng, Weijia; Singer, Wolf (March 2012). "Scaled correlation analysis: a better way to compute a cross-correlogram".
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Gandhi, Sorabh; Foschini, Luca; Suri, Subhash (2010). "Space-efficient online approximation of time series data: Streams, amnesia, and out-of-order".
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Daud, Hanita; Sagayan, Vijanth; Yahya, Noorhana; Najwati, Wan (2009). "Modeling of Electromagnetic Waves Using Statistical and Numerical Techniques".
921:). This means that the found cluster centers are non-descriptive for the dataset because the cluster centers are always nonrepresentative sine waves. 5016: 977: 958: 5455: 2885:
Keogh, Eamonn; Lin, Jessica (August 2005). "Clustering of time-series subsequences is meaningless: implications for previous and future research".
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purposes, so as to generate alternative versions of the time series, representing what might happen over non-specific time-periods in the future
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Ropella, G.E.P.; Nag, D.A.; Hunt, C.A. (2003). "Similarity measures for automated comparison of in silico and in vitro experimental results".
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Discrete, continuous or mixed spectra of time series, depending on whether the time series contains a (generalized) harmonic signal or not
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Proceedings of the 25th Annual International Conference of the IEEE Engineering in Medicine and Biology Society (IEEE Cat. No.03CH37439)
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Non-linear dependence of the level of a series on previous data points is of interest, partly because of the possibility of producing a
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Machine Learning for Time-Series with Python: Forecast, predict, and detect anomalies with state-of-the-art machine learning methods
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Keogh, Eamonn; Kasetty, Shruti (2002). "On the need for time series data mining benchmarks: A survey and empirical demonstration".
319:. Panel data is the general class, a multidimensional data set, whereas a time series data set is a one-dimensional panel (as is a 3449: 155:
comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data.
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There are several types of motivation and data analysis available for time series which are appropriate for different purposes.
276:). In these approaches, the task is to estimate the parameters of the model that describes the stochastic process. By contrast, 5919: 5501: 5162: 4907: 4278: 3868: 1895: 4492: 3517: 5552: 4764: 4571: 4460: 4418: 1860: 1588: 1408: 1317: 3657: 759:
Forecasting on time series is usually done using automated statistical software packages and programming languages, such as
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Aghabozorgi, Saeed; Seyed Shirkhorshidi, Ali; Ying Wah, Teh (October 2015). "Time-series clustering – A decade review".
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Ergodicity implies stationarity, but the converse is not necessarily the case. Stationarity is usually classified into
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Assigning time series pattern to a specific category, for example identify a word based on series of hand movements in
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Among other types of non-linear time series models, there are models to represent the changes of variance over time (
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Separation into components representing trend, seasonality, slow and fast variation, and cyclical irregularity: see
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or non-stationary. Situations where the amplitudes of frequency components change with time can be dealt with in
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Sakoe, H.; Chiba, S. (February 1978). "Dynamic programming algorithm optimization for spoken word recognition".
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A number of different notations are in use for time-series analysis. A common notation specifying a time series
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Agrawal, Rakesh; Faloutsos, Christos; Swami, Arun (1993). "Efficient similarity search in sequence databases".
1757: 1332: 1015: 875: 768: 619:) that often have desirable properties (inexpensive computation, continuity, integral and limit values, etc.). 550: 4827: 4811: 1551: 5699: 5312: 5252: 5189: 4549: 4411: 4401: 4251: 4165: 3361: 1438: 1149: 1145: 996: 5460: 5397: 2520:
Fitting Models to Biological Data Using Linear and Nonlinear Regression: A Practical Guide to Curve Fitting
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to predict future values based on previously observed values. Generally, time series data is modelled as a
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and others for filtering signals from noise and predicting signal values at a certain point in time. See
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has a certain structure which can be described using a small number of parameters (for example, using an
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The construction of economic time series involves the estimation of some components for some dates by
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since it may reflect the method used to construct the curve as much as it reflects the observed data.
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Chevyrev, Ilya; Kormilitzin, Andrey (2016). "A Primer on the Signature Method in Machine Learning".
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Proceedings of the eighth ACM SIGKDD international conference on Knowledge discovery and data mining
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Proceedings of the 8th ACM SIGMOD workshop on Research issues in data mining and knowledge discovery
626:, may be unknown; instead of an explicit formula, only a set of points (a time series) of the form ( 509:, in which a "smooth" function is constructed that approximately fits the data. A related topic is 5832: 5757: 5680: 5361: 5125: 5118: 5080: 4988: 4968: 4940: 4673: 4539: 4534: 4524: 4516: 4334: 4295: 4185: 4175: 4084: 3863: 3819: 3737: 3662: 3564: 2924: 1976: 1920: 1845: 1793: 1678: 1599: 1512: 1416: 1276: 1266: 1134: 1011: 714: 698: 671: 510: 384: 372: 300: 171: 123: 111: 99: 5407: 178:
Time series data have a natural temporal ordering. This makes time series analysis distinct from
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analysis. In the time domain, correlation and analysis can be made in a filter-like manner using
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data, or discrete symbolic data (i.e. sequences of characters, such as letters and words in the
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subsequence time series clustering (single timeseries, split into chunks using sliding windows)
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Friedman, Milton (December 1962). "The Interpolation of Time Series by Related Series".
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expressed as deriving in some way from past values, rather than from future values (see
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Time series: random data plus trend, with best-fit line and different applied filters
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Mormann, Florian; Andrzejak, Ralph G.; Elger, Christian E.; Lehnertz, Klaus (2007).
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indexed (or listed or graphed) in time order. Most commonly, a time series is a
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functions are fulfilled if we have a good to moderate fit for the observed data.
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cross- and auto-correlation functions to remove contributions of slow components
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whole time series clustering (multiple time series for which to find a cluster)
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of the process without assuming that the process has any particular structure.
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Regression Analysis By Rudolf J. Freund, William J. Wilson, Ping Sa. Page 269.
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TomĂĄs, R.; Li, Z.; Lopez-Sanchez, J. M.; Liu, P.; Singleton, A. (June 2016).
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2016 IEEE Symposium on Visual Languages and Human-Centric Computing (VL/HCC)
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Warren Liao, T. (November 2005). "Clustering of time series data—a survey".
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taken at successive equally spaced points in time. Thus it is a sequence of
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Sarkar, Advait; Spott, Martin; Blackwell, Alan F.; Jamnik, Mateja (2016).
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There are two sets of conditions under which much of the theory is built:
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Subsequence time series clustering resulted in unstable (random) clusters
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points, possibly subject to constraints. Curve fitting can involve either
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A straightforward way to examine a regular time series is manually with a
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Time Series Prediction: Forecasting the Future and Understanding the Past
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Time-Frequency Signal Analysis and Processing: A Comprehensive Reference
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Models for time series data can have many forms and represent different
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2010 IEEE 26th International Conference on Data Engineering (ICDE 2010)
2556:. Lecture Notes in Computer Science. Vol. 5857. pp. 686–695. 2232:"Visual discovery and model-driven explanation of time series patterns" 3551:
Introduction to Time series Analysis (Engineering Statistics Handbook)
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In addition, time-series analysis can be applied where the series are
991:(ARCH) and the collection comprises a wide variety of representation ( 5727: 4708: 4682: 4662: 3913: 3704: 3495:
Extrapolation, Interpolation, and Smoothing of Stationary Time Series
611:) can be approximated by a specific class of functions (for example, 2614:. Methods in Experimental Physics. Vol. 13. pp. 115–346 . 2134:. Lecture Notes in Computer Science. Vol. 730. pp. 69–84. 3218: 2834:
Zolhavarieh, Seyedjamal; Aghabozorgi, Saeed; Teh, Ying Wah (2014).
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Time Series Analysis and its Applications: With R Examples (ed. 4)
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Additionally, time series analysis techniques may be divided into
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Methods for time series analysis may be divided into two classes:
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In general, a function approximation problem asks us to select a
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William, Dudley, ed. (1976). "Nuclear and Atomic Spectroscopy".
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IEEE Transactions on Acoustics, Speech, and Signal Processing
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on previous data points. Combinations of these ideas produce
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that investigates how certain known functions (for example,
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it is used for signal detection. Other applications are in
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Woodward, W. A., Gray, H. L. & Elliott, A. C. (2012),
2173:"Ordinal Time Series Forecasting of the Air Quality Index" 1025:
Many of these models are collected in the python package
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Methods of time series analysis may also be divided into
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to examine cyclic behavior which need not be related to
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Time Series Analysis: forecasting and control, rev. ed.
2589:. Springer Science & Business Media. p. 227. 2379:. Springer Science & Business Media. p. 165. 5882: 1007:(MSMF) techniques for modeling volatility evolution. 963:
autoregressive fractionally integrated moving-average
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Autoregressive conditional heteroskedasticity (ARCH)
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and a higher risk of producing meaningless results.
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A. (Eds.) (1994), 2836:"A Review of Subsequence Time Series Clustering" 2518:Motulsky, Harvey; Christopoulos, Arthur (2004). 2277:Fourier Analysis of Time Series: An Introduction 29:Time (disambiguation) § Film and television 5017:Multivariate adaptive regression splines (MARS) 3303:(2006). "25 Tears of Time Series Forecasting". 3156:"Seizure prediction: the long and winding road" 2740:Journal of the American Statistical Association 2131:Foundations of Data Organization and Algorithms 1613:Loss of recurrence (degree of non-stationarity) 522:refers to the use of a fitted curve beyond the 489:Curve fitting is the process of constructing a 82:A time series is very frequently plotted via a 2715:Numerical Methods for Scientists and Engineers 2458:Numerical Methods in Engineering with Python 3 2406:: Why So Many Predictions Fail-but Some Don't. 1745:Pearson product-moment correlation coefficient 1610:Surrogate time series and surrogate correction 3572: 3199:"Measuring the 'Complexity' of a time series" 3114: 3112: 989:autoregressive conditional heteroskedasticity 391:, where time series analysis can be used for 8: 3553:— A practical guide to Time series analysis. 2811:(slides of a talk at Spark Summit East 2016) 363:the primary goal of time series analysis is 3358:Time Series Analysis by State Space Methods 2485:. Cambridge University Press. p. 349. 5626: 5613: 5530: 5336: 5205: 5180: 4951: 4927: 4655: 4438: 4239: 4226: 4009: 3996: 3635: 3626: 3613: 3579: 3565: 3557: 2672:Community Analysis and Planning Techniques 2460:. Cambridge University Press. p. 21. 2377:Advanced Techniques of Population Analysis 2352:Curve Fitting for Programmable Calculators 526:of the observed data, and is subject to a 3446:High Performance Discovery in Time Series 3316: 3217: 3173: 2948:Kantz, Holger; Thomas, Schreiber (2004). 2861: 2851: 2206: 2196: 1975: 978:nonlinear autoregressive exogenous models 2302:Applied Statistical Time Series Analysis 1003:dependence at multiple scales. See also 959:autoregressive integrated moving-average 949:(MA) models. These three classes depend 697:To some extent, the different problems ( 5889: 3274:Tominski, Christian; Aigner, Wolfgang. 1958: 1750:Spearman's rank correlation coefficient 709:) have received a unified treatment in 686:is a finite set, one is dealing with a 650:, several techniques for approximating 497:, that has the best fit to a series of 198:Time series analysis can be applied to 134:, and largely in any domain of applied 5543:Kaplan–Meier estimator (product limit) 2952:. London: Cambridge University Press. 1970:. New York: ACM Press. pp. 2–11. 1741:Data interpreted as stochastic series 1703:Data as vectors in a metrizable space 690:problem instead. A related problem of 3465:Shumway R. H., Stoffer D. S. (2017), 1180:and cross-spectral density functions) 622:Second, the target function, call it 513:, which focuses more on questions of 75:, and the daily closing value of the 7: 5853: 5553:Accelerated failure time (AFT) model 3307:. Twenty Five Years of Forecasting. 3305:International Journal of Forecasting 1828:Reduced line chart (small multiples) 749:Fully formed statistical models for 654:may be applicable. For example, if 441:can help overcome these challenges. 5865: 5148:Analysis of variance (ANOVA, anova) 3370:The Nature of Mathematical Modeling 2919:The Nature of Mathematical Modeling 2327:Practical Handbook of Curve Fitting 1718:Data as time series with envelopes 1338:Time-frequency analysis techniques: 419:Tuberculosis incidence US 1953–2009 5243:Cochran–Mantel–Haenszel statistics 3869:Pearson product-moment correlation 3522:(1st ed.). Packt Publishing. 2483:Numerical Methods of Curve Fitting 1385:Recurrence quantification analysis 1300:Shewhart individuals control chart 908:Subsequence time series clustering 25: 3427:Spectral Analysis and Time Series 3349:, Oakland, California: Holden-Day 3056:, Elsevier Science, Oxford, 2003 2975:Analysis of Observed Chaotic Data 2973:Abarbanel, Henry (Nov 25, 1997). 2887:Knowledge and Information Systems 2808:"Time Series Analysis with Spark" 2375:Halli, S. S.; Rao, K. V. (1992). 1411:that can be used for time series 1193:to investigate the series in the 914:induced by the feature extraction 36:Sequence of data points over time 5892: 5864: 5852: 5840: 5827: 5826: 3327:10.1016/j.ijforecast.2006.01.001 3087:10.1111/j.1460-9568.2011.07987.x 3075:European Journal of Neuroscience 2420:Data Preparation for Data Mining 1323:Nonlinear mixed-effects modeling 1018:. HMM models are widely used in 827:and filtering of signals in the 5502:Least-squares spectral analysis 2670:Klosterman, Richard E. (1990). 2646:Encyclopedia of Research Design 1896:Least-squares spectral analysis 1645:Dynamical Entrainment (physics) 4483:Mean-unbiased minimum-variance 2950:Nonlinear Time Series Analysis 2752:10.1080/01621459.1962.10500812 1861:Detrended fluctuation analysis 1540:Fluctuation dispersion entropy 1481:Univariate non-linear measures 1318:Detrended fluctuation analysis 1: 5796:Geographic information system 5012:Simultaneous equations models 2620:10.1016/S0076-695X(08)60643-2 2481:Guest, Philip George (2012). 1638:Bivariate non-linear measures 1631:Coherence (signal processing) 1217:empirical orthogonal function 1154:time–frequency representation 1005:Markov switching multifractal 955:autoregressive moving-average 315:A time series is one type of 266:stationary stochastic process 4979:Coefficient of determination 4590:Uniformly most powerful test 3506:Applied Time Series Analysis 3197:Land, Bruce; Elias, Damian. 2840:The Scientific World Journal 2562:10.1007/978-3-642-05036-7_65 2039:10.1016/j.patcog.2005.01.025 1856:Decomposition of time series 1699:Prais–Winsten transformation 1363:Fractional Fourier transform 1353:Short-time Fourier transform 1348:Continuous wavelet transform 1282:Multi expression programming 1236:Unobserved components models 1213:Principal component analysis 1156:of a time-series or signal. 473:decomposition of time series 229:methods. The former include 77:Dow Jones Industrial Average 5548:Proportional hazards models 5492:Spectral density estimation 5474:Vector autoregression (VAR) 4908:Maximum posterior estimator 4140:Randomized controlled trial 3052:Boashash, B. (ed.), (2003) 2522:. Oxford University Press. 2325:Arlinghaus, Sandra (1994). 2300:Shumway, Robert H. (1988). 1947:Unevenly spaced time series 1272:Gene expression programming 1178:cross-correlation functions 1073:Another common notation is 837:spectral density estimation 713:, where they are viewed as 711:statistical learning theory 264:assume that the underlying 90:). Time series are used in 5951: 5308:Multivariate distributions 3728:Average absolute deviation 3407:Princeton University Press 3374:Cambridge University Press 3368:Gershenfeld, Neil (2000), 3345:; Jenkins, Gwilym (1976), 3243:10.1109/IEMBS.2003.1280532 3133:10.1109/TASSP.1978.1163055 2275:Bloomfield, Peter (1976). 2244:10.1109/vlhcc.2016.7739668 1769:CramĂ©r–von Mises criterion 1642:Non-linear interdependence 1445:energy (signal processing) 1424:Univariate linear measures 1247:Artificial neural networks 1223:Singular spectrum analysis 987:). These models represent 873: 823:This approach is based on 812: 797:Statistical classification 794: 721:Prediction and forecasting 587: 482: 444:Other techniques include: 422: 132:communications engineering 26: 5822: 5625: 5612: 5296:Structural equation model 5204: 5179: 4950: 4926: 4658: 4632:Score/Lagrange multiplier 4238: 4225: 4047:Sample size determination 4008: 3995: 3625: 3612: 3594: 3024:10.1007/s10346-015-0589-y 2899:10.1007/s10115-004-0172-7 2806:Sandy Ryza (2020-03-18). 2775:10.1109/ICDE.2010.5447930 2713:Hamming, Richard (2012). 2643:Salkind, Neil J. (2010). 2350:Kolb, William M. (1984). 1866:Digital signal processing 1834:Circular silhouette graph 1619:Bivariate linear measures 1584:Other univariate measures 1174:spectral density function 1139:second-order stationarity 865:Digital signal processing 682:(range or target set) of 377:communication engineering 278:non-parametric approaches 5791:Environmental statistics 5313:Elliptical distributions 5106:Generalized linear model 5035:Simple linear regression 4805:Hodges–Lehmann estimator 4262:Probability distribution 4171:Stochastic approximation 3733:Coefficient of variation 2585:Hauser, John R. (2009). 2456:Kiusalaas, Jaan (2013). 2404:The Signal and the Noise 2074:10.1016/j.is.2015.04.007 1758:probability distribution 1333:Dynamic Bayesian network 1170:autocorrelation function 1016:dynamic Bayesian network 876:Time-series segmentation 557:is used where piecewise 551:polynomial interpolation 280:explicitly estimate the 5935:Mathematics in medicine 5451:Cross-correlation (XCF) 5059:Non-standard predictors 4493:Lehmann–ScheffĂ© theorem 4166:Adaptive clinical trial 3362:Oxford University Press 3356:, Koopman S.J. (2001), 2717:. Courier Corporation. 2140:10.1007/3-540-57301-1_5 1764:Kolmogorov–Smirnov test 1552:Marginal predictability 1449:Characteristics of the 1439:Spectral edge frequency 1407:Time-series metrics or 1150:time-frequency analysis 1041:that is indexed by the 997:doubly stochastic model 847:, electrical engineers 658:is an operation on the 321:cross-sectional dataset 180:cross-sectional studies 5920:Statistical data types 5847:Mathematics portal 5668:Engineering statistics 5576:Nelson–Aalen estimator 5153:Analysis of covariance 5040:Ordinary least squares 4964:Pearson product-moment 4368:Statistical functional 4279:Empirical distribution 4112:Controlled experiments 3841:Frequency distribution 3619:Descriptive statistics 3516:Auffarth, Ben (2021). 3237:. pp. 2933–2936. 2977:. New York: Springer. 1756:Data interpreted as a 1589:Algorithmic complexity 1565:dissimilarity measures 1485:Measures based on the 1343:Fast Fourier transform 1252:Support vector machine 883:change-point detection 590:Function approximation 584:Function approximation 538: 420: 120:electroencephalography 44: 5763:Population statistics 5705:System identification 5439:Autocorrelation (ACF) 5367:Exponential smoothing 5281:Discriminant analysis 5276:Canonical correlation 5140:Partition of variance 5002:Regression validation 4846:(Jonckheere–Terpstra) 4745:Likelihood-ratio test 4434:Frequentist inference 4346:Location–scale family 4267:Sampling distribution 4232:Statistical inference 4199:Cross-sectional study 4186:Observational studies 4145:Randomized experiment 3974:Stem-and-leaf display 3776:Central limit theorem 2649:. SAGE. p. 266. 2418:Pyle, Dorian (1999). 2105:10.1145/775047.775062 1986:10.1145/882082.882086 1650:phase synchronization 1594:Kolmogorov complexity 1493:Correlation dimension 1375:Correlation dimension 1227:"Structural" models: 1168:Consideration of the 1152:which makes use of a 1146:seasonally stationary 967:vector autoregression 903:time point clustering 751:stochastic simulation 735:statistical inference 707:fitness approximation 678:can be used. If the 536: 528:degree of uncertainty 515:statistical inference 495:mathematical function 423:Further information: 418: 262:parametric approaches 237:; the latter include 184:spatial data analysis 116:earthquake prediction 86:(which is a temporal 42: 5686:Probabilistic design 5271:Principal components 5114:Exponential families 5066:Nonlinear regression 5045:General linear model 5007:Mixed effects models 4997:Errors and residuals 4974:Confounding variable 4876:Bayesian probability 4854:Van der Waerden test 4844:Ordered alternative 4609:Multiple comparisons 4488:Rao–Blackwellization 4451:Estimating equations 4407:Statistical distance 4125:Factorial experiment 3658:Arithmetic-Geometric 3403:Time Series Analysis 3299:De Gooijer, Jan G.; 3175:10.1093/brain/awl241 2769:. pp. 924–935. 2099:. pp. 102–111. 1936:Time series database 1712:Mahalanobis distance 1694:Newey–West estimator 1674:Dynamic time warping 1606:Rough path signature 1557:Dynamical similarity 1548:Higher-order methods 1498:Correlation integral 1468:Autoregressive model 1429:Moment (mathematics) 1328:Dynamic time warping 961:(ARIMA) models. The 943:(I) models, and the 931:stochastic processes 739:predictive inference 601:approximation theory 555:spline interpolation 451:analysis to examine 425:Exploratory analysis 411:Exploratory analysis 399:, query by content, 367:. In the context of 349:quantitative finance 274:moving-average model 217:Methods for analysis 108:mathematical finance 5758:Official statistics 5681:Methods engineering 5362:Seasonal adjustment 5130:Poisson regressions 5050:Bayesian regression 4989:Regression analysis 4969:Partial correlation 4941:Regression analysis 4540:Prediction interval 4535:Likelihood interval 4525:Confidence interval 4517:Interval estimation 4478:Unbiased estimators 4296:Model specification 4176:Up-and-down designs 3864:Partial correlation 3820:Index of dispersion 3738:Interquartile range 3444:Shasha, D. (2004), 3016:2016Lands..13..437T 2853:10.1155/2014/312521 2422:. Morgan Kaufmann. 2189:2021Entrp..23.1167C 2062:Information Systems 2031:2005PatRe..38.1857W 2019:Pattern Recognition 1921:Seasonal adjustment 1846:Anomaly time series 1679:Hidden Markov model 1663:Similarity measures 1600:Hidden Markov model 1573:Permutation methods 1513:Approximate entropy 1508:Correlation entropy 1503:Correlation density 1434:Spectral band power 1417:regression analysis 1277:Hidden Markov model 1267:Genetic programming 1206:to remove unwanted 1135:strict stationarity 1012:hidden Markov model 715:supervised learning 672:regression analysis 511:regression analysis 385:pattern recognition 373:control engineering 202:, continuous data, 172:regression analysis 124:control engineering 112:weather forecasting 100:pattern recognition 27:For TV series, see 5778:Spatial statistics 5658:Medical statistics 5558:First hitting time 5512:Whittle likelihood 5163:Degrees of freedom 5158:Multivariate ANOVA 5091:Heteroscedasticity 4903:Bayesian estimator 4868:Bayesian inference 4717:Kolmogorov–Smirnov 4602:Randomization test 4572:Testing hypotheses 4545:Tolerance interval 4456:Maximum likelihood 4351:Exponential family 4284:Density estimation 4244:Statistical theory 4204:Natural experiment 4150:Scientific control 4067:Survey methodology 3753:Standard deviation 2238:. pp. 78–86. 1916:Scaled correlation 1901:Monte Carlo method 1886:Frequency spectrum 1788:Overlapping charts 1735:standard deviation 1729:standard deviation 1723:standard deviation 1707:Minkowski distance 1537:Dispersion entropy 1390:Lyapunov exponents 1358:Chirplet transform 1232:state space models 1137:and wide-sense or 1123:Stationary process 1020:speech recognition 985:heteroskedasticity 617:rational functions 605:numerical analysis 539: 421: 339:In the context of 247:scaled correlation 193:time reversibility 168:stochastic process 45: 5880: 5879: 5818: 5817: 5814: 5813: 5753:National accounts 5723:Actuarial science 5715:Social statistics 5608: 5607: 5604: 5603: 5600: 5599: 5535:Survival function 5520: 5519: 5382:Granger causality 5223:Contingency table 5198:Survival analysis 5175: 5174: 5171: 5170: 5027:Linear regression 4922: 4921: 4918: 4917: 4893:Credible interval 4862: 4861: 4645: 4644: 4461:Method of moments 4330:Parametric family 4291:Statistical model 4221: 4220: 4217: 4216: 4135:Random assignment 4057:Statistical power 3991: 3990: 3987: 3986: 3836:Contingency table 3806: 3805: 3673:Generalized/power 3475:978-3-319-52451-1 3459:978-0-387-00857-8 3439:978-0-12-564901-8 3416:978-0-691-04289-3 3383:978-0-521-57095-4 3252:978-0-7803-7789-9 2784:978-1-4244-5445-7 2724:978-0-486-13482-6 2681:978-0-7425-7440-3 2656:978-1-4129-6127-1 2629:978-0-12-475913-8 2596:978-1-4020-9920-5 2571:978-3-642-05035-0 2529:978-0-19-803834-4 2492:978-1-107-64695-7 2467:978-1-139-62058-1 2429:978-1-55860-529-9 2386:978-0-306-43997-1 2361:978-0-943494-02-9 2336:978-0-8493-0143-8 2311:978-0-13-041500-4 2304:. Prentice-Hall. 2286:978-0-471-08256-9 2253:978-1-5090-0252-8 2198:10.3390/e23091167 2149:978-3-540-57301-2 2025:(11): 1857–1874. 1931:Signal processing 1926:Sequence analysis 1876:Estimation theory 1689:Total correlation 1669:Cross-correlation 1625:cross-correlation 1569:Lyapunov exponent 1474:Mann–Kendall test 1457:Hjorth parameters 1191:Fourier transform 939:(AR) models, the 861:Estimation theory 843:by mathematician 833:Fourier transform 825:harmonic analysis 819:Estimation theory 815:Signal processing 809:Signal estimation 609:special functions 603:is the branch of 458:Spectral analysis 453:serial dependence 439:heat map matrices 401:anomaly detection 369:signal processing 243:cross-correlation 231:spectral analysis 96:signal processing 16:(Redirected from 5942: 5930:Machine learning 5897: 5896: 5888: 5868: 5867: 5856: 5855: 5845: 5844: 5830: 5829: 5733:Crime statistics 5627: 5614: 5531: 5497:Fourier analysis 5484:Frequency domain 5464: 5411: 5377:Structural break 5337: 5286:Cluster analysis 5233:Log-linear model 5206: 5181: 5122: 5096:Homoscedasticity 4952: 4928: 4847: 4839: 4831: 4830:(Kruskal–Wallis) 4815: 4800: 4755:Cross validation 4740: 4722:Anderson–Darling 4669: 4656: 4627:Likelihood-ratio 4619:Parametric tests 4597:Permutation test 4580:1- & 2-tails 4471:Minimum distance 4443:Point estimation 4439: 4390:Optimal decision 4341: 4240: 4227: 4209:Quasi-experiment 4159:Adaptive designs 4010: 3997: 3874:Rank correlation 3636: 3627: 3614: 3581: 3574: 3567: 3558: 3540: 3538: 3536: 3462: 3423:Priestley, M. B. 3419: 3394: 3350: 3338: 3320: 3287: 3286: 3284: 3282: 3271: 3265: 3264: 3230: 3224: 3223: 3221: 3209: 3203: 3202: 3194: 3188: 3187: 3177: 3151: 3145: 3144: 3116: 3107: 3106: 3070: 3064: 3050: 3044: 3043: 2995: 2989: 2988: 2970: 2964: 2963: 2945: 2939: 2938: 2922: 2909: 2903: 2902: 2882: 2876: 2875: 2865: 2855: 2831: 2825: 2824: 2822: 2821: 2812: 2803: 2797: 2796: 2762: 2756: 2755: 2746:(300): 729–757. 2735: 2729: 2728: 2710: 2704: 2703: 2692: 2686: 2685: 2667: 2661: 2660: 2640: 2634: 2633: 2607: 2601: 2600: 2582: 2576: 2575: 2549: 2543: 2540: 2534: 2533: 2515: 2509: 2503: 2497: 2496: 2478: 2472: 2471: 2453: 2447: 2440: 2434: 2433: 2415: 2409: 2400: 2394: 2393: 2372: 2366: 2365: 2347: 2341: 2340: 2322: 2316: 2315: 2297: 2291: 2290: 2272: 2266: 2265: 2227: 2221: 2220: 2210: 2200: 2168: 2162: 2161: 2125: 2119: 2118: 2092: 2086: 2085: 2057: 2051: 2050: 2014: 2008: 2007: 1979: 1963: 1942:Trend estimation 1831:Silhouette graph 1818:Separated charts 1813: 1531: 1395:Entropy encoding 1380:Recurrence plots 1370:Chaotic analysis 1262:Gaussian process 1242:Machine learning 1195:frequency domain 1097: 1068: 849:Rudolf E. KĂĄlmĂĄn 829:frequency domain 779:and many others. 662:, techniques of 537:Growth equations 469:trend estimation 389:machine learning 239:auto-correlation 235:wavelet analysis 223:frequency-domain 211:English language 162:is the use of a 21: 5950: 5949: 5945: 5944: 5943: 5941: 5940: 5939: 5905: 5904: 5903: 5891: 5883: 5881: 5876: 5839: 5810: 5772: 5709: 5695:quality control 5662: 5644:Clinical trials 5621: 5596: 5580: 5568:Hazard function 5562: 5516: 5478: 5462: 5425: 5421:Breusch–Godfrey 5409: 5386: 5326: 5301:Factor analysis 5247: 5228:Graphical model 5200: 5167: 5134: 5120: 5100: 5054: 5021: 4983: 4946: 4945: 4914: 4858: 4845: 4837: 4829: 4813: 4798: 4777:Rank statistics 4771: 4750:Model selection 4738: 4696:Goodness of fit 4690: 4667: 4641: 4613: 4566: 4511: 4500:Median unbiased 4428: 4339: 4272:Order statistic 4234: 4213: 4180: 4154: 4106: 4061: 4004: 4002:Data collection 3983: 3895: 3850: 3824: 3802: 3762: 3714: 3631:Continuous data 3621: 3608: 3590: 3585: 3547: 3534: 3532: 3530: 3515: 3460: 3443: 3417: 3399:Hamilton, James 3397: 3384: 3367: 3341: 3318:10.1.1.154.9227 3301:Hyndman, Rob J. 3298: 3295: 3293:Further reading 3290: 3280: 3278: 3273: 3272: 3268: 3253: 3232: 3231: 3227: 3211: 3210: 3206: 3196: 3195: 3191: 3153: 3152: 3148: 3118: 3117: 3110: 3072: 3071: 3067: 3051: 3047: 2997: 2996: 2992: 2985: 2972: 2971: 2967: 2960: 2947: 2946: 2942: 2935: 2913:Gershenfeld, N. 2911: 2910: 2906: 2884: 2883: 2879: 2833: 2832: 2828: 2819: 2817: 2810: 2805: 2804: 2800: 2785: 2764: 2763: 2759: 2737: 2736: 2732: 2725: 2712: 2711: 2707: 2694: 2693: 2689: 2682: 2669: 2668: 2664: 2657: 2642: 2641: 2637: 2630: 2609: 2608: 2604: 2597: 2584: 2583: 2579: 2572: 2551: 2550: 2546: 2541: 2537: 2530: 2517: 2516: 2512: 2504: 2500: 2493: 2480: 2479: 2475: 2468: 2455: 2454: 2450: 2441: 2437: 2430: 2417: 2416: 2412: 2401: 2397: 2387: 2374: 2373: 2369: 2362: 2349: 2348: 2344: 2337: 2324: 2323: 2319: 2312: 2299: 2298: 2294: 2287: 2274: 2273: 2269: 2254: 2229: 2228: 2224: 2170: 2169: 2165: 2150: 2127: 2126: 2122: 2115: 2094: 2093: 2089: 2059: 2058: 2054: 2016: 2015: 2011: 1996: 1965: 1964: 1960: 1956: 1951: 1871:Distributed lag 1841: 1820: 1807: 1790: 1781: 1623:Maximum linear 1534:Wavelet entropy 1525: 1523:Fourier entropy 1451:autocorrelation 1405: 1289:Queueing theory 1162: 1128:Ergodic process 1116: 1086: 1077: 1066: 1059: 1049: 1043:natural numbers 1035: 927: 910: 891: 878: 872: 821: 811: 799: 793: 723: 592: 586: 487: 481: 449:Autocorrelation 427: 413: 337: 329: 313: 219: 142:which involves 55:is a series of 37: 32: 23: 22: 15: 12: 11: 5: 5948: 5946: 5938: 5937: 5932: 5927: 5922: 5917: 5907: 5906: 5902: 5901: 5878: 5877: 5875: 5874: 5862: 5850: 5836: 5823: 5820: 5819: 5816: 5815: 5812: 5811: 5809: 5808: 5803: 5798: 5793: 5788: 5782: 5780: 5774: 5773: 5771: 5770: 5765: 5760: 5755: 5750: 5745: 5740: 5735: 5730: 5725: 5719: 5717: 5711: 5710: 5708: 5707: 5702: 5697: 5688: 5683: 5678: 5672: 5670: 5664: 5663: 5661: 5660: 5655: 5650: 5641: 5639:Bioinformatics 5635: 5633: 5623: 5622: 5617: 5610: 5609: 5606: 5605: 5602: 5601: 5598: 5597: 5595: 5594: 5588: 5586: 5582: 5581: 5579: 5578: 5572: 5570: 5564: 5563: 5561: 5560: 5555: 5550: 5545: 5539: 5537: 5528: 5522: 5521: 5518: 5517: 5515: 5514: 5509: 5504: 5499: 5494: 5488: 5486: 5480: 5479: 5477: 5476: 5471: 5466: 5458: 5453: 5448: 5447: 5446: 5444:partial (PACF) 5435: 5433: 5427: 5426: 5424: 5423: 5418: 5413: 5405: 5400: 5394: 5392: 5391:Specific tests 5388: 5387: 5385: 5384: 5379: 5374: 5369: 5364: 5359: 5354: 5349: 5343: 5341: 5334: 5328: 5327: 5325: 5324: 5323: 5322: 5321: 5320: 5305: 5304: 5303: 5293: 5291:Classification 5288: 5283: 5278: 5273: 5268: 5263: 5257: 5255: 5249: 5248: 5246: 5245: 5240: 5238:McNemar's test 5235: 5230: 5225: 5220: 5214: 5212: 5202: 5201: 5184: 5177: 5176: 5173: 5172: 5169: 5168: 5166: 5165: 5160: 5155: 5150: 5144: 5142: 5136: 5135: 5133: 5132: 5116: 5110: 5108: 5102: 5101: 5099: 5098: 5093: 5088: 5083: 5078: 5076:Semiparametric 5073: 5068: 5062: 5060: 5056: 5055: 5053: 5052: 5047: 5042: 5037: 5031: 5029: 5023: 5022: 5020: 5019: 5014: 5009: 5004: 4999: 4993: 4991: 4985: 4984: 4982: 4981: 4976: 4971: 4966: 4960: 4958: 4948: 4947: 4944: 4943: 4938: 4932: 4931: 4924: 4923: 4920: 4919: 4916: 4915: 4913: 4912: 4911: 4910: 4900: 4895: 4890: 4889: 4888: 4883: 4872: 4870: 4864: 4863: 4860: 4859: 4857: 4856: 4851: 4850: 4849: 4841: 4833: 4817: 4814:(Mann–Whitney) 4809: 4808: 4807: 4794: 4793: 4792: 4781: 4779: 4773: 4772: 4770: 4769: 4768: 4767: 4762: 4757: 4747: 4742: 4739:(Shapiro–Wilk) 4734: 4729: 4724: 4719: 4714: 4706: 4700: 4698: 4692: 4691: 4689: 4688: 4680: 4671: 4659: 4653: 4651:Specific tests 4647: 4646: 4643: 4642: 4640: 4639: 4634: 4629: 4623: 4621: 4615: 4614: 4612: 4611: 4606: 4605: 4604: 4594: 4593: 4592: 4582: 4576: 4574: 4568: 4567: 4565: 4564: 4563: 4562: 4557: 4547: 4542: 4537: 4532: 4527: 4521: 4519: 4513: 4512: 4510: 4509: 4504: 4503: 4502: 4497: 4496: 4495: 4490: 4475: 4474: 4473: 4468: 4463: 4458: 4447: 4445: 4436: 4430: 4429: 4427: 4426: 4421: 4416: 4415: 4414: 4404: 4399: 4398: 4397: 4387: 4386: 4385: 4380: 4375: 4365: 4360: 4355: 4354: 4353: 4348: 4343: 4327: 4326: 4325: 4320: 4315: 4305: 4304: 4303: 4298: 4288: 4287: 4286: 4276: 4275: 4274: 4264: 4259: 4254: 4248: 4246: 4236: 4235: 4230: 4223: 4222: 4219: 4218: 4215: 4214: 4212: 4211: 4206: 4201: 4196: 4190: 4188: 4182: 4181: 4179: 4178: 4173: 4168: 4162: 4160: 4156: 4155: 4153: 4152: 4147: 4142: 4137: 4132: 4127: 4122: 4116: 4114: 4108: 4107: 4105: 4104: 4102:Standard error 4099: 4094: 4089: 4088: 4087: 4082: 4071: 4069: 4063: 4062: 4060: 4059: 4054: 4049: 4044: 4039: 4034: 4032:Optimal design 4029: 4024: 4018: 4016: 4006: 4005: 4000: 3993: 3992: 3989: 3988: 3985: 3984: 3982: 3981: 3976: 3971: 3966: 3961: 3956: 3951: 3946: 3941: 3936: 3931: 3926: 3921: 3916: 3911: 3905: 3903: 3897: 3896: 3894: 3893: 3888: 3887: 3886: 3881: 3871: 3866: 3860: 3858: 3852: 3851: 3849: 3848: 3843: 3838: 3832: 3830: 3829:Summary tables 3826: 3825: 3823: 3822: 3816: 3814: 3808: 3807: 3804: 3803: 3801: 3800: 3799: 3798: 3793: 3788: 3778: 3772: 3770: 3764: 3763: 3761: 3760: 3755: 3750: 3745: 3740: 3735: 3730: 3724: 3722: 3716: 3715: 3713: 3712: 3707: 3702: 3701: 3700: 3695: 3690: 3685: 3680: 3675: 3670: 3665: 3663:Contraharmonic 3660: 3655: 3644: 3642: 3633: 3623: 3622: 3617: 3610: 3609: 3607: 3606: 3601: 3595: 3592: 3591: 3586: 3584: 3583: 3576: 3569: 3561: 3555: 3554: 3546: 3545:External links 3543: 3542: 3541: 3529:978-1801819626 3528: 3513: 3502: 3488: 3485:Addison-Wesley 3477: 3463: 3458: 3441: 3431:Academic Press 3420: 3415: 3395: 3382: 3365: 3351: 3339: 3311:(3): 443–473. 3294: 3291: 3289: 3288: 3266: 3251: 3225: 3204: 3189: 3168:(2): 314–333. 3146: 3108: 3081:(5): 742–762. 3065: 3045: 3010:(3): 437–450. 2990: 2984:978-0387983721 2983: 2965: 2959:978-0521529020 2958: 2940: 2934:978-0521570954 2933: 2904: 2893:(2): 154–177. 2877: 2826: 2798: 2783: 2757: 2730: 2723: 2705: 2687: 2680: 2662: 2655: 2635: 2628: 2602: 2595: 2577: 2570: 2544: 2535: 2528: 2510: 2498: 2491: 2473: 2466: 2448: 2444:Jaan Kiusalaas 2435: 2428: 2410: 2408:By Nate Silver 2395: 2385: 2367: 2360: 2342: 2335: 2317: 2310: 2292: 2285: 2267: 2252: 2222: 2163: 2148: 2120: 2113: 2087: 2052: 2009: 1994: 1977:10.1.1.14.5597 1957: 1955: 1952: 1950: 1949: 1944: 1939: 1933: 1928: 1923: 1918: 1913: 1908: 1906:Panel analysis 1903: 1898: 1893: 1891:Hurst exponent 1888: 1883: 1878: 1873: 1868: 1863: 1858: 1853: 1848: 1842: 1840: 1837: 1836: 1835: 1832: 1829: 1826: 1824:Horizon graphs 1819: 1816: 1815: 1814: 1802: 1799: 1796: 1794:Braided graphs 1789: 1786: 1780: 1777: 1776: 1775: 1774: 1773: 1772: 1771: 1766: 1754: 1753: 1752: 1747: 1739: 1738: 1737: 1731: 1725: 1716: 1715: 1714: 1709: 1701: 1696: 1691: 1686: 1681: 1676: 1671: 1660: 1659: 1658: 1652: 1646: 1643: 1635: 1634: 1633: 1627: 1616: 1615: 1614: 1611: 1608: 1603: 1597: 1591: 1581: 1580: 1579: 1574: 1571: 1566: 1560: 1554: 1549: 1546: 1541: 1538: 1535: 1532: 1520: 1518:Sample entropy 1515: 1510: 1505: 1500: 1495: 1490: 1478: 1477: 1476: 1471: 1465: 1459: 1454: 1447: 1441: 1436: 1431: 1413:classification 1404: 1401: 1400: 1399: 1398: 1397: 1392: 1387: 1382: 1377: 1367: 1366: 1365: 1360: 1355: 1350: 1345: 1335: 1330: 1325: 1320: 1315: 1314: 1313: 1308: 1302: 1292: 1286: 1285: 1284: 1279: 1274: 1269: 1264: 1259: 1254: 1249: 1239: 1238: 1237: 1234: 1225: 1220: 1210: 1200: 1197: 1187: 1181: 1161: 1158: 1131: 1130: 1125: 1115: 1112: 1100: 1099: 1084: 1071: 1070: 1064: 1057: 1034: 1031: 946:moving-average 936:autoregressive 926: 923: 909: 906: 905: 904: 901: 898: 890: 887: 874:Main article: 871: 868: 845:Norbert Wiener 810: 807: 795:Main article: 792: 791:Classification 789: 788: 787: 780: 757: 754: 722: 719: 703:classification 688:classification 588:Main article: 585: 582: 483:Main article: 480: 477: 476: 475: 465: 455: 412: 409: 397:classification 336: 333: 328: 325: 312: 309: 270:autoregressive 258:non-parametric 218: 215: 146:measurements. 35: 24: 14: 13: 10: 9: 6: 4: 3: 2: 5947: 5936: 5933: 5931: 5928: 5926: 5923: 5921: 5918: 5916: 5913: 5912: 5910: 5900: 5895: 5890: 5886: 5873: 5872: 5863: 5861: 5860: 5851: 5849: 5848: 5843: 5837: 5835: 5834: 5825: 5824: 5821: 5807: 5804: 5802: 5801:Geostatistics 5799: 5797: 5794: 5792: 5789: 5787: 5784: 5783: 5781: 5779: 5775: 5769: 5768:Psychometrics 5766: 5764: 5761: 5759: 5756: 5754: 5751: 5749: 5746: 5744: 5741: 5739: 5736: 5734: 5731: 5729: 5726: 5724: 5721: 5720: 5718: 5716: 5712: 5706: 5703: 5701: 5698: 5696: 5692: 5689: 5687: 5684: 5682: 5679: 5677: 5674: 5673: 5671: 5669: 5665: 5659: 5656: 5654: 5651: 5649: 5645: 5642: 5640: 5637: 5636: 5634: 5632: 5631:Biostatistics 5628: 5624: 5620: 5615: 5611: 5593: 5592:Log-rank test 5590: 5589: 5587: 5583: 5577: 5574: 5573: 5571: 5569: 5565: 5559: 5556: 5554: 5551: 5549: 5546: 5544: 5541: 5540: 5538: 5536: 5532: 5529: 5527: 5523: 5513: 5510: 5508: 5505: 5503: 5500: 5498: 5495: 5493: 5490: 5489: 5487: 5485: 5481: 5475: 5472: 5470: 5467: 5465: 5463:(Box–Jenkins) 5459: 5457: 5454: 5452: 5449: 5445: 5442: 5441: 5440: 5437: 5436: 5434: 5432: 5428: 5422: 5419: 5417: 5416:Durbin–Watson 5414: 5412: 5406: 5404: 5401: 5399: 5398:Dickey–Fuller 5396: 5395: 5393: 5389: 5383: 5380: 5378: 5375: 5373: 5372:Cointegration 5370: 5368: 5365: 5363: 5360: 5358: 5355: 5353: 5350: 5348: 5347:Decomposition 5345: 5344: 5342: 5338: 5335: 5333: 5329: 5319: 5316: 5315: 5314: 5311: 5310: 5309: 5306: 5302: 5299: 5298: 5297: 5294: 5292: 5289: 5287: 5284: 5282: 5279: 5277: 5274: 5272: 5269: 5267: 5264: 5262: 5259: 5258: 5256: 5254: 5250: 5244: 5241: 5239: 5236: 5234: 5231: 5229: 5226: 5224: 5221: 5219: 5218:Cohen's kappa 5216: 5215: 5213: 5211: 5207: 5203: 5199: 5195: 5191: 5187: 5182: 5178: 5164: 5161: 5159: 5156: 5154: 5151: 5149: 5146: 5145: 5143: 5141: 5137: 5131: 5127: 5123: 5117: 5115: 5112: 5111: 5109: 5107: 5103: 5097: 5094: 5092: 5089: 5087: 5084: 5082: 5079: 5077: 5074: 5072: 5071:Nonparametric 5069: 5067: 5064: 5063: 5061: 5057: 5051: 5048: 5046: 5043: 5041: 5038: 5036: 5033: 5032: 5030: 5028: 5024: 5018: 5015: 5013: 5010: 5008: 5005: 5003: 5000: 4998: 4995: 4994: 4992: 4990: 4986: 4980: 4977: 4975: 4972: 4970: 4967: 4965: 4962: 4961: 4959: 4957: 4953: 4949: 4942: 4939: 4937: 4934: 4933: 4929: 4925: 4909: 4906: 4905: 4904: 4901: 4899: 4896: 4894: 4891: 4887: 4884: 4882: 4879: 4878: 4877: 4874: 4873: 4871: 4869: 4865: 4855: 4852: 4848: 4842: 4840: 4834: 4832: 4826: 4825: 4824: 4821: 4820:Nonparametric 4818: 4816: 4810: 4806: 4803: 4802: 4801: 4795: 4791: 4790:Sample median 4788: 4787: 4786: 4783: 4782: 4780: 4778: 4774: 4766: 4763: 4761: 4758: 4756: 4753: 4752: 4751: 4748: 4746: 4743: 4741: 4735: 4733: 4730: 4728: 4725: 4723: 4720: 4718: 4715: 4713: 4711: 4707: 4705: 4702: 4701: 4699: 4697: 4693: 4687: 4685: 4681: 4679: 4677: 4672: 4670: 4665: 4661: 4660: 4657: 4654: 4652: 4648: 4638: 4635: 4633: 4630: 4628: 4625: 4624: 4622: 4620: 4616: 4610: 4607: 4603: 4600: 4599: 4598: 4595: 4591: 4588: 4587: 4586: 4583: 4581: 4578: 4577: 4575: 4573: 4569: 4561: 4558: 4556: 4553: 4552: 4551: 4548: 4546: 4543: 4541: 4538: 4536: 4533: 4531: 4528: 4526: 4523: 4522: 4520: 4518: 4514: 4508: 4505: 4501: 4498: 4494: 4491: 4489: 4486: 4485: 4484: 4481: 4480: 4479: 4476: 4472: 4469: 4467: 4464: 4462: 4459: 4457: 4454: 4453: 4452: 4449: 4448: 4446: 4444: 4440: 4437: 4435: 4431: 4425: 4422: 4420: 4417: 4413: 4410: 4409: 4408: 4405: 4403: 4400: 4396: 4395:loss function 4393: 4392: 4391: 4388: 4384: 4381: 4379: 4376: 4374: 4371: 4370: 4369: 4366: 4364: 4361: 4359: 4356: 4352: 4349: 4347: 4344: 4342: 4336: 4333: 4332: 4331: 4328: 4324: 4321: 4319: 4316: 4314: 4311: 4310: 4309: 4306: 4302: 4299: 4297: 4294: 4293: 4292: 4289: 4285: 4282: 4281: 4280: 4277: 4273: 4270: 4269: 4268: 4265: 4263: 4260: 4258: 4255: 4253: 4250: 4249: 4247: 4245: 4241: 4237: 4233: 4228: 4224: 4210: 4207: 4205: 4202: 4200: 4197: 4195: 4192: 4191: 4189: 4187: 4183: 4177: 4174: 4172: 4169: 4167: 4164: 4163: 4161: 4157: 4151: 4148: 4146: 4143: 4141: 4138: 4136: 4133: 4131: 4128: 4126: 4123: 4121: 4118: 4117: 4115: 4113: 4109: 4103: 4100: 4098: 4097:Questionnaire 4095: 4093: 4090: 4086: 4083: 4081: 4078: 4077: 4076: 4073: 4072: 4070: 4068: 4064: 4058: 4055: 4053: 4050: 4048: 4045: 4043: 4040: 4038: 4035: 4033: 4030: 4028: 4025: 4023: 4020: 4019: 4017: 4015: 4011: 4007: 4003: 3998: 3994: 3980: 3977: 3975: 3972: 3970: 3967: 3965: 3962: 3960: 3957: 3955: 3952: 3950: 3947: 3945: 3942: 3940: 3937: 3935: 3932: 3930: 3927: 3925: 3924:Control chart 3922: 3920: 3917: 3915: 3912: 3910: 3907: 3906: 3904: 3902: 3898: 3892: 3889: 3885: 3882: 3880: 3877: 3876: 3875: 3872: 3870: 3867: 3865: 3862: 3861: 3859: 3857: 3853: 3847: 3844: 3842: 3839: 3837: 3834: 3833: 3831: 3827: 3821: 3818: 3817: 3815: 3813: 3809: 3797: 3794: 3792: 3789: 3787: 3784: 3783: 3782: 3779: 3777: 3774: 3773: 3771: 3769: 3765: 3759: 3756: 3754: 3751: 3749: 3746: 3744: 3741: 3739: 3736: 3734: 3731: 3729: 3726: 3725: 3723: 3721: 3717: 3711: 3708: 3706: 3703: 3699: 3696: 3694: 3691: 3689: 3686: 3684: 3681: 3679: 3676: 3674: 3671: 3669: 3666: 3664: 3661: 3659: 3656: 3654: 3651: 3650: 3649: 3646: 3645: 3643: 3641: 3637: 3634: 3632: 3628: 3624: 3620: 3615: 3611: 3605: 3602: 3600: 3597: 3596: 3593: 3589: 3582: 3577: 3575: 3570: 3568: 3563: 3562: 3559: 3552: 3549: 3548: 3544: 3531: 3525: 3521: 3520: 3514: 3511: 3507: 3503: 3500: 3496: 3492: 3489: 3486: 3482: 3478: 3476: 3472: 3468: 3464: 3461: 3455: 3451: 3447: 3442: 3440: 3436: 3432: 3428: 3424: 3421: 3418: 3412: 3408: 3404: 3400: 3396: 3393: 3389: 3385: 3379: 3375: 3371: 3366: 3363: 3359: 3355: 3352: 3348: 3344: 3340: 3336: 3332: 3328: 3324: 3319: 3314: 3310: 3306: 3302: 3297: 3296: 3292: 3277: 3270: 3267: 3262: 3258: 3254: 3248: 3244: 3240: 3236: 3229: 3226: 3220: 3215: 3208: 3205: 3200: 3193: 3190: 3185: 3181: 3176: 3171: 3167: 3163: 3162: 3157: 3150: 3147: 3142: 3138: 3134: 3130: 3126: 3122: 3115: 3113: 3109: 3104: 3100: 3096: 3092: 3088: 3084: 3080: 3076: 3069: 3066: 3063: 3062:0-08-044335-4 3059: 3055: 3049: 3046: 3041: 3037: 3033: 3029: 3025: 3021: 3017: 3013: 3009: 3005: 3001: 2994: 2991: 2986: 2980: 2976: 2969: 2966: 2961: 2955: 2951: 2944: 2941: 2936: 2930: 2926: 2921: 2920: 2914: 2908: 2905: 2900: 2896: 2892: 2888: 2881: 2878: 2873: 2869: 2864: 2859: 2854: 2849: 2845: 2841: 2837: 2830: 2827: 2816: 2809: 2802: 2799: 2794: 2790: 2786: 2780: 2776: 2772: 2768: 2761: 2758: 2753: 2749: 2745: 2741: 2734: 2731: 2726: 2720: 2716: 2709: 2706: 2701: 2698: 2691: 2688: 2683: 2677: 2673: 2666: 2663: 2658: 2652: 2648: 2647: 2639: 2636: 2631: 2625: 2621: 2617: 2613: 2606: 2603: 2598: 2592: 2588: 2581: 2578: 2573: 2567: 2563: 2559: 2555: 2548: 2545: 2539: 2536: 2531: 2525: 2521: 2514: 2511: 2508: 2502: 2499: 2494: 2488: 2484: 2477: 2474: 2469: 2463: 2459: 2452: 2449: 2445: 2439: 2436: 2431: 2425: 2421: 2414: 2411: 2407: 2405: 2399: 2396: 2392: 2388: 2382: 2378: 2371: 2368: 2363: 2357: 2353: 2346: 2343: 2338: 2332: 2329:. CRC Press. 2328: 2321: 2318: 2313: 2307: 2303: 2296: 2293: 2288: 2282: 2278: 2271: 2268: 2263: 2259: 2255: 2249: 2245: 2241: 2237: 2233: 2226: 2223: 2218: 2214: 2209: 2204: 2199: 2194: 2190: 2186: 2182: 2178: 2174: 2167: 2164: 2159: 2155: 2151: 2145: 2141: 2137: 2133: 2132: 2124: 2121: 2116: 2114:1-58113-567-X 2110: 2106: 2102: 2098: 2091: 2088: 2083: 2079: 2075: 2071: 2067: 2063: 2056: 2053: 2048: 2044: 2040: 2036: 2032: 2028: 2024: 2020: 2013: 2010: 2005: 2001: 1997: 1995:9781450374224 1991: 1987: 1983: 1978: 1973: 1969: 1962: 1959: 1953: 1948: 1945: 1943: 1940: 1937: 1934: 1932: 1929: 1927: 1924: 1922: 1919: 1917: 1914: 1912: 1909: 1907: 1904: 1902: 1899: 1897: 1894: 1892: 1889: 1887: 1884: 1882: 1879: 1877: 1874: 1872: 1869: 1867: 1864: 1862: 1859: 1857: 1854: 1852: 1849: 1847: 1844: 1843: 1838: 1833: 1830: 1827: 1825: 1822: 1821: 1817: 1811: 1806: 1803: 1800: 1797: 1795: 1792: 1791: 1787: 1785: 1779:Visualization 1778: 1770: 1767: 1765: 1762: 1761: 1759: 1755: 1751: 1748: 1746: 1743: 1742: 1740: 1736: 1732: 1730: 1726: 1724: 1720: 1719: 1717: 1713: 1710: 1708: 1705: 1704: 1702: 1700: 1697: 1695: 1692: 1690: 1687: 1685: 1684:Edit distance 1682: 1680: 1677: 1675: 1672: 1670: 1667: 1666: 1664: 1661: 1657: 1656:phase locking 1654:Measures for 1653: 1651: 1648:Measures for 1647: 1644: 1641: 1640: 1639: 1636: 1632: 1628: 1626: 1622: 1621: 1620: 1617: 1612: 1609: 1607: 1604: 1601: 1598: 1595: 1592: 1590: 1587: 1586: 1585: 1582: 1578: 1575: 1572: 1570: 1567: 1564: 1561: 1558: 1555: 1553: 1550: 1547: 1545: 1544:RĂ©nyi entropy 1542: 1539: 1536: 1533: 1529: 1524: 1521: 1519: 1516: 1514: 1511: 1509: 1506: 1504: 1501: 1499: 1496: 1494: 1491: 1488: 1484: 1483: 1482: 1479: 1475: 1472: 1469: 1466: 1463: 1460: 1458: 1455: 1452: 1448: 1446: 1442: 1440: 1437: 1435: 1432: 1430: 1427: 1426: 1425: 1422: 1421: 1420: 1418: 1414: 1410: 1402: 1396: 1393: 1391: 1388: 1386: 1383: 1381: 1378: 1376: 1373: 1372: 1371: 1368: 1364: 1361: 1359: 1356: 1354: 1351: 1349: 1346: 1344: 1341: 1340: 1339: 1336: 1334: 1331: 1329: 1326: 1324: 1321: 1319: 1316: 1312: 1309: 1306: 1303: 1301: 1298: 1297: 1296: 1295:Control chart 1293: 1290: 1287: 1283: 1280: 1278: 1275: 1273: 1270: 1268: 1265: 1263: 1260: 1258: 1255: 1253: 1250: 1248: 1245: 1244: 1243: 1240: 1235: 1233: 1229: 1228: 1226: 1224: 1221: 1218: 1214: 1211: 1209: 1205: 1201: 1198: 1196: 1192: 1189:Performing a 1188: 1185: 1182: 1179: 1175: 1171: 1167: 1166: 1165: 1159: 1157: 1155: 1151: 1147: 1142: 1140: 1136: 1129: 1126: 1124: 1121: 1120: 1119: 1113: 1111: 1109: 1105: 1095: 1091: 1087: 1080: 1076: 1075: 1074: 1063: 1056: 1052: 1048: 1047: 1046: 1044: 1040: 1032: 1030: 1028: 1023: 1021: 1017: 1013: 1008: 1006: 1000: 998: 994: 990: 986: 981: 979: 975: 970: 968: 964: 960: 956: 952: 948: 947: 942: 938: 937: 932: 924: 922: 920: 915: 907: 902: 899: 896: 895: 894: 888: 886: 884: 877: 869: 867: 866: 862: 858: 857:Kalman filter 854: 850: 846: 842: 838: 834: 830: 826: 820: 816: 808: 806: 804: 803:sign language 798: 790: 785: 781: 778: 774: 770: 766: 762: 758: 755: 752: 748: 747: 746: 744: 740: 736: 733:is a part of 732: 728: 720: 718: 716: 712: 708: 704: 700: 695: 693: 689: 685: 681: 677: 676:curve fitting 673: 669: 668:extrapolation 665: 664:interpolation 661: 657: 653: 649: 645: 641: 637: 633: 629: 625: 620: 618: 614: 610: 606: 602: 597: 591: 583: 581: 579: 575: 574:interpolation 571: 570:Extrapolation 567: 565: 560: 556: 552: 547: 546:interpolation 542: 535: 531: 529: 525: 521: 520:Extrapolation 516: 512: 508: 504: 503:interpolation 500: 496: 492: 486: 485:Curve fitting 479:Curve fitting 478: 474: 470: 466: 463: 459: 456: 454: 450: 447: 446: 445: 442: 440: 434: 432: 426: 417: 410: 408: 406: 402: 398: 394: 390: 386: 382: 378: 374: 370: 366: 362: 358: 354: 350: 346: 342: 334: 332: 326: 324: 322: 318: 310: 308: 306: 302: 298: 294: 289: 287: 283: 279: 275: 271: 267: 263: 260:methods. The 259: 255: 250: 248: 244: 240: 236: 232: 228: 224: 216: 214: 212: 208: 205: 201: 196: 194: 189: 185: 181: 176: 173: 169: 165: 161: 160: 154: 153: 147: 145: 141: 137: 133: 129: 125: 121: 117: 113: 109: 105: 101: 97: 93: 89: 85: 80: 78: 74: 70: 66: 65:discrete-time 62: 58: 54: 50: 41: 34: 30: 19: 5869: 5857: 5838: 5831: 5743:Econometrics 5693: / 5676:Chemometrics 5653:Epidemiology 5646: / 5619:Applications 5461:ARIMA model 5408:Q-statistic 5357:Stationarity 5331: 5253:Multivariate 5196: / 5193: 5192: / 5190:Multivariate 5188: / 5128: / 5124: / 4898:Bayes factor 4797:Signed rank 4709: 4683: 4675: 4663: 4358:Completeness 4194:Cohort study 4092:Opinion poll 4027:Missing data 4014:Study design 3969:Scatter plot 3891:Scatter plot 3884:Spearman's ρ 3846:Grouped data 3533:. Retrieved 3518: 3505: 3494: 3480: 3469:, Springer, 3466: 3445: 3426: 3402: 3369: 3357: 3346: 3308: 3304: 3279:. Retrieved 3269: 3234: 3228: 3207: 3192: 3165: 3159: 3149: 3127:(1): 43–49. 3124: 3120: 3078: 3074: 3068: 3053: 3048: 3007: 3003: 2993: 2974: 2968: 2949: 2943: 2918: 2907: 2890: 2886: 2880: 2843: 2839: 2829: 2818:. 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Index

Time-series
Time (disambiguation) § Film and television

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data points
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discrete-time
tides
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