# Time series

From Encyclopedia of Mathematics

Originally, in statistical literature, a series of observations at various moments of time (e.g. an economic time series, a weather time series). In the Soviet literature on economics, the term dynamic series is also employed. Since the middle of the 1920s the term has frequently denoted a stochastic process realized in practice through observations. Time series analysis means the statistical analysis of stochastic processes (cf. Statistical problems in the theory of stochastic processes).

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#### References

[a1] | D.R. Brillinger, "Time series. Data analysis and theory" , Holt, Rinehart & Winston (1974) |

[a2] | T.W. Anderson, "The statistical analysis of time series" , Wiley (1971) |

[a3] | M.B. Priestley, "Spectral analysis and time series" , 1–2 , Acad. Press (1981) |

**How to Cite This Entry:**

Time series. I.A. Ibragimov (originator),

*Encyclopedia of Mathematics.*URL: http://www.encyclopediaofmath.org/index.php?title=Time_series&oldid=16499

This text originally appeared in Encyclopedia of Mathematics - ISBN 1402006098