View source for Time series

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|Statistical problems in the theory of stochastic processes]]).



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====References====
<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  D.R. Brillinger,   "Time series. Data analysis and theory" , Holt, Rinehart &amp; Winston  (1974)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top">  T.W. Anderson,   "The statistical analysis of time series" , Wiley  (1971)</TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top">  M.B. Priestley,   "Spectral analysis and time series" , '''1–2''' , Acad. Press  (1981)</TD></TR></table>