Time series analysis

Time series analysis studies observations recorded in time order to describe patterns, model dependence across observations, and forecast future values.

Autocorrelation: Autocorrelation measures the correlation between a time series and shifted versions of itself. It quantifies how strongly observations relate to earlier values at different time lags.
Stochastic process: A stochastic process is a collection of random variables indexed by time, space, or another ordered set. A time series is one observed realization of a process indexed by time.
Time-series forecasting: Time-series forecasting predicts future observations from historical values and temporal patterns. Forecasting is a central use of models fitted to ordered observations.
Cross-sectional data: Cross-sectional data record multiple units at a single point or period in time. Unlike a time series, these data do not primarily encode sequential dependence.
Trend estimation: Trend estimation identifies the long-term direction or level of change in a time series. It separates sustained movement from short-lived fluctuations.
Stationarity: Stationarity describes a process whose statistical properties remain stable under shifts in time. Many classical models rely on stable means, variances, or dependence over time.
Anomaly detection: Anomaly detection identifies observations that depart substantially from expected patterns. Temporal baselines help distinguish unusual events from ordinary seasonal variation.
Panel data: Panel data track multiple units across multiple time periods. They combine temporal structure with variation across individuals, firms, or places.
Seasonality: Seasonality is a recurring pattern in data associated with a fixed calendar or time interval. Recurring cycles can dominate observed variation and must be distinguished from long-term trend.
Time-series decomposition: Time-series decomposition separates a series into components such as trend, seasonality, and residual variation. It provides a basic way to distinguish recurring structure from irregular movement.

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