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Time Series Analysis
| Name |
Time Series Analysis |
| Description |
The general task
Given are time series, which are ordered sets of
observations { x1, .., xn },
where xi denotes the observation at point i in
time, e.g. a real-valued vector.
The goal is to predict the behaviour at point n+1 in time, which possibly may be determined by a
function.
More special tasks
Given: time series
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Trend:
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Find a characterization of the direction of change
over time.
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Level Change:
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Find points in time, from where on the overall level
of observeable values will change.
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Cycles:
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Find cycles in the sequence of changes over time.
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