8 Data Analysis and Statistics for Geography, Environmental Science, and Engineering
1.10 TIME SERIES
A random or stochastic process is a collection of random variables with a distribution at each
timet. When the distribution, or being less restrictive its moments, do not vary with time, we have
the special case of stationary process that facilities analysis. A time series is a realization or
sample of a random process. In Chapter 7, we cover independent random processes or processes
such that the value at a given time is independent of past values. Then, after covering matrices
in Chapter9, we will study dependent random processes in Chapter 11. In these processes, the
value at a given time is dependent of past values; we will study these ...