Numerical Methods Using Java: For Data Science, Analysis, and Engineering

© Haksun Li, PhD 2022

H. Li, PhDNumerical Methods Using Javahttps://doi.org/10.1007/978-1-4842-6797-4_15

15. Time-Series Analysis

Haksun Li, PhD¹  

(1)

Hong Kong, China

 

Time-series analysis is a statistical technique that studies time-series data. A time series is a sequence of data points indexed in a discrete-time order. In general, a time series is a sequence taken at successive equally spaced points in time (but not necessarily). Examples of time series are daily closing values of the S&P 500 (SPX), the population in the last 100 years, and monthly sales figures. Time-series analysis is to extract meaningful statistics and other characteristics of time-series data. Time-series forecasting predicts future values based on observed values.

In regression ...