Practical Time Series Analysis

Advanced processing and visualization of time series data

In many cases, the original time series needs to be transformed into aggregate statistics. For example, observations in the original time series might have been recorded at every second; however, in order to perform any meaningful analysis, data must be aggregated every minute. This would need resampling the observations over periods that are longer than the granular time indices in the original data. The aggregate statistics, such as mean, median, and variance, is calculated for each of the longer periods of time.

Another example of data pre-processing for time series, is computing aggregates over similar segments in the data. Consider the monthly sales of cars manufactured by company ...