Category:Time series

• High frequency data
• Time series

A

• Analysis of rhythmic variance
• Anomaly (natural sciences)
• Approximate entropy
• Autoregressive conditional duration

B

• Bayesian structural time series
• Berlin procedure
• Bispectrum

C

• CARIACO Ocean Time Series Program
• Chain linking
• Cointegration
• Correlation function
• Cross-correlation matrix

D

• Decomposition of time series
• Deflator
• Divisia index
• Dynamic factor
• Dynamic mode decomposition

E

• Economic data
• Exponential smoothing

F

• Forecasting
• Fourier analysis

H

• Hodrick–Prescott filter

I

• Interrupted time series

J

• Journal of Time Series Analysis

K

• Kernel (statistics)

L

• Lag operator
• Least-squares spectral analysis
• Long-range dependence

M

• Mean absolute error
• Mean absolute scaled error
• Measuring economic worth over time
• Moving average
• Moving average crossover

O

• Order of integration

P

• Partial autocorrelation function
• Phase dispersion minimization

R

• Rising moving average

S

• Satellite Image Time Series
• Seasonal adjustment
• Seasonal subseries plot
• Seasonally adjusted annual rate
• Secular variation
• Smoothing
• State observer
• Stationary distribution
• Stationary sequence
• Stochastic drift
• Structural break

T

• Time reversibility
• Time Warp Edit Distance
• Time-series segmentation
• Tracking signal
• Trend-stationary process

U

• Unevenly spaced time series

W

• Whittle likelihood
• Wold's theorem