1. Time Series Data: Examples and Basic Concepts

  1. Søren Bisgaard and
  2. Murat Kulahci

Published Online: 31 MAY 2011

DOI: 10.1002/9781118056943.ch1

Time Series Analysis and Forecasting by Example

Time Series Analysis and Forecasting by Example

How to Cite

Bisgaard, S. and Kulahci, M. (2011) Time Series Data: Examples and Basic Concepts, in Time Series Analysis and Forecasting by Example, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118056943.ch1

Author Information

  1. Technical University of Denmark

Publication History

  1. Published Online: 31 MAY 2011
  2. Published Print: 5 JUL 2011

Book Series:

  1. Wiley Series in Probability and Statistics

Book Series Editors:

  1. Walter A. Shewhart and
  2. Samuel S. Wilks

ISBN Information

Print ISBN: 9780470540640

Online ISBN: 9781118056943

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Keywords:

  • autocorrelation;
  • impulse response function;
  • parsimonious models;
  • superposition principle;
  • time series analysis;
  • Wold decomposition theorem

Summary

This chapter presents major concepts in time series analysis through numerous examples, some of which are quite well known in the literature. The discussed concepts are autocorrelation, Wold decomposition theorem, impulse response function, superposition principle and parsimonious models. Examples of time series can be found in many different fields such as finance, economics, engineering, healthcare, and operations management, to name a few.

Controlled Vocabulary Terms

autocorrelation; time series analysis; Wold's theorem