# Definition:Time Series/Discrete

< Definition:Time Series(Redirected from Definition:Discrete Time Series)

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## Definition

A **discrete time series** is such that the timestamps of the observations occur at well-defined instants, separated one from another by a time interval.

### Sampling

A **discrete time series** can be obtained by taking observations at predetermined instants from a comtinuous time series of measurements of the process in question.

### Accumulation

A **discrete time series** can be obtained by collecting a varying quantity over a period of time.

The observations are the measurements of the quantities at the end of each period.

## Also see

## Sources

- 1994: George E.P. Box, Gwilym M. Jenkins and Gregory C. Reinsel:
*Time Series Analysis: Forecasting and Control*(3rd ed.) ... (previous) ... (next):

- $1$: Introduction:
- $1.1$ Four Important Practical Problems:
- $1.1.1$ Forecasting Time Series

- $1.1$ Four Important Practical Problems:

- $1$: Introduction:

- 1994: George E.P. Box, Gwilym M. Jenkins and Gregory C. Reinsel:
*Time Series Analysis: Forecasting and Control*(3rd ed.) ... (previous) ... (next):

- Part $\text {I}$: Stochastic Models and their Forecasting:
- $2$: Autocorrelation Function and Spectrum of Stationary Processes:
- $2.1$ Autocorrelation Properties of Stationary Models:
- $2.1.1$ Time Series and Stochastic Processes: Time series

- $2.1$ Autocorrelation Properties of Stationary Models:

- $2$: Autocorrelation Function and Spectrum of Stationary Processes:

- Part $\text {I}$: Stochastic Models and their Forecasting: