Definition:Time Series/Discrete

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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.


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.


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


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