Definition:Time Series/Discrete

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

• Definition:Continuous Time Series

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

• 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