Definition:Discrete Time Series/Sampling

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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.


Gas Furnace

An example of a discrete time series obtained by sampling a continuous time series would be the input and output of a gas furnace sampled at intervals of $10$ seconds.

Also see


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: $1$