Definition:Discrete Time Series/Sampling

Definition

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.

Examples

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

• Definition:Discrete Time Series by Accumulation

Sources

• 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: $1$