Time series

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time series[edit | edit source]

The values of a variable generated successively in time.

A continuous barograph trace is an example of a continuous time series, while a sequence of hourly pressures is an example of a discrete time series. Graphically, a time series is usually plotted with time as the abscissa and the values of the function as the ordinate. Time series may be either stationary or nonstationary. For stationary time series the actual dynamics that motivate the series are constant from one period to the next. For nonstationary time series the dynamics are continually changing and such series are less susceptible to statistical analysis.

Wadsworth, G. P. 1951. Compendium of Meteorology. 849–855.


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