multivariate time series
seri-ye zamâni-ye basvartâ
Fr.: série temporelle multivariée
A → time series consisting of two or more → univariate time series which share the same time period. As an example, if we record wind velocity and wind direction at the same instant of time, we have a multi-variate time series, specifically a bivariate one.
stationary time series
seri-ye zamâni-ye istvar
Fr.: série temporelle stationnaire
A → time series if it obeys the following criteria: 1) Constant → mean over time (t). 2) Constant → variance for all t, and 3) The → autocovariance function between Xt1 and Xt2 only depends on the interval t1 and t2.
Fr.: série temporelle
univariate time series
seri-ye zamâni-ye yekvartâ
Fr.: série temporelle univariée
A sequence of measurements of the same variable collected over time. Most often, the measurements are made at regular time intervals.