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. → multivariate; → time; → series. |
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. → stationary; → time; → series. |
time series seri-ye zamâni Fr.: série temporelle A → sequence of values of a → variable in successive time order, usually at fixed intervals of time. |
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. → univariate; → time; → series. |