Time Series and Forecasting - Saed Sayad

1 time Series and ForecastingTime Series A time Series is a sequence of measurements over time , usually obtained at equally spaced intervals Daily Monthly Quarterly Yearly2 Dow Jones Industrial Average7000800090001000011000120001/3/00 5/3/009/3/001/3/015/3/019/3/011/3/025/3/ 029/3/021/3/035/3/039/3/03 Dat eClosing ValueTime Series ExampleComponents of a time Series Secular Trend Linear Nonlinear Cyclical Variation Rises and Falls over periods longer than one year Seasonal Variation Patterns of change within a year, typically repeating themselves Residual Variation3 Components of a time Seriestt t t tY=T+C+S+RTime Series with Linear TrendYt= a + b t + et4 time Series with Linear TrendAOL Subscribers05101520253023 412 3412 3412 341 2341 23 QuarterNumber of Subscribers (millions)199519961997199819992000 time Series with Linear TrendAverage Daily Visits in August to Emergency Room at Ri

1 Time Series and Forecasting Time Series • A time series is a sequence of measurements over time, usually obtained at equally spaced intervals

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  Series, Time, Time series, Forecasting, Time series and forecasting, Time series and forecasting time series

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