About: Time series analysis

Property	Value
rdf:type	skos:Concept
rdfs:label	Time series analysis
skos:broader	dbpedia:Category:Stochastic_processes dbpedia:Category:Data_analysis dbpedia:Category:Single_equation_methods_(econometrics) dbpedia:Category:Statistical_data_types dbpedia:Category:Statistics dbpedia:Category:Econometrics dbpedia:Category:Simultaneous_equation_methods_(econometrics)
skos:prefLabel	Time series analysis
is skos:broader of	dbpedia:Category:Nonlinear_time_series_analysis dbpedia:Category:Statistical_forecasting dbpedia:Category:Time–frequency_analysis dbpedia:Category:Time_series_models dbpedia:Category:Long-memory_processes
is skos:subject of	dbpedia:White_noise dbpedia:Wiener_filter dbpedia:Chow_test dbpedia:Unit_root dbpedia:Fourier_analysis dbpedia:Smoothing dbpedia:Heart_rate_variability dbpedia:Kernel_(statistics) dbpedia:Correlogram dbpedia:Long-range_dependency dbpedia:Independent_component_analysis dbpedia:X-12-ARIMA dbpedia:Augmented_Dickey–Fuller_test dbpedia:Autoregressive_conditional_duration dbpedia:Bispectrum dbpedia:Box–Pierce_test dbpedia:Innovations_vector dbpedia:Johansen_test dbpedia:KPSS_test dbpedia:Least-squares_spectral_analysis dbpedia:Time_series dbpedia:Autocorrelation dbpedia:Autocovariance dbpedia:Dickey–Fuller_test dbpedia:Heteroscedasticity dbpedia:Linear_prediction dbpedia:Portmanteau_test dbpedia:Anomaly_time_series dbpedia:Granger_causality dbpedia:Bayesian_VAR dbpedia:Cochrane–Orcutt_estimation dbpedia:General_matrix_notation_of_a_VAR(p) dbpedia:Gompertz_function dbpedia:Gretl dbpedia:Howell_Tong dbpedia:Forecasting dbpedia:Autoregressive_moving_average_model dbpedia:Moving_average dbpedia:Box–Jenkins dbpedia:Durbin–Watson_statistic dbpedia:Partial_autocorrelation_function dbpedia:Analysis_of_rhythmic_variance dbpedia:Time_reversibility dbpedia:Cohen's_class_distribution_function dbpedia:Demand_Signal_Repository dbpedia:JMulTi dbpedia:Lag_windowing dbpedia:Regression_Analysis_of_Time_Series dbpedia:Cepstrum dbpedia:Window_function dbpedia:Autoregressive_conditional_heteroskedasticity dbpedia:BV4.1_(software) dbpedia:Berlin_procedure dbpedia:Exponential_smoothing dbpedia:Frequency_domain dbpedia:Cointegration dbpedia:Seasonal_adjustment dbpedia:Detrended_fluctuation_analysis dbpedia:Trend_estimation dbpedia:Vector_autoregression dbpedia:Breusch–Godfrey_test dbpedia:CARIACO_Ocean_Time_Series_Program dbpedia:Coherence_(statistics) dbpedia:Correlation_function dbpedia:Cyclostationary_process dbpedia:Decomposition_of_time_series dbpedia:Economic_data dbpedia:Empirical_orthogonal_functions dbpedia:Ljung–Box_test dbpedia:Mean_absolute_error dbpedia:Partial_correlation dbpedia:Phase_dispersion_minimization dbpedia:Seasonality dbpedia:Simple_moving_average_crossover dbpedia:Statistical_signal_processing dbpedia:Stochastic_drift dbpedia:Time_series_database dbpedia:Unit_root_test dbpedia:Spectral_density_estimation dbpedia:Trispectrum dbpedia:Order_of_integration dbpedia:Seasonal_variation dbpedia:Secular_variation dbpedia:Singular_spectrum_analysis dbpedia:Seasonal_subseries_plot dbpedia:Self-similar_process dbpedia:Stationary_distribution dbpedia:Structural_break dbpedia:Wold's_theorem