Timeseries Data

From Open Risk Manual

Definition

Timeseries Data is a series of data points indexed (or listed or graphed) in time order.

Most commonly, time series data is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data.

Examples

  • heights of ocean tides
  • daily temperatures in a location
  • counts of sunspots
  • the daily closing value of the Dow Jones Industrial Average.