ABSTRACT
A time series is a series of data arranged in the order of "time." It is usually denoted as https://www.w3.org/1998/Math/MathML">{e(t),t∈T}https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9780429062070/e06bb524-6ee9-4415-95cb-b64866d94fbb/content/eq2324.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/>, where https://www.w3.org/1998/Math/MathML">e(t)https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9780429062070/e06bb524-6ee9-4415-95cb-b64866d94fbb/content/eq2325.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/> is the observation at time t. For instance, values of a stock at 10 a.m. each day recorded in the chronological order form a time series. Your daily blood pressure at 7 a.m. every morning is also a time series. A time series contains the information of both "order" and "value" https://www.w3.org/1998/Math/MathML">[1,2]https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9780429062070/e06bb524-6ee9-4415-95cb-b64866d94fbb/content/eq2326.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/>.
