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Section 12.10 Glossary
- time series
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A dataset where each value is associated with a specific time, often representing measurements taken at regular intervals.
- seasonal decomposition
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A method of splitting a time series into a long-term trend, a repeating seasonal component, and a residual component.
- training series
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Part of a time series used to fit a model.
- test series
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Part of a time series used to check the accuracy of predictions generated by a model.
- retrodiction
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A prediction for a value observed in the past, often used to test or validate a model.
- window
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A sequence of consecutive values in a time series, used to compute a moving average.
- moving average
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A time series computed by averaging values in overlapping windows to smooth fluctuations.
- serial correlation
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The correlation between successive elements of a time series.
- autocorrelation
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A correlation between a time series and a shifted or lagged version of itself.
- lag
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The size of the shift in a serial correlation or autocorrelation.
