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What Are Time Series?

Time series are data vectors sampled over time, in order, often at regular intervals. They are distinguished from randomly sampled data, which form the basis of many other data analyses. Time series represent the time-evolution of a dynamic population or process. The linear ordering of time series gives them a distinctive place in data analysis, with a specialized set of techniques.

Time series analysis is concerned with:

  • Identifying patterns

  • Modeling patterns

  • Forecasting values

Several dedicated MATLAB® functions perform time series analysis. This section introduces objects and interactive tools for time series analysis.

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