"... similarity of observations as a function of the amount of time that passes between them. ... when a time series is linearly related to a lagged version of itself. when a time series is linearly related to a lagged version of itself."
Datapoint / Observation
text
Frequency / Periodicity
text
mad
ms
rms
std
skew
mpe
mape
theilsu
dw
Time series analysis
"... is the collection of data at specific intervals over a time period, with the purpose of identifying trend, seasonality, and residuals to aid in the forecasting of a future event.Time series analysis involves inferring what has happened to a series of data points in the past and attempting to predict future values."
Trend
""... Trend refers to any systematic change in the level of a series — i.e., its long-term direction. Both the direction and slope (rate of change) of a trend may remain constant or change throughout the course of the series.""
Residuals
statistical noise (analogous to the error terms included in various types of statistical models)
Seasonality
"... the seasonal component of a series is a repeating pattern of increase and decrease in the series that occurs consistently throughout its duration. Seasonality is commonly thought of as a cyclical or repeating pattern within a seasonal period of one year with seasonal or monthly seasons"
Stationary
Stationarity in a time series is defined by a constant mean, variance, and autocorrelation.