A time series is a sequence of data points that occur in successive order over some period of time. ... In investing, a time series tracks the movement of the chosen data points, such as a security's price, over a specified period of time with data points recorded at regular intervals.
A time serie:
- can be stationary;
- have seasonality;
- or is autocorrelated;
- have trend;
A time series is said to be stationary if its statistical properties do not change over time. In other words, it has constant mean and variance, and covariance is independent of time.
Seasonality refers to periodic fluctuations.