Time Series Analysis (1)

Time series is a sequence(series) of data that arranged by certain(uniform) interval of time. Among them, discrete time series is a case that a set T of the time t that occurred is discrete, if time t occurs continuously then this is a continuous time series. In general, Time Series Sequence are self-correlated. Namely, data from the past affects beyond the present and into the future. It means covariance of one and others are not equal to zero.