



Time Series and CurveFitting: How Are They Related? 

This page was last edited on 12/14/99 by Malcolm R Forster 

Time series data consists of a series of values of a variable. The
example (which is straight from Pandit and Wu (1983)) consists of 161 values of a quantity
measured once every 20 minutes. The data is plotted in the background of this page.
Time is along the xaxis and the value of the variable is on the vertical yaxis.
If the problem were treated as a simple curvefitting problem, then one would try
to represent this quantity as a function of time. That function would be a smoothish
curve that would follow the trend of the data. The curve would then be used to
predict the new data. How effective is this for the purpose of prediction? 
Note: You need Adobe Acrobat Reader 3.0, or later, to read and print this article. It is free. Version 1, 17 KB (just 2 pages) As the conference approaches, I will expand the abstract and post it here.
Pandit, Sudhakar M. and Wu, ShienMing (1983): Times Series and Systems Analysis with Applications, John Wiley and Sons, New York.
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