Re: [boost] boost::time_series pre-review questions

From: Tom Brinkman (reportbase_at_[hidden])
Date: 2007-07-25 20:50:26

>From "wiki":

In statistics, signal processing, and econometrics, a time series is a
sequence of data points, measured typically at successive times,
spaced at (often uniform) time intervals. Time series analysis
comprises methods that attempt to understand such time series, often
either to understand the underlying theory of the data points (where
did they come from? what generated them?), or to make forecasts
(predictions). Time series prediction is the use of a model to predict
future events based on known past events: to predict future data
points before they are measured. The standard example is the opening
price of a share of stock based on its past performance.