Conclusion and outlook

The reader will have understood that the field of time series is very vast, and that it has only been possible here to give the main concepts necessary for an engineer.

Certain notions or techniques have not been covered, such as the techniques of extremes which, by analyzing the behavior of the largest values in a series, make it possible to deduce probabilities of occurrence and duration of rare events, which may never have been observed.

Other aspects of time series were mentioned only very briefly: multivariate series, non-symmetrical effects and the search for stationary zones. This last point is of great practical importance, because for a particular realization, a stationary zone is a subset of the series to which we can apply a single "admissible" model, so that we can then apply particular operations (such as anomaly detection,...