Temporal series or chronological series

Time series are series of observations of one (or more) quantity(ies) over time. Depending on the case, they are referred to as uni-variate or multi-variate series. This article essentially develops techniques for uni-variate series, while making a foray into multi-variate series for particular problems. For uni-variate series, the observations belong to the set of real numbers $ℝ$ . However, in cases where they are complex (for example, the signal observed at the output of a radar receiver), they are still considered uni-variate.

Observation times are discrete, but not necessarily evenly distributed. Some of the techniques described in this article, whose foundations assume this regular distribution, can easily be extended to the non-regular case, while others require more complex arrangements.