Capítulo 11 Séries Temporais

Observations on a phenomenon which is moving through time generate an ordered set known as a time-series. (Kendall and Stuart 1966, 342)

Anything that is observed sequentially over time is a time series. (Rob J. Hyndman and Athanasopoulos 2021, 16)

A teoria probabilística e estatística de séries temporais foi desenvolvida durante as décadas de 1920 e 1930, baseada em trabalhos como (Fourier 1822), (Fourier 1878), (Schuster 1898), (Yule 1921), dentre outros, conforme descrito por (Wold 1938).

References

Fourier, Jean Baptiste Joseph. 1822. Théorie Analytique de La Chaleur. Vol. 1. Gauthier-Villars. https://archive.org/details/bub_gb_TDQJAAAAIAAJ.

———. 1878. The Analytical Theory of Heat (English Translation by Alexander Freeman). The University Press. https://archive.org/details/analyticaltheory00fourrich/mode/2up.

———. 2021. Forecasting: Principles and Practice, 3rd Ed. OTexts. https://otexts.com/fpp3/.

Kendall, Maurice George, and Alan Stuart. 1966. “The Advanced Theory of Statistics - Volume 3.”

Schuster, Arthur. 1898. “On the Investigation of Hidden Periodicities with Application to a Supposed 26 Day Period of Meteorological Phenomena.” Terrestrial Magnetism 3 (1): 13–41. https://doi.org/10.1029/TM003i001p00013.

Wold, Herman. 1938. “A Study in the Analysis of Stationary Time Series.” PhD thesis, Almqvist & Wiksell. https://archive.org/details/in.ernet.dli.2015.261682.

Yule, G Udny. 1921. “On the Time-Correlation Problem, with Especial Reference to the Variate-Difference Correlation Method.” Journal of the Royal Statistical Society 84 (4): 497–537. https://doi.org/10.2307/2341101.