1.2 Sample ACF and Properties of AR(1)
Model
This lesson defines the sample autocorrelation function (ACF) in general and derives the pattern
of the ACF for an AR(1) model. Recall from Lesson 1.1 for this week that an AR(1) model is a
linear model that pr

In this lesson, well describe some important features that we must consider when describing and
modeling a time series. This is meant to be an introductory overview, illustrated by example, and
not a complete look at how we model a univariate time series.

Indexing Time Series
Time Series Databases
A time series is a sequence of real numbers,
representing the measurements of a real variable at
equal time intervals
Stock prices
Volume of sales over time
Daily temperature readings
ECG data
A time series d

Disk Aware Discord Discovery:
Finding Unusual Time Series in Terabyte Sized
Datasets
Dragomir Yankov, Eamonn Umaa Rebbapragada
Keogh,
Dept. of Computer Science
Computer Science & Eng. Dept.
University of California, Riverside
Time Series Data Mining Group

Mining Time-Series Databases
Mohamed G. Elfeky
Introduction
A Time-Series Database is a database that
contains data for each point in time.
Examples:
Weather Data
Stock Prices
What to Mine?
Full Periodic Patterns
Every point in time contributes to the cyc

Data Mining:
Concepts and
Techniques
Mining time-series data
Time-Series and Sequential Pattern
Mining
Regression and trend analysisA
statistical approach
Similarity search in time-series
analysis
Sequential Pattern Mining
Markov Chain
Hidden Markov Model