time series analysis

Time series analysis is analysis of data representing a function of time, collected at specific points in time. Intervals between collections can be fractions of a second or up to a year or more, e.g., using historical data. Such analysis is used in astronomy and numerous other fields, including signal processing, communications engineering, and weather forecasting. There are many techniques, which can be classified as:

• frequency domain (e.g., spectral analysis).
• time domain.

Some basic methods depend upon the points in time being separated by a uniform interval (for example, the fast Fourier transform), and use of time series analysis is common for applications where such data is available. Considerable astronomical data is available only from irregular intervals, requiring particular time series analysis techniques adapted to accommodate that.