STATISTICAL METHODS | Data Analysis
A sequence of data entries is called a time series. Most time series have a random character. A time series where there is no correlation from one member of the series to another is called white noise . Models of time series can be constructed from white noise by having each new entry a sum of a white noise contribution and a linear combination of previous entries. Special insights can be gained by examining the Fourier representation of the time series by developing it into a series of sinusoids of different frequency. A brief review of the technique is presented with attention to errors due to the limited sample or record length of a given time series.