Time Series Data

Overview

Time series data typically involves a set of records with at least one numeric column, and possibly a column indicating the date/time. If the date is not available, the data must be sorted sequentially in order to preserve the time series structure. (This typically means that the analyst has to assume that the time difference between records is fixed across records)

Dataset

The example dataset we use for this example is a set of records that represents a price for some item, such as an asset.

Next Steps