Carnegie Mellon University

Time Series Forecasting

Time series forecasting is the use of a model to predict future values based on previously observed values. While regression analysis is often employed in such a way as to test theories that the current values of one or more independent time series affect the current value of another time series, this type of analysis of time series is not called "time series analysis", which focuses on comparing values of a single time series or multiple dependent time series at different points in time.

Department Members with this Research Interest

4 bios displayed.

Ann Lee

Ann Lee

Professor, Co-Director Ph.D. Program

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Cosma Shalizi

Cosma Shalizi

Associate Professor

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Valerie  Ventura

Valerie Ventura

Professor, Co-Director PhD Program

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Lab Groups