Statistical Visions in Time

Statistical Visions in Time

A History of Time Series Analysis, 1662 1938

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This work documents the history of techniques that statisticians have used to manipulate economic, meteorological, biological, and physical data taken from observations recorded over time. The manipulation tools include percent change, index numbers, moving averages, and "first differences," i.e., subtracting one observation from the previous value. Professor Klein argues that nineteenth-century business journals, such as The Economist, were as important to the development of time series analysis as Latin treatises on probability theory. While examining the roots of mathematical statistics in ...