Chapter 3. Time Series and Scientific Visualization

We finished the last chapter with some basic plots to explore time series data. Time series visualization is an important tool that is used in many fields, including finance, economics, digital signal processing, and so on. Understanding how asset values evolve over time is an integral part of modeling and predicting fluctuations. Visualizing the wave properties of electrical signals over time helps us understand the underlying physics. Regardless of what signal we choose to analyze, seeing its micro and macro behavior at different resolutions over different durations reveals valuable information about it.

Any time series can be essentially interpreted and/or modeled as a signal. A quantitative analyst in Wall Street treats a series of daily stock price data as a stochastic signal with certain mathematical properties that can be measured and calculated from the signal. In the realm of mathematics, any time series data interpreted...