#### Overview of this book

There are many algorithms for data analysis and it’s not always possible to quickly choose the best one for each case. Implementation of the algorithms takes a lot of time. With the help of Mathematica, you can quickly get a result from the use of a particular method, because this system contains almost all the known algorithms for data analysis. If you are not a programmer but you need to analyze data, this book will show you the capabilities of Mathematica when just few strings of intelligible code help to solve huge tasks from statistical issues to pattern recognition. If you're a programmer, with the help of this book, you will learn how to use the library of algorithms implemented in Mathematica in your programs, as well as how to write algorithm testing procedure. With each chapter, you'll be more immersed in the special world of Mathematica. Along with intuitive queries for data processing, we will highlight the nuances and features of this system, allowing you to build effective analysis systems. With the help of this book, you will learn how to optimize the computations by combining your libraries with the Mathematica kernel.
Mathematica Data Analysis
Credits
www.PacktPub.com
Preface
Free Chapter
First Steps in Data Analysis
Creating an Interface for an External Program
Analyzing Data with the Help of Mathematica
Discovering the Advanced Capabilities of Time Series
Statistical Hypothesis Testing in Two Clicks
Predicting the Dataset Behavior
Rock-Paper-Scissors – Intelligent Processing of Datasets
Index

## Chapter 5. Discovering the Advanced Capabilities of Time Series

Time series is a very important element of data analysis. When we observe some quantitative phenomenon in time, we witness a time series. This can be the temperature of a place, the population of a country, an exchange rate, the number of students in a classroom, and so on. However, this is not enough just to observe a phenomenon. It is necessary to learn how to forecast and identify trends and the maximum and minimum values within which the time series will exist. Mathematica is of great help in these issues because it contains a lot of functions for time series analysis.

In this chapter, you will learn the following:

• How to set a time series in Mathematica

• How to use the Mathematica time series database in the following fields: weather, astronomy, demography, finance, and so on

• How to work with different models that describe the processes of time series and predict their behavior

• How to conduct tests on autocorrelation, invertibility...