时间序列分析是根据系统观测得到的时间序列数据，通过曲线拟合和参数估计来建立数学模型的理论和方法。它一般采用曲线拟合和参数估计方法(如非线性最小二乘法)进行。时间序列分析常用在国民经济宏观控制、区域综合发展规划、企业经营管理、市场潜量预测、气象预报、水文预报、地震前兆预报、农作物病虫灾害预报、环境污染控制、生态平衡、天文学和海洋学等方面。(Time series analysis is a theory and method to establish mathematical model by curve fitting and parameter estimation based on time series data obtained from systematic observation. It is usually carried out by curve fitting and parameter estimation methods (such as nonlinear least square method). Time series analysis is often used in macro-control of national economy, regional comprehensive development planning, enterprise management, market potential prediction, meteorological forecast, Hydrological Prediction, earthquake precursor prediction, crop pest and disease disaster prediction, environmental pollution control, ecological balance, astronomy and oceanography.)