A time series is a sequence of data points that occur in successive order over some period of time. This can be contrasted with cross-sectional data, which captures a point in time.

In investing, a time series tracks the movement of the chosen data points, such as a security’s price, over a specified period of time with data points recorded at regular intervals. There is no minimum or maximum amount of time that must be included, allowing the data to be gathered in a way that provides the information being sought by the investor or analyst examining the activity.