Signals In this course, we'll be dealing primarily with time series, by which we shall mean functions of one variable, with time as an independent variable. The intuition is that at an instant of time of time t, we take a physical measurement m, and the pairs (t, m) form a function. There are three major kinds of time series we consider, and we'll begin by giving examples of each. Continuous Time Series: At each instant of time, we have a measured value. The pairs (t, m) form a function f (t), defined for all real numbers. Here are some examples, taken from 'real ' applications. Healthy young volunteers were isolated in a temperature-controlled room and the temperature suddenly reduced. The goal was to measure the speed of the subject's response to drastic temperature change.