Time Series
A time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discretetime data. Examples of time series are heights of ocean tides, counts of sunspots, and the daily closing value of the Dow Jones Industrial Average.

Prediction and forecasting
In statistics, prediction is a part of statistical inference. One particular approach to such inference is known as predictive inference, but the prediction can be undertaken within any of the several approaches to statistical inference. Indeed, one description of statistics is that it provides a means of transferring knowledge about a sample of a population to the whole population, and to other related populations, which is not necessarily the same as prediction over time. When information is transferred across time, often to specific points in time, the process is known as forecasting.

Classification
Assigning time series pattern to a specific category, for example identify a word based on series of hand movements in sign language.

Segmentation
Splitting a timeseries into a sequence of segments. In timeseries segmentation, the goal is to identify the segment boundary points in the timeseries, and to characterize the dynamical properties associated with each segment. One can approach this problem using changepoint detection, or by modeling the timeseries as a more sophisticated system, such as a Markov jump linear system.