  We provide the proof that the space of time series data is a Kolmogorov space
with $T_{0}$-separation axiom using the loop space of time series data. In our
approach we define a cyclic coordinate of intrinsic time scale of time series
data after empirical mode decomposition. A spinor field of time series data
comes from the rotation of data around price and time axis by defining a new
extradimension to time series data. We show that there exist hidden eight
dimensions in Kolmogorov space for time series data. Our concept is realized as
the algorithm of empirical mode decomposition and intrinsic time scale
decomposition and it is subsequently used for preliminary analysis on the real
time series data.
