Recently I begin to work on time series data. Previously, I had coursework in time series analysis. I am looking for articles/blogs/books on time series case study.

I don't really care the domain of the data, medical/financial/manufacturing. If it is with R or python, that's even better.

I have already searched online, but what I found is a 1980's book and several data mining books.

I am not looking for books start with "Introduction to " or "Principle", end with "by example", "with R". I am looking for case study book.


Blogwise, I've found that climate research tends to have a lot of interesting time series discussion.

This one in particular had some good worked examples comparing LOESS, GAM, AR models etc with cross validation (examples in R): http://www.fromthebottomoftheheap.net

  • $\begingroup$ Maybe also take a look through the responses to this post on Gelman's blog $\endgroup$ – LE Rogerson Nov 7 '16 at 19:41

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