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I am looking for an introductory book in the field of time series and in particular with respect to classification (inference) and forecasting. I know they are high topics but I would love to read a book that can introduce me to various topics in time series field. I have a solid background in stats and machine learning and some basic knowledge about signal processing (let's say FFT and FIR filters). I am a bit lost in literature: should I read "classic" book about time series analysis? Is there something focused on machine learning? Or, even better, is machine learning the best tool to do classification and forecasting? Just as a note, I like theory but a book focused on some practical approach would be truly of help.

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  • $\begingroup$ A classic written by an expert: otexts.com/fpp2 $\endgroup$ – Zen Feb 28 '19 at 19:14