Linked Questions

9
votes
2answers
1k views

Learning material about time series [duplicate]

Possible Duplicate: Books for self-studying time series analysis? I am new to time series modelling altogether. But I am aware about regression modelling and some data mining algorithms like ...
3
votes
0answers
382 views

Time series books? [duplicate]

Can anyone recommend good books on time series analysis suitable for an intermediate level biostatistician. preferably with examples in R. Thanks in advance.
1
vote
1answer
198 views

Time series analysis: alternative to Brockwell & Davis [duplicate]

I have a problem - I bought a book "Introduction to Time Series and Forecasting" by Brockwell and Davis. The first chapter was ok, but now at chapter 2 I am totally lost - I cannot figure the main ...
4
votes
0answers
105 views

Book to understand time series, then use it for forecasting [duplicate]

I want a deep, mathematical understanding of time series (at the level of a statistics major). I intend to use this knowledge for forecasting for fun (probably in finance but can branch out). Where ...
1
vote
0answers
57 views

Book reading list for Time Series data analysis [duplicate]

I'm looking for book recommendations for Time series Data Analysis. All my time series data is in the engineering domain, pressure, volume, voltage, images etc. I'm experienced in Matlab and mostly ...
1
vote
0answers
34 views

Time Series Book Recommendation [duplicate]

Can i asked for a text book recommendation to study time series analysis if i don't have a strong background in Probability? My background is in Pure Mathematics and my probability background is only ...
2
votes
0answers
20 views

Introductory book to time series [duplicate]

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 ...
0
votes
0answers
13 views

Reference Request: Forecasting - Mathematically Involved/Rigorous [duplicate]

I'm looking for a book similar to this except more detailed and mathematically involved. I'm a math graduate doing a research project on forecasting electrical demand and have very little background ...
0
votes
0answers
13 views

How to start with ARIMA? [duplicate]

Which book or standard procedure to read first? My basic want is to start on Time-Series Analysis. I need to understand ARIMA from beginner level and be able to answer basic questions on it.
15
votes
3answers
4k views

Good introductions to time series (with R)

I am currently collecting data for an experiment into psychosocial characteristics associated with the experience of pain. As part of this, I am collecting GSR and BP measurements electronically from ...
10
votes
3answers
5k views

Online material to learn time series analysis

My question is if there are any good online materials for learning this. Something that introduces things well, especially ARMA models and the related math. Edit: I'm looking for something of the ...
2
votes
3answers
15k views

Predicting future values with a regression model

I have a set of predictor variables and a target variable. I am really confused with regards to what method to use for forecasting the target variable. For example, my data set has monthly customer ...
0
votes
2answers
8k views

ARIMA model fitting and forecasting implementation

I am new to time series modelling and I am trying to build a simple time series model using ARIMA methodology and forecast. I could write an R program to do the same, but I am more interested in ...
1
vote
3answers
1k views
1
vote
1answer
625 views

What is the best econometrics textbook focusing on time series analysis?

Looking for some good econometrics textbook on time series. Something on graduate/postgraduate level and would include both theory and application. Any suggestions? (I already checked the Books for ...

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