Topic summary
Time series prediction
Extracted from the Wikipedia article Time series.
Further reading
- De Gooijer, Jan G.; Hyndman, Rob J. (2006). "25 Years of Time Series Forecasting". International Journal of Forecasting. Twenty Five Years of Forecasting. 22 (3): 443–473. doi:10.1016/j.ijforecast.2006.01.001. S2CID 14996235.
- Box, George; Jenkins, Gwilym (1976), Time Series Analysis: forecasting and control, rev. ed., Oakland, California: Holden-Day
- Durbin J., Koopman S.J. (2001), Time Series Analysis by State Space Methods, Oxford University Press.
- Gershenfeld, Neil (2000), The Nature of Mathematical Modeling, Cambridge University Press, ISBN , OCLC 174825352
- Hamilton, James (1994), Time Series Analysis, Princeton University Press, ISBN
- Priestley, M. B. (1981), Spectral Analysis and Time Series, Academic Press. ISBN
- Shasha, D. (2004), High Performance Discovery in Time Series, Springer, ISBN
- Shumway R. H., Stoffer D. S. (2017), Time Series Analysis and its Applications: With R Examples (ed. 4), Springer, ISBN
- Weigend A. S., Gershenfeld N. A. (Eds.) (1994), Time Series Prediction: Forecasting the Future and Understanding the Past. Proceedings of the NATO Advanced Research Workshop on Comparative Time Series Analysis (Santa Fe, May 1992), Addison-Wesley.
- Wiener, Norbert. Extrapolation, Interpolation, and Smoothing of Stationary Time Series: With Engineering Applications. MIT Press. ISBN .
- Woodward, W. A., Gray, H. L. & Elliott, A. C. (2012), Applied Time Series Analysis, CRC Press.
- Auffarth, Ben (2021). Machine Learning for Time-Series with Python: Forecast, predict, and detect anomalies with state-of-the-art machine learning methods (1st ed.). Packt Publishing. ISBN 2021.