Time Series Analysis: Forecasting and Control
by George E. P. Box, Gwilym M. Jenkins, Gregory C. ReinselA foundational text that introduces essential time series concepts and ARIMA modeling, perfect for grasping the course's core concepts.
The Signal and the Noise: Why So Many Predictions Failโbut Some Don't
by Nate SilverThis book explores the art of prediction, blending statistical analysis with real-world examples, enhancing your forecasting mindset.
Forecasting: Methods and Applications
by Spyros Makridakis, Steven C. Wheelwright, Rob J HyndmanA comprehensive guide to forecasting techniques, including practical applications that will enrich your understanding of time series.
Applied Time Series Analysis
by Wayne A. Woodward, Henry L. Gray, Alan T. ElliottCombines theory with practical applications, this book is ideal for beginners wanting to implement time series analysis effectively.
Introduction to Time Series and Forecasting
by Peter J. Brockwell, Richard A. DavisThis book offers a clear introduction to time series methods and forecasting, laying a solid groundwork for your learning.
Financial Time Series Analysis
by Yacine Ait-Sahalia, Lars Peter HansenFocuses on the application of time series analysis in finance, essential for understanding stock price forecasting.
Elements of Forecasting
by Francis X. DieboldAn accessible introduction to forecasting methods that will help you grasp the complexities of time series analysis.
Statistical Methods for Forecasting
by Bovas Abraham, Johannes LedolterThis book covers various statistical methods for forecasting, providing a solid foundation for your analytical skills.