📚A selection of books for immersion in the world of time series analysis
Time series analysis and forecasting - considered time series indicators, main types of trends and methods for their recognition, methods for estimating fluctuation parameters, measuring the stability of series levels and dynamic trends, modeling and time series forecasting. Designed for persons with knowledge of the general theory of statistics.
Practical analysis of time series: forecasting with statistics and machine learning - modern technologies for analyzing time series data are described here and examples of their practical use in a variety of subject areas are given. It is designed to help solve the most common problems in the study and processing of time series using traditional statistical methods and the most popular machine learning models.
Elementary theory of analysis and statistical modeling of time series - the book contains the theoretical and probabilistic foundations of the analysis of the simplest time series, as well as methods and techniques for their statistical modeling (simulation ). The material on elementary probability theory and mathematical statistics is presented briefly using the analogy of probabilistic schemes and supplemented with results on the theory of series and criteria of randomness.
Statistical analysis of time series - monograph by a famous American specialist in mathematical statistics contains a detailed presentation of the theory of statistical inference for various probabilistic models. Methods for representing time series, estimating the parameters of corresponding probabilistic models, and testing hypotheses regarding their structure are outlined. The extensive material collected by the author, previously scattered across various sources, makes the book a valuable guide and reference book.
Time series. Data processing and theory () - the monograph is devoted to the study of times series found in various fields of physics, mechanics, astronomy, technology, economics, biology, medicine. The main orientation of the book is practical: methods of theoretical analysis are illustrated with detailed examples, and the results are clearly presented in numerous graphs.