Friday, August 14, 2020

Time Series Analysis Books (Aug 2020)



Google Search String: "time series books"

1. Time series analysis and its applications
Textbook by Robert H. Shumway
Year: 2000

2. Time series analysis, forecasting and control
Book by George E. P. Box
Year: 1970

3. The analysis of time series
Book by Christopher Chatfield
Year: 1975

4. Analysis of Financial Time Series
Book by Ruey S. Tsay
Year: 2002

5. Practical Time Series Analysis: Prediction with Statistics and Machine Learning
Book by Aileen Nielsen
Year: 2019

6. Time Series Analysis
Book by James D. Hamilton
Year: 1994

7. Time Series Analysis: Univariate and Multivariate Methods
Book by William W. S. Wei
Year: 1990

8. Introduction to multiple time series analysis
Textbook by Helmut Lütkepohl
Year: 1991

9. Introductory Time Series with R
Book by Andrew Metcalfe and Paul S.P. Cowpertwait
Year: 2009

10. Forecasting and time series analysis
Book by Douglas Montgomery
Year: 1976

11. Time Series Analysis: With Applications in R
Book by Jonathan Cryer and Kung-sik Chan
Year: 2008

12. Time series
Book by Peter J. Brockwell and Richard A. Davis
Year: 1987

13. Forecasting: Principles and Practice
Book by George Athanasopoulos and Rob J. Hyndman
Year: 2013

14. Forecasting with Dynamic Regression Models
Book by Alan Pankratz
Year: 1991

15. Unit roots, cointegration, and structural change
Book by G. S. Maddala
Year: 1998

16. Forecasting, Structural Time Series Models and the Kalman Filter
Book by Andrew C. Harvey
Year: 1989

17. Nonlinear time series analysis
Book by Holger Kantz
Year: 1997

18. Applied Time Series Analysis: A Practical Guide to Modeling and Forecasting
Book by Terence C. Mills
Year: 2019

19. Multivariate Time Series Analysis and Applications
Book by William W. S. Wei
Year: 2018

20. Time Series: A Data Analysis Approach Using R
Book by David S. Stoffer and Robert Shumway
Year: 1990

21. Time-series forecasting
Book by Christopher Chatfield
Year: 2000

22. Introduction to time series and forecasting
Book by Peter J. Brockwell and Richard A. Davis
Year: 1996

23. Hands-On Time Series Analysis with R: Perform Time Series Analysis and Forecasting Using R
Book by Rami Krispin
Year: 2019

24. Introduction to Time Series Using Stata
Book by Sean Becketti
Year: 2013

25. Introductory Econometrics for Finance
Textbook by Chris Brooks
Year: 2002

26. Time Series Econometrics: Learning Through Replication
Book by John D. Levendis
Year: 2019

27. Time Series Analysis
Book by Henrik Madsen
Year: 2007

28. Practical Time Series Analysis: Master Time Series Data Processing, Visualization, and Modeling Using Python
Book by Avishek Pal and PKS. Prakash
Year: 2017

29. Multivariate Time Series Analysis: With R and Financial Applications
Book by Ruey S. Tsay
Year: 2013

30. Introduction to Time Series Forecasting With Python: How to Prepare Data and Develop Models to Predict the Future
Book by Jason Brownlee
Year: 2017

31. Introduction to Time Series Analysis
Book by Mark Pickup
Year: 2014

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