Practical Time Series Analysis and Forecasting

“Practical Time Series Analysis and Forecasting” is a comprehensive guide designed for practitioners and analysts navigating the dynamic field of time series data. Focused on the ITSM2000 framework, the book covers a spectrum of topics, from univariate and multivariate time series analysis to spectral analysis and state-space models. Readers gain insights into applying forecasting techniques to diverse domains, with a specific focus on financial time series.

The book explores stationary processes and provides practical approaches for tackling real-world time series challenges. Whether you are delving into the fundamentals or seeking advanced methods for forecasting, this resource serves as an invaluable companion. With a hands-on approach, it equips professionals with the skills needed to analyze and forecast time series data effectively, making it an essential reference in the realm of practical time series analysis.

Keywords

ITSM2000, Forecasting, Univariate time series, Multivariate time series, Spectral analysis, Financial time series, Stationary processes, State-space models, Forecasting techniques