Introduction to Time Series Analysis and Forecasting / Wiley Series in Probability and Statistics (PDF)

Praise for the First Edition

"...[t]he book is great for readers who need to apply
the methods and models presented but have little background in
mathematics and statistics." -MAA Reviews

Thoroughly updated throughout, Introduction to Time Series
Analysis and Forecasting, Second Edition presents the
underlying theories of time series analysis that are needed to
analyze time-oriented data and construct real-world short- to
medium-term statistical forecasts.

Authored by highly-experienced academics and professionals in
engineering statistics, the Second Edition features
discussions on both popular and modern time series methodologies as
well as an introduction to Bayesian methods in forecasting.
Introduction to Time Series Analysis and Forecasting, Second
Edition also includes:

* Over 300 exercises from diverse disciplines including health
care, environmental studies, engineering, and finance

* More than 50 programming algorithms using JMP®, SAS®,
and R that illustrate the theory and practicality of forecasting
techniques in the context of time-oriented data

* New material on frequency domain and spatial temporal
data analysis

* Expanded coverage of the variogram and spectrum with
applications as well as transfer and intervention model
functions

* A supplementary website featuring PowerPoint®
slides, data sets, and select solutions to the problems

Introduction to Time Series Analysis and Forecasting, Second
Edition is an ideal textbook upper-undergraduate and
graduate-levels courses in forecasting and time series. The book is
also an excellent reference for practitioners and researchers who
need to model and analyze time series data to generate forecasts.