Introductory Time Series Book Recommendations

More
1 year 10 months ago - 1 year 10 months ago #28 by Kim_Cressman
Kim_Cressman created the topic: Introductory Time Series Book Recommendations
Does anybody have any introductory books on time series that you could recommend?

Quite a few titles come up on Amazon, and I'm just wondering if anybody has experience with these or knows of anything better for those of us that know there are some difficulties (like daily/seasonal cycling, autocorrelation, etc) but don't yet know how to deal with them.

The one with the most understandable (to me) table of contents is
The Analysis of Time Series: An Introduction, 6th edition - by Chris Chatfield

A couple others also looked good:
Time Series Analysis and Its Applications: With R Examples - by Robert H. Shumway and David S. Stoffer; part of the Springer Texts in Statistics

Update - I have access to Shumway and Stoffer; but want to keep it in the post in case others will find it useful, so please still share opinions.

Introductory Time Series With R - by Paul S. Cowpertwait and Andrew V. Metcalfe; part of the Use R! series from Springer

Thanks!
Last Edit: 1 year 10 months ago by Kim_Cressman.

Please Log in to join the conversation.

More
1 year 10 months ago #29 by Marcus Beck
Marcus Beck replied the topic: Introductory Time Series Book Recommendations
Thanks for starting this thread Kim. It's a good idea to start a list of resources that are relevant for SWMP time series, particularly at the introductory level. I'd like to suggest the USGS text by Helsel and Hirsch:

www.practicalstats.com/aes/AESbook_files/Helsel_Hirsch.PDF

The focus is basic stats in the context of water resources, so it is not entirely dedicated to time series analysis but lots of the content is applicable. Chapter 12 and 13 come to mind, which focus on trend analysis and censored data beyond the detection limit.

-Marcus

Please Log in to join the conversation.

More
1 year 10 months ago #30 by Kari_Pohl
Kari_Pohl replied the topic: Introductory Time Series Book Recommendations
Thank you Kim for starting this list! I am interested in building my library on time series too, particularly on the statistics side of things.

The PDF Marcus attached is fantastic; I have book-marked it as a resource, so thank you!

For specific questions and/or general topics, I have found YouTube to be a great resource...it's surprising how many 5-30 minute lectures and demonstrations are available! If you're a visual learner, I recommend giving it a try. Not a book, but I thought I'd add it to the list!

Please Log in to join the conversation.

More
1 year 10 months ago #31 by Kim_Cressman
Kim_Cressman replied the topic: Introductory Time Series Book Recommendations
Thank you both for the ideas! That Helsel and Hirsch book is AWESOME. And I hadn't thought about youtube. Good things to pursue.

Please Log in to join the conversation.

More
10 months 1 day ago #117 by Kim_Cressman
Kim_Cressman replied the topic: Introductory Time Series Book Recommendations
I just found this simplified version of the Shumway and Stoffer book, available for free:
EZ Time Series

If that doesn't work, go to the main site for the book and save it directly from the link they provide.

Please Log in to join the conversation.

Time to create page: 0.199 seconds
Powered by Kunena Forum