Want to learn about time series/forecasting

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SUMMARY

This discussion focuses on learning about time series analysis and forecasting, specifically through resources like online textbooks and tutorials. Key resources mentioned include links to educational materials from Monash University, Berkeley, and SAS, as well as specific documents on SARIMA modeling. The discussion highlights the scarcity of accessible information in this specialized field and emphasizes the value of expertise in SARIMA modeling, which is in high demand.

PREREQUISITES
  • Basic understanding of statistical concepts
  • Familiarity with time series data
  • Knowledge of SARIMA (Seasonal Autoregressive Integrated Moving Average) modeling
  • Experience with forecasting techniques
NEXT STEPS
  • Explore the online resources provided, such as the Monash University forecasting links
  • Study the PDF handouts on SARIMA modeling from Iowa State University and UNC
  • Learn about periodograms and their application in time series analysis
  • Investigate advanced forecasting techniques offered by SAS
USEFUL FOR

This discussion is beneficial for statisticians, data analysts, and anyone interested in mastering time series analysis and forecasting techniques, particularly those looking to specialize in SARIMA modeling.

semidevil
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I want to learn more about time series and forecasting...are there any online textbooks or online tutorials to learn about this stuff. I have no knowledge in this area that is why it is hard to sit down and read about it. Anybody have a good introductory site or somewhere to start?
 
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From Yahoo search on time series and forecasting:
http://www.buseco.monash.edu.au/units/forecasting/links.php
http://elsa.berkeley.edu/eml/tsa_archive.shtml
http://www.britannica.com/eb/article-60721?tocId=60721
http://www.sas.com/technologies/analytics/forecasting/whitepapers.html
 
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Info

Try

http://www.public.iastate.edu/~wqmeeker/stat451stuff/pdf_psnups/handout08_psnup.pdf#search='SARIMA%20time%20series'

http://www.unc.edu/~eghysels/papers/Handbook_final.pdf#search='SARIMA%20time%20series'

http://www.ltrr.arizona.edu/~dmeko/notes_6.pdf#search='periodogram'

A few links to get you started. If you have any questions let me know. I took several actuary classes in college. They are only a handful of people who know how to do this stuff. That is why so little information is out on the Internet. People pay big bucks to people who are good at SARIMA modeling.
 
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