Want to learn about time series/forecasting

  • Thread starter Thread starter semidevil
  • Start date Start date
  • Tags Tags
    Time
Click For Summary
To learn about time series and forecasting, several online resources are recommended, including academic links and tutorials. Notable resources include the Monash University forecasting links, Berkeley's time series archive, and SAS's whitepapers on forecasting. Additional materials include handouts and papers focused on SARIMA modeling and periodograms. The discussion highlights the scarcity of accessible information in this specialized field, emphasizing the value of expertise in SARIMA modeling. Engaging with these resources can provide a solid foundation for beginners in time series analysis.
semidevil
Messages
156
Reaction score
2
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?
 
Physics news on Phys.org
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
 
Last edited by a moderator:
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.
 
Last edited by a moderator:
The standard _A " operator" maps a Null Hypothesis Ho into a decision set { Do not reject:=1 and reject :=0}. In this sense ( HA)_A , makes no sense. Since H0, HA aren't exhaustive, can we find an alternative operator, _A' , so that ( H_A)_A' makes sense? Isn't Pearson Neyman related to this? Hope I'm making sense. Edit: I was motivated by a superficial similarity of the idea with double transposition of matrices M, with ## (M^{T})^{T}=M##, and just wanted to see if it made sense to talk...

Similar threads

  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 10 ·
Replies
10
Views
3K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 71 ·
3
Replies
71
Views
2K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 3 ·
Replies
3
Views
1K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 15 ·
Replies
15
Views
3K