关于时间系列分析的 7 本好书
摘自:https://www.tableau.com/learn/articles/time-series-analysis-books
时间系列分析是一个独特的领域,参考书大致分两类:一是时间序列分析的基本理论和基础知识的经典书籍;二是有实例和练习的学术教科类书籍。推荐以下书籍,供自学和参考。
“Time Series Analysis” by James Douglas Hamilton
“The Analysis of Time Series: An Introduction” by Chris Chatfield
“Forecasting: Principles and Practice” by Rob J. Hyndman and George Athanasopoulos
“Introduction to Time Series Analysis and Forecasting” by Douglas C. Montgomery, Cheryl L. Jennings, and Murat Kulahci
“Practical Time Series Forecasting with R: A Hands-On Guide” by Galit Shmueli and Kenneth C. Lichtendahl Jr.
“Introductory Time Series with R (Use R!)” by Paul S.P. Cowpertwait and Andrew V. Metcalfe
“Time Series Analysis: Forecasting and Control” by George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel, and Greta M. Ljung