Description - Time Series Prediction by Andreas S. Weigend
The book is a summary of a time series forecasting competition that was held a number of years ago. The competition used four different kinds of time series (for example, one data set was chaotic from measurements of a laser, and another was a multidimensional physiological times series of heart beats and respiration, etc.). The strength of the book lies in that it represents several ways to approach real time series prediction strategies in a concrete way - Invaluable, especially to researchers who may be just beginning.
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Time Series Prediction: Forecasting The Future And Understanding The Past
