Time Series Analysis
by George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel · first published 1970
100% recommend
Bridging classical models and modern topics, the _Fifth Edition_ of _Time Series Analysis: Forecasting and Control_ maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the _Fifth Edition_ continues to serve as one of the most influential and prominent works on the subject. _Time Series Analysis: Forecasting and Control_, _Fifth Edition_ provides a clearly written exploration of the key met
Affiliate links. As an Amazon Associate I earn from qualifying purchases.
…other book as well, it is rather non-technical: http://www.amazon.com/Fooled-Randomness-Hidden-Chance-Market... To learn more on how Wall Street deals with the stock market randomness read some books on Time Series analysis and forecasting, e.g the classic http://www.amazon.com/Time-Analysis-Forecasting-Probability-... If you are a data scientist in heart read this great Q&A thread: http://www.quora.com/How-do-I-become-a-data-scientist…
on “Good books or articles on randomness?” ↗Here are some old references for the problem of the OP: David R. Brillinger, Time Series Analysis: Data Analysis and Theory, Expanded Edition, ISBN 0-8162-1150-7, Holden-Day, San Francisco, 1981. George E. P. Box and Gwilym M. Jenkins, Time Series Analysis --- Forecasting and Control: Revised Edition, ISBN…
on “Time Series Prediction – A short introduction for pragmatists” ↗…McGraw-Hill, New York, 1976.\ \ Harry H.\ Harman, {\it Modern Factor Analysis: Second Edition, Revised,\/} The University of Chicago Press, Chicago, 1967.\ \ George E.\ P.\ Box and Gwilym M.\ Jenkins, {\it Time Series Analysis --- Forecasting and Control: Revised Edition,\/} ISBN 0-8162-1104-3, Holden-Day, San Francisco, 1976.\ \ Jean-Ren\'e Barra, {\it Mathematical Basis of Statistics}, ISBN 0-12-079240-0, Academic Press,…
on “Acquisitions accelerate as tech giants seek to build AI smarts” ↗