Customer Reviews

Time Series Prediction: Forecasting The Future And Understanding The Past (Santa Fe Institute Series)

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I am suprised that no one has reviewed this book- I have found it very useful to have on my bookshelf. The book is a summary of a time series forecasting competition that was held a few 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 is 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.

FYI- I think the data is available on the world wide web, so it is possible to perform the analysis that is described in the book.