Time Series Prediction: Forecasting the Future and Understanding the Past: Proceedings of the NATO Advanced Research Workshop on Comparative T (Proceedings ... Studies in the Sciences of Complexity)
The book is a summary of a time series forecasting competition that was held a number of years ago. It aims to provide a snapshot of the range of new techniques that are used to study time series, both as a reference for experts and as a guide for novices.
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.
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