Complexity Explorer Santa Fe Institute


Technical Book

Time Series Prediction: Forecasting the Future and Understanding the Past

Description: 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. Supplementary material: Excerpt from entry: http://www.santafe.edu/media/workingpapers/93-08-053.pdf

Author
A. S. Weigend
Topics
URL
http://amzn.to/2l1zztS

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