An online textbook by Rob J Hyndman and George Athanasopoulos
Welcome to our online textbook on forecasting. This textbook is intended to provide a comprehensive introduction to forecasting methods and to present enough information about each method for readers to be able to use them sensibly. We don’t attempt to give a thorough discussion of the theoretical details behind each method, although the references at the end of each chapter will fill in many of those details. The book is written for three audiences: (1) people finding themselves doing forecasting in business when they may not have had any formal training in the area; (2) undergraduate students studying business; (3) MBA students doing a forecasting elective. We use it ourselves for a second-year subject for students undertaking a Bachelor of Commerce degree at Monash University, Australia. For most sections, we only assume that readers are familiar with algebra, and high school mathematics should be sufficient background. Use the table of contents on the right to browse the book.
Related: Time Series