Forecasting Methods and Applications
- 1. Introduction to Forecasting
- 2. Regression Analysis and Forecasting
- 3. Exponential Smoothing Methods
- 4. Univariate Time Series Models
- 5. Trend and Seasonality
- 6. Forecasting Volatility
Diebold, F. X. (2007), Elements of Forecasting, 4th edition, South-Western College Publishing.
Montgomery, D. C., Jennings, C. L. and Kulahci, M. (2015), Introduction to Time Series Analysis and Forecasting, 2nd edition, Wiley.
Brockwell, P. J. and Davis, R. A. (2002), Introduction to Time Series and Forecasting, 2nd edition, Springer-Verlag, New York.