GateXAIML / Recommended Books

Time Series Analysis and Forecasting

Why this subject matters: Forecasting demand, revenue, or sensor readings over time is a recurring, practical Data Scientist task — and one that's tested differently from standard ML because time series data breaks the usual independence assumptions.

Standard reference

Forecasting: Principles and Practice

Rob J. Hyndman & George Athanasopoulos · 3rd Edition

Extremely accessible and widely used — the standard starting point for time series forecasting, with a strong practical focus.

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In-depth

Time Series Analysis

James D. Hamilton

A rigorous, widely cited econometrics-oriented treatment of time series methods — dense but foundational, especially for the statistical theory behind ARIMA models, stationarity, and forecasting.

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Practice & problems

Practical Time Series Analysis

Aileen Nielsen

Python-based, hands-on exercises across finance, IoT, and business forecasting scenarios.

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