Praise for the first edition: [This book] reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling.

In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important p

Build efficient forecasting models using traditional time series models and machine learning algorithms. Key FeaturesPerform time series analysis and forecastin

This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical ap