Top Books on Time Series Forecasting With R

Last Updated on August 15, 2020

Time series forecasting is a difficult problem.

Unlike classification and regression, time series data also adds a time dimension which imposes an ordering of observations. This turns rows into a sequence which requires careful and specific handling.

In this post, you will discover the top books for time series analysis and forecasting in R. These books will provide the resources that you need to get started working through your own time series predictive modeling problems.

The 5 top books covered in this post include:

  1. Introductory Time Series with R.
  2. Time Series Analysis and Its Applications: With R Examples.
  3. Time Series Analysis: With Applications in R.
  4. Multivariate Time Series Analysis: With R and Financial Applications.
  5. Practical Time Series Forecasting with R: A Hands-On Guide.

Is your favorite time series in R book missing from this list?
Let me know in the comments.

Kick-start your project with my new book Time Series Forecasting With Python, including step-by-step tutorials and the Python source code files for all examples.

Let’s dive in.

Time Series Topics To Look Out For

Before we begin, a good book on time series depends on what
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