Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowled

Praise for the First Edition "...[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics an

This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space mod

Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic

Time series forecasting is different from other machine learning problems. The key difference is the fixed sequence of observations and the constraints and addi