This list of books are ONLY the books that have been ranked on the lists that are aggregated on this site. This is not a comprehensive list of all books by this author.

1. 1. Time Series Prediction

   Forecasting the Future and Understanding the Past

   

   An interdisciplinary collection that advances forecasting and interpretation of temporal data through nonlinear dynamics and machine learning, with a strong focus on neural networks. Anchored by a benchmark prediction competition, it contrasts classical statistics with embedding-based, local, Bayesian, and information-theoretic approaches, spotlighting overfitting, noise, chaos, and out-of-sample validation. It distills practical guidelines and empirical lessons for building robust predictors and extracting structure from complex real-world signals.

   Purchase from Bookshop.org