Sign-In
Cart
Mathematics of Time Series Forecasting
Paperback
ISBN13: 9789349887664
Publisher: Orange Education Pvt Ltd
Published: Mar 23 2026
Pages: 280
Weight: 1.07
Height: 0.59 Width: 7.50 Depth: 9.25
Language: English
Where Mathematical Rigor Meets the Art of Predicting the Future
Book Description
Time series forecasting is one of the most valuable skills an AI/ML professional can possess. Mathematics of Time Series Forecasting transforms the complexity of time-dependent data into a clear, intuitive, and powerful framework for prediction. This book bridges rigorous mathematical foundations with hands-on implementation, allowing readers to truly understand-not just apply the forecasting models.
Beginning with the core principles of time series behavior, you will learn how to diagnose stationarity, seasonality, and stochastic patterns that shape real-world datasets. Step-by-step derivations guide you through the mathematics behind ARIMA, SARIMA, Exponential Smoothing, VAR, and other classical models, while practical Python examples demonstrate how these methods are built and validated in practice.
Thus, whether you are forecasting financial markets, demand patterns, sensor data, or macroeconomic indicators, this book equips you with the mathematical insight and practical tools to build accurate, reliable, and interpretable forecasting systems.
What you will learn
● Build mathematical intuition behind ARIMA, SARIMA, VAR, and LSTM models
● Test, transform, and prepare real-world time series for forecasting
● Apply statistical, ML, and DL methods with Python step-by-step
● Diagnose stationarity, seasonality, and stochastic behavior in data
● Model multivariate time series and interpret cross-variable dependencies
● Bridge mathematical theory with applied forecasting across domains
Who is This Book For?
This book is tailored for data scientists, analysts, and engineers with a foundational understanding of statistics, linear algebra, and Python programming. Readers should also be comfortable with basic data manipulation and visualization to fully benefit from the mathematical depth and practical applications of time series forecasting.
Table of Contents
1. Introduction to Time Series and Mathematical Foundations
2. Preparing Time Series Data
3. Tests for Stationarity - Part 1
4. Tests for Stationarity - Part 2
5. Tests for Stationarity - Part 3
6. Foundations of Time Series Preparation
7. Statistical Models for Forecasting
8. ML and DL for Timeseries
9. Multivariate Time Series Models
Index
Also in
Programming
Interactive Theorem Proving and Program Development: Coq'art: The Calculus of Inductive Constructions
Bertot, Yves
Castéran, Pierre
Hardcover
The Legend of Zelda(tm) Tears of the Kingdom - The Complete Official Guide: Collector's Edition
Piggyback
Hardcover
Python Crash Course, 3rd Edition: A Hands-On, Project-Based Introduction to Programming
Matthes, Eric
Paperback
Crisis Engineering: Time-Tested Tools for Turning Chaos Into Clarity
Weaver, Matthew
Dickerson, Mikey
Nitze, Marina
Paperback
Accelerate: The Science of Lean Software and DevOps: Building and Scaling High Performing Technology Organizations
Kim, Gene
Forsgren Phd, Nicole
Humble, Jez
Paperback
Vibe Coding: Building Production-Grade Software with Genai, Chat, Agents, and Beyond
Yegge, Steve
Kim, Gene
Paperback
Embedded Systems with ARM Cortex-M Microcontrollers in Assembly Language and C: Fourth Edition
Zhu, Yifeng
Paperback
The Legend of Zelda(tm) Tears of the Kingdom - The Complete Official Guide: Standard Edition
Piggyback
Paperback
Fundamentals of Software Architecture: A Modern Engineering Approach
Richards, Mark
Ford, Neal
Paperback
I Have an App Idea: The Essential Guide to Building an App Without Tech Skills
Spann, Amanda
Paperback
AI Projects with Raspberry Pi: High-Performance Artificial Intelligence for Robotics, Security, Home Automation, and Vision
Hattersley, Lucy
Jepson, Brian
Paperback
Make: Electronics: Learning by Discovery: A Hands-On Primer for the New Electronics Enthusiast
Platt, Charles
Paperback
The Manager's Path: A Guide for Tech Leaders Navigating Growth and Change
Fournier, Camille
Paperback
The Devops Handbook, 2nd Edition: How to Create World-Class Agility, Reliability, & Security in Technology Organizations
Debois, Patrick
Kim, Gene
Humble, Jez
Paperback
Building Applications with AI Agents: Designing and Implementing Multiagent Systems
Albada, Michael
Paperback
The Staff Engineer's Path: A Guide for Individual Contributors Navigating Growth and Change
Reilly, Tanya
Paperback
The Developer's Guide to AI: A Field Guide for the Working Developer
Orshalick, Jacob
Reghunadh, Jerry M.
Thompson, Danny
Paperback
Learning Web Design: A Beginner's Guide to Html, Css, Javascript, and Web Images
Robbins, Jennifer
Paperback
Cracking the Coding Interview: 189 Programming Questions and Solutions
McDowell, Gayle Laakmann
Paperback
The New AI Cold War: Liberty vs. Tyranny in the Age of Machine Empires
Maginnis, Ltc Robert L.
Paperback
Software Architecture: The Hard Parts: Modern Trade-Off Analyses for Distributed Architectures
Sadalage, Pramod
Ford, Neal
Richards, Mark
Paperback
The Return on AI: From Promise to Profit in the Age of Intelligent Business
Sawhney, Mohanbir
Mittal, Ashwin
Paperback
SQL QuickStart Guide: The Simplified Beginner's Guide to Managing, Analyzing, and Manipulating Data With SQL
Shields, Walter
Hardcover
Observability Engineering: Achieving Production Excellence
Majors, Charity
Fong-Jones, Liz
Miranda, George
Paperback
The Pragmatic Programmer: Your Journey to Mastery, 20th Anniversary Edition
Thomas, David
Hunt, Andrew
Hardcover
Linux Basics for Hackers, 2nd Edition: Getting Started with Networking, Scripting, and Security in Kali
Occupytheweb
Paperback
The Official Raspberry Pi Handbook 2026: Astounding Projects with Raspberry Pi Computers
Makers of Raspberry Pi Official Magazine, The
Paperback
Forecasting: Principles and Practice, the Pythonic Way
Athanasopoulos, George
Hyndman, Rob J.
Paperback
Generative AI Design Patterns: Solutions to Common Challenges When Building Genai Agents and Applications
Lakshmanan, Valliappa
Hapke, Hannes
Paperback
Head First Design Patterns: Building Extensible and Maintainable Object-Oriented Software
Robson, Elisabeth
Freeman, Eric
Paperback
Frictionless: 7 Steps to Remove Barriers, Unlock Value, and Outpace Your Competition in the AI Era
Forsgren, Nicole
Noda, Abi
Paperback
Arduino Programming for Beginners: A Comprehensive Beginner's Guide to Learn the Realms of Arduino Programming from A-Z
Protosmith, Ada
Paperback
Concrete Mathematics: A Foundation for Computer Science
Patashnik, Oren
Knuth, Donald
Graham, Ronald
Hardcover
Building AI-Powered Products: The Essential Guide to AI and Genai Product Management
Nika, Marily
Paperback
Grokking Algorithms, Second Edition: An Illustrated Guide for Programmers and Other Curious People
Bhargava, Aditya Y.
Paperback
Debugging: The 9 Indispensable Rules for Finding Even the Most Elusive Software and Hardware Problems
Agans, David J.
Paperback
Learning Domain-Driven Design: Aligning Software Architecture and Business Strategy
Khononov, Vlad
Paperback
Learning Generative AI Tools for Excel: Speed Up Your Everyday Tasks with Microsoft Excel, Copilot, Chatgpt, and Beyond
Duca, Angelica Lo
Paperback
Site Reliability Engineering: How Google Runs Production Systems
Murphy, Niall Richard
Jones, Chris
Beyer, Betsy
Paperback
The Software Architect Elevator: Redefining the Architect's Role in the Digital Enterprise
Hohpe, Gregor
Paperback
Python Programming for Young Coders: A Hands-On, Project-Based Introduction to Coding for Beginners, Kids, and Teens
Pandey, Anand
Paperback
Computer Science from Scratch: Building Interpreters, Art, Emulators and ML in Python
Kopec, David
Paperback
Learning Php, MySQL & JavaScript: A Step-By-Step Guide to Creating Dynamic Websites
Nixon, Robin
Paperback
Building Safer Technology: A Field Guide to Failing Well
Coles, Neil
Kissner, Lea
Zunger, Yonatan
Paperback
Software Engineering at Google: Lessons Learned from Programming Over Time
Manshreck, Tom
Wright, Hyrum
Winters, Titus
Paperback
Prompt Engineering for Llms: The Art and Science of Building Large Language Model-Based Applications
Berryman, John
Ziegler, Albert
Paperback
Articulating Design Decisions: Communicate with Stakeholders, Keep Your Sanity, and Deliver the Best User Experience
Greever, Tom
Paperback
Living a Jewish Life, Revised and Updated: Jewish Traditions, Customs, and Values for Today's Families
Cooper, Howard
Diamant, Anita
Paperback
Pro C# 10 with .Net 6: Foundational Principles and Practices in Programming
Troelsen, Andrew
Japikse, Phil
Paperback
Adobe Photoshop, 2nd Edition: A Complete Course and Compendium of Features
Laskevitch, Stephen
Paperback
Kubernetes in Action, Second Edition: Deploying and Managing Containers and Cloud-Native Applications
Conner, Kevin
Luksa, Marko
Paperback
Spies, Lies, and Algorithms: The History and Future of American Intelligence
Zegart, Amy B.
Paperback
Electronic Music and Sound Design - Theory and Practice with Max 9 - Volume 1 (Fifth Edition)
Maurizio, Giri
Cipriani, Alessandro
Paperback