时间序列分析
Time Series Analysis
George E. P. Box、Gwilym M. Jenkins、Gregory C. Reinsel · 初版 1970 年
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_Time Series Analysis: Forecasting and Control_ 第五版融汇了经典模型与前沿专题，保持了对时间序列建模与分析工具的均衡呈现。第五版还通过商业、金融和工程等领域的应用，介绍了过去十年该领域的最新进展，继续作为该学科最富影响力与声望的巨著之一。_Time Series Analysis: Forecasting and Control_ 第五版清晰深入地探讨了核心方法
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…还有另一本书，偏非技术类：http://www.amazon.com/Fooled-Randomness-Hidden-Chance-Market... 想深入了解华尔街是如何应对股市随机性的，可以读几本关于时间序列分析（Time Series analysis）和预测的书，比如经典的：http://www.amazon.com/Time-Analysis-Forecasting-Probability-... 如果你骨子里是个数据科学家，推荐读读这个很赞的问答帖：http://www.quora.com/How-do-I-become-a-data-scientist…
…other book as well, it is rather non-technical: http://www.amazon.com/Fooled-Randomness-Hidden-Chance-Market... To learn more on how Wall Street deals with the stock market randomness read some books on Time Series analysis and forecasting, e.g the classic http://www.amazon.com/Time-Analysis-Forecasting-Probability-... If you are a data scientist in heart read this great Q&A thread: http://www.quora.com/How-do-I-become-a-data-scientist…
针对楼主（OP）的问题，这里有几本老牌参考书：David R. Brillinger，《Time Series Analysis: Data Analysis and Theory, Expanded Edition》，ISBN 0-8162-1150-7，Holden-Day 出版，旧金山，1981年。George E. P. Box 和 Gwilym M. Jenkins，《Time Series Analysis --- Forecasting and Control: Revised Edition》，ISBN…
Here are some old references for the problem of the OP: David R. Brillinger, Time Series Analysis: Data Analysis and Theory, Expanded Edition, ISBN 0-8162-1150-7, Holden-Day, San Francisco, 1981. George E. P. Box and Gwilym M. Jenkins, Time Series Analysis --- Forecasting and Control: Revised Edition, ISBN…
…McGraw-Hill 出版，纽约，1976年。\ \ Harry H.\ Harman，《{\it Modern Factor Analysis: Second Edition, Revised,\/}》，芝加哥大学出版社，芝加哥，1967年。\ \ George E.\ P.\ Box 和 Gwilym M.\ Jenkins，《{\it Time Series Analysis --- Forecasting and Control: Revised Edition,\/}》，ISBN 0-8162-1104-3，Holden-Day 出版，旧金山，1976年。\ \ Jean-Ren\'e Barra，《{\it Mathematical Basis of Statistics}》，ISBN 0-12-079240-0，Academic Press 出版，…
…McGraw-Hill, New York, 1976.\ \ Harry H.\ Harman, {\it Modern Factor Analysis: Second Edition, Revised,\/} The University of Chicago Press, Chicago, 1967.\ \ George E.\ P.\ Box and Gwilym M.\ Jenkins, {\it Time Series Analysis --- Forecasting and Control: Revised Edition,\/} ISBN 0-8162-1104-3, Holden-Day, San Francisco, 1976.\ \ Jean-Ren\'e Barra, {\it Mathematical Basis of Statistics}, ISBN 0-12-079240-0, Academic Press,…