[R] Time Series Analysis: book?

Jean-Luc Fontaine jfontain at free.fr
Thu Sep 8 23:14:30 CEST 2005


Wensui Liu wrote:

> TS is a huge topic. The book recomended by statisitcian might be
> different from the one recommended by econometrician. Finance guy
> might recommend another. Could you please be more specific?


My software (http://moodss.sourceforge.net) collects, archives in a
SQL database and displays data from monitored devices, mostly
computers, databases and network equipment.
My idea is to use the stored data to perform predictions for capacity
planning purposes. For example, based on the trafic on a network
line for the last 12 months, what is the expected evolution in the
next 3 months.
So the data is more of the engineering type, I guess. But since the
software is modular, somebody could also use it to monitor the stock
market.
Actually, anything can be monitored so the data could come from
any source although practically mostly from computing related devices
and activities.

So I would like a book covering at least those subjects if possible.

Thanks very much for your help.

-- 
Jean-Luc Fontaine  http://jfontain.free.fr/




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