Practical Time Series Forecasting: A hands-on guide Second Edition
This book was a disappointment. I accept that the author is professional and passionate in the area of forecasting. However, the book was largely a set of principles and planning, performance and reporting of forecasting and a series of problems to motivate self-learning. The problems, though stepwise described, are not worked examples with interpretations or idenitification of pitfalls or limitations. Hence, it fails to achieve pragmatism or “hands-on” experiences suggested in the title.
There are a number of useful data sources and list of references.
In contrast, the rather poor quality video (http://www.youtube.com/watch?v=1Lh1HlBUf8k) of a lecture given by Professor Hyndman is an excellent “hands-on” introduction. Further, the online textbook “Forecasting: principles and practice” (http://otexts.com/fpp/)will prove to be an invaluable currently free online resource.