9.5 Further reading
- Pankratz, A. E. (1991). Forecasting with dynamic regression models. New York: John Wiley & Sons.
- Shumway, R. H. and D. S. Stoffer (2011). Time series analysis and its applications: with R examples. 3rd ed. New York: Springer.
- Box, G. E. P., G. M. Jenkins and G. C. Reinsel (2008). Time series analysis: forecasting and control. 4th. Hoboken, NJ: John Wiley & Sons.
- Tiao, G. C. (2001). “Vector ARMA models”. In:A course in time series analysis. Ed. by D. Pena, G.C. Tiao and R.S. Tsay. John Wiley & Sons. Chap. 14, pp.365–407.
Neural network models
- Crone, S. F., M. Hibon and K. Nikolopoulos (2011). Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction. International Journal of Forecasting, 27(3), 635–660.
- Hornik, K. and F. Leisch (2001). “Neural Network Models”. In: A course in time series analysis. Ed. by D. Pena, G.C. Tiao and R.S. Tsay. John Wiley & Sons. Chap. 13, pp.348–362.