This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and discrete time series models as well as several complementary...

Foreword / by Gareth James -- Foreword / by Ravi Bapna -- Preface to the Python edition -- Overview of the data mining process -- Data visualization -- Dimension reduction -- Evaluating predictive performance -- Multiple linear regression -- k-nearest neighbors (kNN) -- The naive Bayes...