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Book Recommendation, Please: Time Series Analysis

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Ackbach

Indicium Physicus
Staff member
Jan 26, 2012
4,183
I am looking for a book recommendation. I've been looking for something like this on Amazon without success. I want a book on Time Series analysis that includes the following topics: ARMA/ARIMA, ARCH/GARCH, LSTM and deep learning, filters, state spaces, and any other main categories of approaches. Ideally, the book would outline the main features of each kind of model, tell me when certain models are more appropriate than others, and the kicker: offer full Python code samples of each model. Do you know of a book like that?

Thanks for your time!