R Packages
- bsts - Bayesian Structural Time Series
- fable - Tidy time series forecasting
- fabletools - General fable features useful for extension packages
- feasts - Feature Extraction And Statistics for Time Series
- forecast - forecast package for R
- forecastHybrid - Convenient functions for ensemble forecasts in R combining approaches from the {forecast} package
- modeltime - Modeltime unlocks time series models and machine learning in one framework
- stats - The R Stats Package
- timetk - A toolkit for working with time series in R
- tsfeatures - Time series features
- tsibble - Tidy Temporal Data Frames and Tools
- TSstudio - Tools for time series analysis and forecasting
Books
- Forecasting: Principles and Practice, Hyndman & Athanasopoulos
- 3rd version (based on the fable package) available online
- 2nd version (based on the forecast package) available online and amazon
- Time Series Analysis and Its Applications, Shumway & Stoffer, available online and amazon
- Hands-On Time Series Analysis with R, Krispin available on amazon
- Practical Time Series Forecasting with R, Shmueli & Lichtendahl, available on amazon