The book is a summary of a time series forecasting competition that was held a number of years ago. It aims to provide a snapshot of the range of new techniques that are used to study time series, both as a reference for experts and as a guide for novices.
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I am now teaching at NYU's Stern School of Business. A major research interest of mine is still in time series analysis and prediction, as well as applications of data mining to finance.
Proceedings of a NATO Advanced Research Workshop on Comparative Time Series Analysis, held in Santa Fe, New Mexico, May 1992, to present the results of the Santa Fe Time Series Prediction and Analysis Competition, which brought together an international group of time series experts from a wide variety of fields to analyze data from the following co
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