12.7 Further reading

  • The Prophet model is described in S. J. Taylor & Letham (2018).
  • Pfaff (2008) provides a book-length overview of VAR modelling and other multivariate time series models.
  • A current survey of the use of recurrent neural networks for forecasting is provided by Hewamalage et al. (2021).
  • Bootstrapping for time series is discussed in Lahiri (2003).
  • Bagging for time series forecasting is relatively new. Bergmeir et al. (2016) is one of the few papers which addresses this topic.