Juana Sanchez is Senior Lecturer in Statistics at the University of California, Los Angeles. She is Editor of the Datasets and Stories section of the ASA's Journal of Statistics and Data Science Education and is the author of Probability for Data Scientists (2020).

'This book provides an excellent introduction to time series modelling and forecasting which are increasingly important tools in the domain of official statistics. The clear descriptions and real-life examples provided in this text make it easy to digest for those not already familiar with the topic. In addition, the exercises allow readers to develop their understanding in more depth through hands-on applications of the methods to real data using open-source tools. The inclusion of modern topics such as machine learning and artificial intelligence are a valuable addition to make the text relevant and comprehensive.' Steve Matthews, Statistics Canada

• Part I. Descriptive Features of Time Series Data: 1. Introduction to time series data; 2. Smoothing and decomposing a time series; 3. Summary statistics of stationary time series; Part II. Univariate Models of Temporal Dependence: 4. The algebra of differencing and backshifting; 5. Stationary stochastic processes; 6. ARIMA(p,d,q)(P,D,Q)$_F$ modeling and forecasting; Part III. Multivariate Modeling and Forecasting: 7. Latent process models for time series; 8. Vector autoregression; 9. Classical regression with ARMA residuals; 10. Machine learning methods for time series; References; Index.