Time Series Analysis: Forecasting and Control, George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel, Greta M. Ljung, 2015 (John Wiley & Sons) - Provides foundational theory for time series analysis, including autocorrelation, partial autocorrelation, cross-correlation, and models like ARIMA, which are essential for understanding temporal dependencies.
Forecasting: Principles and Practice, Rob J Hyndman, George Athanasopoulos, 2021 (OTexts) - An excellent, freely available resource covering practical aspects of time series forecasting, including seasonal-trend decomposition (STL), various forecasting methods, and utility evaluation.
Introduction to Time Series and Forecasting, Peter J. Brockwell, Richard A. Davis, 2016 (Springer International Publishing)DOI: 10.1007/978-3-319-29854-2 - A comprehensive textbook on time series analysis, covering spectral analysis, which is essential for understanding and comparing Power Spectral Density (PSD) characteristics.