If you're only talking about forecasting and not medical/inferences then most of statistic models are that and GARCH variation.
There are multivariate models but I don't know much about those. Most of the good resources are in the econometric domain. Multivariate time series within econometric, from what I've seen, is portfolio balancing.
For a general overview for statistic domain I would recommend:
For GARCH:
Financial Modeling Under Non-Gaussian Distributions
If you want to learn more within statistic and time series in medical data: there is (1) longitudinal and (2) survival analysis. There are non linear time series but those are rare because most of our tools work within linear. There are also circular time series and temporal spatial statistic but I don't have any relevant knowledge in those to give you. I'm sure there are other that I don't know about within statistic.
There are 4 papers now and most of them are on statistical models which traditional dominating this domain. Datascience/ML models are slowing getting in there. M4 the best model was a highly tailor hybrid between ML/Stat technique the person who created it was employed by Uber and wrote an article about it.
The 5th competition m5 is currently underway and split into 2 contest. I'm eagerly waiting to read the paper on the results.
There are multivariate models but I don't know much about those. Most of the good resources are in the econometric domain. Multivariate time series within econometric, from what I've seen, is portfolio balancing.
For a general overview for statistic domain I would recommend:
https://otexts.com/fpp2/
For ARIMA I love this book:
Time Series Econometric by Levendis
For GARCH: Financial Modeling Under Non-Gaussian Distributions
If you want to learn more within statistic and time series in medical data: there is (1) longitudinal and (2) survival analysis. There are non linear time series but those are rare because most of our tools work within linear. There are also circular time series and temporal spatial statistic but I don't have any relevant knowledge in those to give you. I'm sure there are other that I don't know about within statistic.
Another interesting one is change point statistic https://en.wikipedia.org/wiki/Change_detection.
There is also a coursera course in time series that I've taken. I will post it here when I get off of work and better internet connection.
If you want an idea what forecast models out there you should read the papers from https://en.wikipedia.org/wiki/Makridakis_Competitions
There are 4 papers now and most of them are on statistical models which traditional dominating this domain. Datascience/ML models are slowing getting in there. M4 the best model was a highly tailor hybrid between ML/Stat technique the person who created it was employed by Uber and wrote an article about it.
The 5th competition m5 is currently underway and split into 2 contest. I'm eagerly waiting to read the paper on the results.