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I wanted to let the community know about my recent book
Practical Time Series Forecasting: A Hands-On Guide, a non-standard forecasting book that has a distinct data mining flavor. It is also unusual in its low price and easy global availability. The Kindle edition is $6.95, softcover around $25.
The book covers the full forecasting process, from goal definition through data collection to reporting and communication. Methods include linear and logistic regression, neural nets, smoothing, and more. The book also includes three cases and lots of end-of-chapter exercises. More info is available at www.forecastingbook.com.