Start here to learn the vocabulary, and then look up everything you need to know. http://en.wikipedia.org/wiki/Time_series_analysis

If you are serious about learning the topic, I would suggest none other than "Time Series Analysis: Forecasting and Control" by Box and Jenkins. The first 8-9 chapters is the perfect introduction to the topic.

On time series forecasting I can suggest this work which review the advances in 25 years:

De Gooijer, J. G., & Hyndman, R. J. (2006). 25 years of time series forecasting. International journal of forecasting, 22(3), 443-473.

http://www.sciencedirect.com/science/article/pii/S0169207006000021

On time series clustering an useful survey is:

Warren Liao, T. (2005). Clustering of time series data—a survey. Pattern recognition, 38(11), 1857-1874.

http://www.sciencedirect.com/science/article/pii/S0031320305001305

Kind Regards

Carlo Drago

I think the best way is to find graduate text book if you are a starter. Basically Econometrics article particularly on Time Series are very challenging. I don't know what level you are in but to start with I found the best book is " Introductory Financial Econometrics" by Chris Brooks. It covers Time Series as well as Panel along with other methodologies. Please update me if your need is different.

"Time Series Analysis: Forecasting and Control" by Box & Jenkins is a very good one, also Time Series Analysis and Its Applications: With R Examples by Shumway & Stoffer is another good starting point