What do you think?
Rate this book
Machine Learning for Time Series with Python: Python to forecast, predict, and monitor time series with modern ML and foundation models at scale
Not yet published
Expected 26 Oct 26Get better insights from time-series data and become proficient in building models with real-world data
Key FeaturesExplore time series forecasting and time series analysis in Python using ARIMA, SARIMA, GARCH, gradient boosting, and recurrent neural networks.Improve predictive modeling with feature engineering and forecasting machine learning techniques.Apply demand forecasting and financial forecasting methods through practical case studies and real-world datasets.Book DescriptionMachine Learning for Time Series, Second Edition offers a practical guide to building forecasting systems with the most important libraries such as sktime, darts, Nixtla's skforecast and mlforecast, and AutoGluon among others. Starting with the fundamentals, you’ll learn how to characterize datasets, measure and validate prediction performance, engineer features, and build forecasting pipelines.
The book covers classical methods such as ARIMA and Theta, machine learning methods such as gradient boosting, and deep learning with recurrent, latest Transformer-based (like Crossformer), or convolutional (TimesNet) models. We'll apply foundation models such as TimesFM, Chronos, and OpenTSLM, or generative approaches like Chain-of-Charts, and uncertainty quantification with conformal prediction such as GARCH conformal, conformalized quantile regression, or split conformal. We’ll also dive into production infrastructure like feature stores, model tracking, and monitoring and scaling strategies, as well as classification, self-supervised encoding, spatiotemporal modeling, handling irregular time series with ODEs, survival analysis, and causal inference.
Through practical examples, you’ll learn how to evaluate models, detect and handle anomalies and drift, and choose approaches that match data and operational needs.
What you will learnApply classical time series models such as ETS, ARIMA, and ThetaValidate with SMAPE, MASE, RMSSE and rolling window, and walk-forwardForecast as regression with sktime, darts, mlforecast, and skforecastUse modern deep learning like LSTMs, DLinear, TSMixer, and TimesNetGrasp foundation models such as TimesFM, OpenTSLM, or Chain-of-ChartsQuantify uncertainty quantification with conformalized regressionSet up feature stores, MLflow, and monitoring and scaling strategiesHandle classification, drift, spatiotemporal and irregular time seriesWho this book is forThis book is ideal for data analysts, data scientists, and Python developers who want instantly useful and practical recipes to implement today, and a comprehensive reference book for tomorrow. Basic knowledge of the Python Programming language is a must, while familiarity with statistics will help you get the most out of this book.
Table of ContentsTowards Modern ForecastingPreparing and Visualizing Time Series DataClassical Models and ValidationForecasting with Machine LearningFeature Engineering and Tree-Based ModelsMultivariate and Hierarchical ForecastingPractical Deep Learning for Time SeriesQuantifying Time Series Uncertainty with Conformal PredictionFoundation Quantitative and Qualitative ForecastingProduction Deployment, Monitoring, and ScalingBeyond Specialized ApplicationsIntermittent Forecasting and Survival Analysis
Key FeaturesExplore time series forecasting and time series analysis in Python using ARIMA, SARIMA, GARCH, gradient boosting, and recurrent neural networks.Improve predictive modeling with feature engineering and forecasting machine learning techniques.Apply demand forecasting and financial forecasting methods through practical case studies and real-world datasets.Book DescriptionMachine Learning for Time Series, Second Edition offers a practical guide to building forecasting systems with the most important libraries such as sktime, darts, Nixtla's skforecast and mlforecast, and AutoGluon among others. Starting with the fundamentals, you’ll learn how to characterize datasets, measure and validate prediction performance, engineer features, and build forecasting pipelines.
The book covers classical methods such as ARIMA and Theta, machine learning methods such as gradient boosting, and deep learning with recurrent, latest Transformer-based (like Crossformer), or convolutional (TimesNet) models. We'll apply foundation models such as TimesFM, Chronos, and OpenTSLM, or generative approaches like Chain-of-Charts, and uncertainty quantification with conformal prediction such as GARCH conformal, conformalized quantile regression, or split conformal. We’ll also dive into production infrastructure like feature stores, model tracking, and monitoring and scaling strategies, as well as classification, self-supervised encoding, spatiotemporal modeling, handling irregular time series with ODEs, survival analysis, and causal inference.
Through practical examples, you’ll learn how to evaluate models, detect and handle anomalies and drift, and choose approaches that match data and operational needs.
What you will learnApply classical time series models such as ETS, ARIMA, and ThetaValidate with SMAPE, MASE, RMSSE and rolling window, and walk-forwardForecast as regression with sktime, darts, mlforecast, and skforecastUse modern deep learning like LSTMs, DLinear, TSMixer, and TimesNetGrasp foundation models such as TimesFM, OpenTSLM, or Chain-of-ChartsQuantify uncertainty quantification with conformalized regressionSet up feature stores, MLflow, and monitoring and scaling strategiesHandle classification, drift, spatiotemporal and irregular time seriesWho this book is forThis book is ideal for data analysts, data scientists, and Python developers who want instantly useful and practical recipes to implement today, and a comprehensive reference book for tomorrow. Basic knowledge of the Python Programming language is a must, while familiarity with statistics will help you get the most out of this book.
Table of ContentsTowards Modern ForecastingPreparing and Visualizing Time Series DataClassical Models and ValidationForecasting with Machine LearningFeature Engineering and Tree-Based ModelsMultivariate and Hierarchical ForecastingPractical Deep Learning for Time SeriesQuantifying Time Series Uncertainty with Conformal PredictionFoundation Quantitative and Qualitative ForecastingProduction Deployment, Monitoring, and ScalingBeyond Specialized ApplicationsIntermittent Forecasting and Survival Analysis
Kindle Edition
Expected publication October 26, 2026
Ratings & Reviews
Friends & Following
Create a free account to discover what your friends think of this book!
Community Reviews
No one has reviewed this book yet.