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Book Overview & Buying
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Table Of Contents
Machine Learning for Time Series with Python - Second Edition
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We have now made the conceptual leap from classical statistical methods to the modern machine learning paradigm for forecasting. By reframing our problem as a supervised regression task, we can apply a workflow for building predictive models. You are now equipped with a systematic process for transforming time series data into features.
Choosing the right library is about matching the tool to the job. For reproducible, multi-step workflows, sktime's scikit-learn compatibility makes pipelines easy to compose. For comparing a wide range of models from classical to deep learning, darts provides a clean, intuitive API. When you need to forecast thousands of series quickly, the Nixtla ecosystem (mlforecast plus statsforecast) handles the scale. To get a strong baseline with little code, autogluon trains a diverse portfolio and ensembles the winners.
In the coming chapter, we'll build on this foundation. This approach comes with the responsibility to make tooling choices that...