-
Book Overview & Buying
-
Table Of Contents
Machine Learning for Time Series with Python - Second Edition
By :
This chapter provided a hands-on guide to the dominant workflow for modern time series forecasting: treating it as a regression problem. Using the M5 Walmart sales challenge, we built a complete forecasting system from the ground up.
In this chapter, you developed several key skills for time series forecasting. You learned to perform systematic feature engineering, creating a hierarchy of features ranging from foundational lags and rolling windows to contextual calendar effects and domain-specific signals. You now understand the two main approaches to using tree-based models, feature-based vs. specialized, and can choose the appropriate one for your task.
You gained hands-on experience by training a high-performance LightGBM model, the industry workhorse for tabular data, and learned to tune its hyperparameters for optimal performance. Furthermore, you explored advanced hybrid techniques, combining classical decomposition, and Fourier analysis with machine learning to capture...