You have a series of observations (temperature, sales, stock returns, traffic) over time, and you use machine learning to predict/forecast how the value will change in the future.
Notes
Useful resources
Videos
- Time Series Forecasting with XGBoost - Use python and machine learning to predict energy consumption
- https://www.youtube.com/watch?v=vV12dGe_Fho
- Time Series Forecasting with XGBoost - Advanced Methods
- https://www.youtube.com/watch?v=z3ZnOW-S550
Books
- Forecasting: Principles and Practice (3rd edition)
- https://otexts.com/fpp3/
- Forecasting: Principles and Practice (2nd edition)
- https://otexts.com/fpp2/
- A Very Short Course on Time Series Analysis
- https://bookdown.org/rdpeng/timeseriesbook/
Tutorials
- https://www.tensorflow.org/tutorials/structured_data/time_series
Links
- https://en.wikipedia.org/wiki/Makridakis_Competitions
- https://robjhyndman.com/hyndsight/forecasting-competitions/
- https://www.statsmodels.org/stable/tsa.html
- https://clickhouse.com/blog/forecasting-using-clickhouse