Time Series Resources¶

Libraries & Tools¶

Python Libraries¶

Curated list of Python packages - statsmodels, Prophet, PyTorch Forecasting, Darts, and more.

Books¶

Essential books from beginner to advanced level.

Courses¶

Free and paid online courses for learning time series analysis.

Datasets¶

Kaggle competitions, benchmark collections, and domain-specific data sources.

Blogs & Websites¶

Top blogs and websites for time series learning.

Papers¶

Essential research papers from classical to modern methods.

Tools & Platforms¶

No-code platforms and cloud services for forecasting.

Learning Paths¶

Beginner Path 1. Read Forecasting: Principles and Practice (free online) 2. Complete Kaggle's Time Series course 3. Practice with simple datasets (airline passengers, store sales) 4. Learn statsmodels for ARIMA 5. Try Prophet for business forecasting

Intermediate Path 1. Master classical methods (ARIMA, SARIMA, VAR) 2. Learn feature engineering with tsfresh 3. Explore ML methods with sktime 4. Study state space models 5. Practice on Kaggle competitions

Advanced Path 1. Deep learning with PyTorch Forecasting 2. Read recent papers (N-BEATS, TFT, Informer) 3. Implement custom models 4. Study probabilistic forecasting 5. Contribute to open-source libraries

Practical Tips¶

• Start Simple - Master baseline models (naive, seasonal naive, moving average) before complex methods.
• Validate Properly - Use time-based cross-validation, not random splits.
• Domain Knowledge - Understand your data's seasonality, trends, and business context.
• Multiple Models - Ensemble different approaches for better robustness.
• Production Focus - Consider inference speed, model size, and monitoring requirements.

Community¶

• Time Series Forecasting Forum: https://forecasters.org/
• r/MachineLearning - Time Series: Reddit community for discussions.
• Cross Validated - Stack Exchange: Q&A for statistical questions.

GitHub Topics
Follow time-series and forecasting topics.

Last Updated: January 2024
Contributions: Have a great resource to add? Email me

Other Resources¶

Coming soon...