Chapter 12: Forecasting Using Supervised Machine Learning

In this chapter, you will explore different machine learning (ML) algorithms for time series forecasting. Machine learning algorithms can be grouped into supervised learning, unsupervised learning, and reinforcement learning. This chapter will focus on supervised machine learning. Preparing time series for supervised machine learning is an important phase that you will be introduced to in the first recipe.

Furthermore, you will explore two machine learning libraries: scikit-Learn and sktime. scikit-learn is a popular machine learning library in Python that offers a wide range of algorithms for supervised and unsupervised learning and a plethora of tools for data preprocessing, model evaluation, and selection. Keep in mind that scikit-learn, or sklearn, is a generic ML library and not specific to time series data. On the other hand, the sktime library, from the Alan Turing Institute, is a dedicated machine learning library...