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Time Series Forecasting Tutorial

Learn to forecast with Python: dates in pandas, trend and seasonality, baselines, exponential smoothing by hand, ARIMA, lag features and festival peaks, all in your browser.

5 free lessons Intermediate to Advanced Covers pandas 3.0, NumPy 2.4, scikit-learn 1.8 and statsmodels 0.14

Start the first lesson

Getting Started Intermediate

  1. 1What You Should Already Know
  2. 2Time Series Introduction

Dates & Time Indexes Intermediate

  1. 3Dates & the DatetimeIndex
  2. 4Frequencies & Date Ranges
  3. 5Missing Dates & Gaps

Resampling & Rolling Windows Intermediate

  1. 6Resampling: Daily to Weekly & Monthly (coming soon)
  2. 7Rolling Windows (coming soon)
  3. 8Plotting Time Series (coming soon)

Patterns in a Series Intermediate

  1. 9Trend, Seasonality & Noise (coming soon)
  2. 10Decomposition (coming soon)
  3. 11Stationarity (coming soon)
  4. 12Differencing & Log Transforms (coming soon)
  5. 13Autocorrelation (ACF) (coming soon)
  6. 14Partial Autocorrelation (PACF) (coming soon)

Measuring Forecasts Advanced

  1. 15Error Metrics: MAE, RMSE & MAPE (coming soon)
  2. 16Train/Test Split by Time (coming soon)
  3. 17Walk-Forward Validation (coming soon)

Baselines & Smoothing Advanced

  1. 18Naive & Seasonal Naive Baselines (coming soon)
  2. 19Moving Average Forecasts (coming soon)
  3. 20Simple Exponential Smoothing by Hand (coming soon)
  4. 21Holt's Method: Adding Trend (coming soon)
  5. 22Holt-Winters: Adding Seasonality (coming soon)

ARIMA Models Advanced

  1. 23AR & MA Models (coming soon)
  2. 24ARIMA with statsmodels (coming soon)
  3. 25Seasonal ARIMA (SARIMA) (coming soon)

Machine Learning Forecasting Advanced

  1. 26Lag & Calendar Features (coming soon)
  2. 27Forecasting with scikit-learn (coming soon)
  3. 28Multi-Step Forecasts (coming soon)
  4. 29Holidays, Festivals & Monsoon Effects (coming soon)
  5. 30Prediction Intervals (coming soon)

Project Project

  1. 31Project: Monthly Demand Forecast for a Shop (coming soon)

Learn Time Series with a mentor

Free lessons get you started. Our Data Science & Machine Learning training adds real projects and code reviews from working developers.

  • Project-based learning
  • Mentor code reviews
  • Free counselling call