Mastering Modern Time Series Forecasting (Early Access)
The definitive guide to statistical, machine learning, and deep learning forecasting in Python
This book is for people who want forecasting that actually works in the real world — not outdated theory, shallow recipes, or code dumps with no explanation.
Mastering Modern Time Series Forecasting is an end-to-end, practitioner-first guide to building reliable forecasting systems: from foundations and validation to classical models, feature-based ML, deep learning, transformers, and modern foundation time series models (FTSMs).
Written by Valery Manokhin, PhD, MBA, CQF, based on years of building and auditing production forecasting systems that drive real business impact — and seeing exactly how projects fail when evaluation is wrong, assumptions are ignored, or “shiny models” replace engineering discipline.
Early Access is available now. The price will increase as new chapters drop — preorder to lock in lifetime updates.
What You’ll Learn
✅ Foundations that prevent costly mistakes
- What forecast “accuracy” really means
- Proper backtesting, validation, and leakage prevention
- Metric selection, baselines, and decision-aligned evaluation
✅ Classical models, done right
- ARIMA and exponential smoothing with modern, practical interpretation
- When classical methods win — and when they don’t
✅ Machine learning for time series
- Feature engineering and strong ML baselines
- Training workflows that generalize beyond a single dataset
✅ Deep learning & transformers
- Modern architectures with readable, practical Python / PyTorch code
- What works, what’s hype, and how to evaluate fairly
✅ FTSMs: foundation time series models
- Large pre-trained models for time series — “GPT-style” generalization
- How to use them, benchmark them, and avoid common traps
Who This Is For
- Data Scientists & ML Engineers building production forecasting systems
- Analysts & Developers who need a hands-on reference with depth
- Students, educators & researchers seeking a modern, curriculum-friendly guide
- Demand planners & business teams who rely on forecasts for decisions
Why This Book Stands Out
- Starts with evaluation and validation (the part most books get wrong)
- Explains the “why,” not just the “how” — so you can adapt methods to your own data
- Transparent, well-documented code — no black boxes
- Living book with lifetime updates — buy once, keep benefiting as the field evolves
- Everything in one coherent system — classical → ML → deep learning → FTSMs
What You Get
- Instant access to the current Early Access release
- Code examples, datasets, and notebooks (as released)
- Lifetime updates (new chapters, improvements, errata, and bonus content)
- Early access to upcoming bonus chapters and Q&A sessions (when scheduled)
Ready to take your forecasting skills from classical stats to modern deep learning — and from theory to deployment?
👉 Hit “Buy Now” and start mastering forecasting properly.
