Email the Author
You can use this page to email Valery Manokhin about Mastering Modern Time Series Forecasting.
About the Book
📘 Mastering Modern Time Series Forecasting (early access - release in 2025)
This book will rise to $59+ as more chapters drop. Preorder now for $25 and lock in lifetime access.
The Definitive Guide to Statistical, Machine Learning & Deep Learning Models in Python
Let’s be honest — most forecasting books are either outdated, too shallow, or written by folks who’ve never actually built a real forecasting system.
If you’ve ever felt frustrated by books that skip the basics, toss in code without explaining it, or barely touch on what forecasting really involves — you’re not alone.
This is different.
Mastering Modern Time Series Forecasting is your all-in-one, no-shortcuts guide to building reliable, high-impact forecasting systems. Whether you're just getting started or looking to deepen your expertise, this book takes you from rock-solid foundations to the latest advances in forecasting — including deep learning, transformers, and FTSM (Foundational Time Series Models).
Written by a practitioner with over a decade of experience, who’s built production-grade forecasting systems for multibillion-dollar companies, this book is grounded in reality — not hype. The systems I’ve helped build have delivered multimillion-dollar business value, but I’ve also seen the other side: data science teams chasing shiny tools, only to ship systems that crash in production, fail silently, or burn through budgets without results.
This book is a response to that — combining practical Python examples, real-world case studies, and a clear path to building forecasting solutions that actually work, scale, and deliver value.
🔍 What You'll Learn
📘 Core Forecasting Foundations
Grasp what forecast accuracy really means, master model validation strategies, and sidestep common pitfalls that trip up even experienced practitioners.
📈 Classical Models, Done Right
In-depth, modern takes on ARIMA, Exponential Smoothing, and other classical statistical and econometrics models — with clarity, not complexity.
🤖 Machine Learning for Time Series
Build feature-rich forecasts using state-of-the-art ML techniques that go far beyond black-box models.
🧠 Deep Learning & Transformers
Explore powerful deep learning architectures, including Transformer-based models — all with clear, readable PyTorch code.
📊 FTSMs – Foundational Time Series Models
Explore the rise of Foundational Time Series Models (FTSMs) — large, pre-trained models designed to generalize across domains, tasks, and time horizons. Think GPT for time series.
🎯 Probabilistic & Interpretable Forecasting
Move beyond point forecasts with uncertainty quantification, conformal prediction, SHAP, attention mechanisms, and explainability tools.
📊 Real-World Case Studies
Apply what you’ve learned on practical datasets across domains like retail, energy, and finance.
🚀 MLOps & Deployment
Learn how to deploy, monitor, and scale your forecasting pipelines in the real world — without the headaches.
👥 Who It’s For
- Data Scientists & ML Engineers
- Solving real-world forecasting challenges and building production-ready systems.
- Analysts & Developers
- Looking for a practical, hands-on reference that covers both fundamentals and advanced techniques.
- Students, Educators & Researchers
- In need of a modern, curriculum-friendly resource grounded in both theory and application.
- Demand Planners & Business Strategists
- Focused on delivering real value through accurate, actionable forecasts.
🧠 Why This Book Stands Out
- 🔍 Starts with what matters — metrics and validation
- Before jumping into models, you’ll learn how to evaluate them properly so you’re building on a solid foundation.
- 🧠 Focuses on understanding, not just coding
- Learn how methods work, why they work, and when to use them — not just how to run the code.
- 💻 Fully documented, transparent code
- No black boxes. Every example is clearly explained so you can learn and adapt, not guess.
- 🔄 Updated continuously with reader feedback
- Buy once, benefit forever — you’ll get lifetime updates as the field evolves.
- 📚 Everything in one place
- From classical models to deep learning and FTSMs — no need to juggle multiple resources ever again.
📦 What You Get
- Instant download of the full book
- All code examples, datasets, and notebooks
- Free lifetime updates (including new chapters, errata fixes, and bonus content)
- Exclusive early access to upcoming bonus chapters & Q&A sessions
💸 Pricing
- 🎉 Introductory Launch Price Suggested: $35 | Minimum: $30
- This is the initial price — it will increase as more chapters, tools, and content are released.
- If you find value or want to support the project, feel free to pay what it’s worth to you ❤️
Ready to take your forecasting skills from stats to neural nets, and from theory to real-world deployment?
👉 Hit “Buy Now” and start mastering forecasting like never before.
About the Author
Valery Manokhin, PhD, MBA, CQF is Senior Data Science and AI Leader with over a decade of experience driving transformative machine learning solutions across global enterprises. Recognized author and educator in machine learning, AI, advanced forecasting, uncertainty quantification, with a proven track record of aligning data strategies with business objectives to deliver significant, measurable business outcomes.