10 Challenging Machine Learning Time Series Forecasting Problems

Last Updated on August 21, 2019

Machine learning methods have a lot to offer for time series forecasting problems.

A difficulty is that most methods are demonstrated on simple univariate time series forecasting problems.

In this post, you will discover a suite of challenging time series forecasting problems. These are problems where classical linear statistical methods will not be sufficient and where more advanced machine learning methods are required.

If you are looking for challenging time series datasets to practice machine learning techniques, you are in the right place.

Kick-start your project with my new book Time Series Forecasting With Python, including step-by-step tutorials and the Python source code files for all examples.

Let’s dive in.

Overview

We will take a closer look at 10 challenging time series datasets from the competitive data science website Kaggle.com.

Not all datasets are strict time series prediction problems; I have been loose in the definition and also
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