November 2025
Intermediate
5h 34m
English
Closed Captioning available in German, English, Spanish, French, Italian, Japanese
Overview
In Video Editions the narrator reads the book while the content, figures, code listings, diagrams, and text appear on the screen. Like an audiobook that you can also watch as a video.
Make accurate time series predictions with powerful pretrained foundation models!
You don’t need to spend weeks—or even months—coding and training your own models for time series forecasting. Time Series Forecasting Using Foundation Models shows you how to make accurate predictions using flexible pretrained models.
In Time Series Forecasting Using Foundation Models you will discover:
- The inner workings of large time models
- Zero-shot forecasting on custom datasets
- Fine-tuning foundation forecasting models
- Evaluating large time models
Time Series Forecasting Using Foundation Models teaches you how to do efficient forecasting using powerful time series models that have already been pretrained on billions of data points. You’ll appreciate the hands-on examples that show you what you can accomplish with these amazing models. Along the way, you’ll learn how time series foundation models work, how to fine-tune them, and how to use them with your own data.
About the Technology
Time-series forecasting is the art of analyzing historical, time-stamped data to predict future outcomes. Foundational time series models like TimeGPT and Chronos, pre-trained on billions of data points, can now effectively augment or replace painstakingly-built custom time-series models.
About the Book
Time Series Forecasting Using Foundation Models explores the architecture of large time models and shows you how to use them to generate fast, accurate predictions. You’ll learn to fine-tune time models on your own data, execute zero-shot probabilistic forecasting, point forecasting, and more. You’ll even find out how to reprogram an LLM into a time series forecaster—all following examples that will run on an ordinary laptop.
What's Inside
- How large time models work
- Zero-shot forecasting on custom datasets
- Fine-tuning and evaluating foundation models
About the Reader
For data scientists and machine learning engineers familiar with the basics of time series forecasting theory. Examples in Python.
About the Author
Marco Peixeiro builds cutting-edge open-source forecasting Python libraries at Nixtla. He is the author of Time Series Forecasting in Python.
Quotes
Clear and hands-on, featuring both theory and easy-to-follow examples.
- Eryk Lewinson, Author of Python for Finance Cookbook
Bridges the gap between classical forecasting methods and the new developments in the foundational models. A fantastic resource.
- Juan Orduz, PyMC Labs
A foundational guide to forecasting’s next chapter.
- Tyler Blume, daybreak
An immensely practical introduction to forecasting using foundation models.
- Stephan Kolassa, SAP Switzerland
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Watch now
Unlock full access
More than 5,000 organizations count on O’Reilly
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.