Time Series Forecasting as Supervised Learning - Machine Learning Mastery

Time series forecasting can be framed as a supervised learning problem. This re-framing of your time series data allows you access to the suite of standard linear and nonlinear machine learning algorithms on your problem. In this post, you will discover how you can re-frame your time series problem as a supervised learning problem for machine learning. Time Series Forecasting as Supervised Learning Photo by Jeroen Looyé, some rights reserved. The majority of practical machine learning uses supervised learning. Supervised learning is where you have input variables (X) and an output variable (y) and you use an algorithm to learn the mapping function from the input to the output.