I am looking for machine learning algorithms that can be used with panel data, and that are available in Python. Scikit does seem to contain anything relevant for panel data.
If you are considering to apply machine learning to temporal (i.e. panel data) then I recommend to use a recurrent neural network (RNN) for the tasks at hand.
Python offers several excellent neural networks libraries, such as Caffe, Brainstorm and Theano.
Note that when applying neural networks it is of importance that you have sufficient data available. If this is not the case then I do not recommend machine learning techniques, but in stead would recommend ARMA based models