I have read (the contents page of) machine learning introductory textbooks such as Pattern Recognition and Machine Learning, Machine Learning A Probabilistic Perspective, and The Elements of Statistical Learning.

But it seems there's not much about online learning and sequential data (except for HMMs and filtering algorithms).

Which textbooks/literature/resource should be a good starting point to learn about online learning/ time series/ sequential analysis (assumed I have a basic understanding of machine learning)?

I've found an open source project (together with a paper) by Facebook, prophet, which looks really nice.


closed as too broad by Tim Nov 27 '17 at 9:21

Please edit the question to limit it to a specific problem with enough detail to identify an adequate answer. Avoid asking multiple distinct questions at once. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.

  • $\begingroup$ Please focus on a single topic, since you mention three topics that are more or less unrelated. Moreover there are several threads that answer your questions, e.g. stats.stackexchange.com/questions/20514/… $\endgroup$ – Tim Nov 27 '17 at 9:23