Volume 4 of 4 · PDF edition

Forecasting and Optimization

Time series forecasting from classical ETS and SARIMA through Prophet to neural N-BEATS and N-HiTS, then optimization for decision-making taught through five real operational case studies: factory planning, warehouse slotting, portfolio construction, rostering, and vehicle routing.

One part of Machine Learning from Scratch. The complete book remains free to read online; this paid edition is the carefully typeset PDF and companion notebook package you keep.

Pages
408 pages
Price
$24 one-time
Chapters
10 chapters
Machine Learning from Scratch, Volume 4: Forecasting and Optimization cover

Learning outcomes

What you will learn

  • Model time-dependent structure and compare ETS, SARIMA, Prophet, N-BEATS, and N-HiTS forecasts.
  • Design honest forecasting evaluations that respect temporal order and operational constraints.
  • Translate business decisions into mixed-integer, flow, quadratic, constraint-programming, and routing models.
  • Implement optimization case studies for planning, slotting, portfolios, rostering, and vehicle routing.

Audience and prerequisites

Who this volume is for

  • Data scientists moving from prediction to forecasting and prescriptive decision-making.
  • Operations-research and analytics practitioners solving constrained planning problems.
  • Engineers who want end-to-end examples connecting models to operational decisions.

Prerequisites: Assumes comfort with regression and model evaluation from the earlier volumes; the optimization chapters are self-contained case studies.

Free online preview

Start with “ETS (Exponential Smoothing)

Classical time series forecasting with trend and seasonality

Approximately 61 minutes

Read the chapter

Exact contents

10 chapters across 2 parts

Every chapter below is included in the PDF and companion code. Links open the corresponding chapter in the free online edition.

Volume 4 PDF + code

Own this 408-page edition

Get the PDF, the runnable companion notebooks, and every future update and erratum for this volume. The corresponding online chapters stay free to read.

  • Carefully typeset PDF
  • Companion code for every included chapter
  • Future updates and errata included
  • Online chapters remain free to read

Volume 4 of 4

$24

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This volume or the complete book?

Volume 4: Forecasting and Optimization

408 pages focused on Time Series Forecasting and Optimization. Best when this is the subject you need now.

$24

The complete Machine Learning from Scratch book

All four volumes in one 1,717-page PDF, with the complete companion code. Buying three distinct volumes also unlocks the complete book automatically.

$68

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Also in the series

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Version history

Kept current, not frozen in time

Each PDF purchase includes future editions. When the book changes, the updated copy appears in My books at no extra cost.

Current release

Edition 2026.08.2

Editorial improvements.

Earlier releases5
  1. 2026.08.1

    Editorial refinements, restored plot typography, clearer logarithmic axes, and refreshed companion code.

  2. 2026.08.0

    Editorial improvements throughout the book, with clearer explanations, refined presentation, improved plots and visualizations, and refreshed companion code.

  3. 2026.07.2

    Improved companion notebooks and validation; removed the obsolete CLT appendix; updated the support contact.

  4. 2026.07.1

    Validation edition bump: fixed typos in the SSE chapter.

  5. 2026.07.0

    Initial public PDF and companion-code release.