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Though I have been using traditional machine learning algorithms (Regression and Classification) , I have no experience of using Time series and would like to understand what is time series and different approaches(ex:ARIMA,SARIMA,SARIMAX, LSTM etc) used for time series analysis. I also see that people use LSTM's/RNN for time series/sequence classification. Can you people recommend me a book that discusses the above algorithms and how Time series is different from sequence classification etc?

1Hi, I know its a bit late. thanks for the response. Upvoted – The Great – 2020-01-06T23:13:24.010