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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)?

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

dontloo
  • 16,356
  • 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. https://stats.stackexchange.com/questions/20514/books-for-self-studying-time-series-analysis – Tim Nov 27 '17 at 09:23

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