The Oracle Cloud Infrastructure Data Science service is a fully managed, self-service platform for data science teams to build, train, and manage machine learning (ML) models in Oracle Cloud Infrastructure. This lab will go through the steps of setting up a project and a JupyterLab notebook session in OCI Data Science. We will go through the process of building a time series model, a type of machine learning problem encountered in a variety of industries including finance, retail and transportation. We will explore a time series dataset and construct data visualizations. We will build and train time series models with different machine learning packages including Statsmodels and Prophet, and we will analyze and compare the model performance.