Algorithm regular used in time series forecast
Include:
XGBoost(Only can be used in supervised question here, you should have X->y)
LSTM network(Same as GB, Data should be processed but in a different method, the multi-order autocorrelation of data can be learned by network）
LSTM based Encoder-Decoder Network(Future Data can be forecast in a given size time_steps)
ARMA model
Prophet method developed by facebook