Hello,
Not sure which way you want to do but we have two sample for time-series training:
For Machine Learning SDK:
https://learn.microsoft.com/en-us/azure/machine-learning/how-to-auto-train-forecast
For Machine Learning Studio:
https://learn.microsoft.com/en-us/azure/machine-learning/studio-module-reference/time-series
Those two should be a good start.
Regards,
Yutong