AutoRegression Integrated Moving Average with Explanatory Variables (ARIMAX) models, and its Seasonal counterpart (SARIMAX).
https://www.youtube.com/watch?v=tJ-O3hk1vRw
https://machinelearningmastery.com/arima-for-time-series-forecasting-with-python/
https://github.com/silicon-valley-data-science/pydata-sf-2016-arima-tutorial