Developing advanced time series analysis capabilities for researchers and practitioners is one of the major challenges of contemporary machine learning. sktime is a new unified Python toolbox and our ambition is to provide for time series what scikit-learn provides for tabular data. In our lightning talk, we will learn about why we need a unified toolbox for machine learning with time series data and we will give an overview of the various time series learning problems covered by sktime, which are forecasting, classification/regression, annotation and clustering.