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Background: Anticoagulation therapy with heparin is a frequent treatment in intensive care units and is monitored by activated partial thromboplastin clotting time (aPTT). It has been demonstrated that reaching an established anticoagulation target within 24 hours is associated with favorable outcomes. However, patients respond to heparin differently and reaching the anticoagulation target can be challenging. Machine learning algorithms may potentially support clinicians with improved dosing recommendations. Objective: This study evaluates a range of machine learning algorithms on their capability of predicting the patients' response to heparin treatment. In this analysis, we apply, for the first time, a model that considers time series. Methods: We extracted patient demographics, laboratory values, dialysis and extracorporeal membrane oxygenation treatments, and scores from the hospital information system. We predicted the numerical values of aPTT laboratory values 24 hours after continuous heparin infusion and evaluated 7 different machine learning models. The best-performing model was compared to recently published models on a classification task. We considered all data before and within the first 12 hours of continuous heparin infusion as features and predicted the aPTT value after 24 hours. Results: The distribution of aPTT in our cohort of 5926 hospital admissions was highly skewed. Most patients showed aPTT values below 75 s, while some outliers showed much higher aPTT values. A recurrent neural network that consumes a time series of features showed the highest performance on the test set. Conclusions: A recurrent neural network that uses time series of features instead of only static and aggregated features showed the highest performance in predicting aPTT after heparin treatment.