In setup.py or pip requirements file, how to control order of installing package dependencies?

If scikits.timeseries needs numpy, then it should declare it as a dependency. If it did, then pip would handle things for you (I'm pretty sure setuptools would, too, but I haven't used it in a long while). If you control scikits.timeseries, then you should fix it's dependency declarations.

Use setup_requires parameter, for instance to install numpy prior scipy put it into setup_requires and add __builtins__.__NUMPY_SETUP__ = False hook to get numpy installed correctly:

setup(
    name='test',
    version='0.1',
    setup_requires=['numpy'],
    install_requires=['scipy']
)

def run(self):
    __builtins__.__NUMPY_SETUP__ = False
    import numpy