Time Series Prediction – A short introduction for pragmatists

Re:Time Series Prediction – A short introduction for pragmat... by sgillen on Saturday November 09, 2019 @01:42PM (#21493363)

Under appreciated by people just now getting into time series regression, who may be really excited about throwing deep learning at the problem.

Edit: literally saw this happen two weeks ago by a PhD in electrical engineering.

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Re:Time Series Prediction – A short introduction for pragmat... by 1996 on Saturday November 09, 2019 @03:12PM (#21494009)

So much that! Also under appreciated: plots and OLS.

Start plotting before firing up the GPUs, then compare to standard OLS - like in this article!

Suggested reading if you don't know OLS: ML from scratch.

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Re:Time Series Prediction – A short introduction for pragmat... by dnautics on Saturday November 09, 2019 @06:00PM (#21495085)

Well to be fair if you use a convolutional recurrent architecture, you're doing it without realizing it.

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Re:Time Series Prediction – A short introduction for pragmat... by sgillen on Saturday November 09, 2019 @08:49PM (#21495883)

Is that true? I would think that would be more like a wavelet transform where the wavelets are learned?

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Re:Time Series Prediction – A short introduction for pragmat... by dnautics on Saturday November 09, 2019 @11:03PM (#21496323)

Yeah, that's true.

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