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A comment on Time Series Prediction – A short introduction for pragmatists.

Re:Time Series Prediction – A short introduction for pragmat... by wjnc on Saturday November 09, 2019 @02:14PM (#21493607)
And now for the great thing ... Prophet uses Stan underneath [1] and thus is built on foundations of 'regular' Bayesian statistics. Andrew Gelman has written about Prophet as well [2].

After reading this blog I am tempted to get the ML for time series book though. I'd love to try and compare some less than trivial examples with covariates involved.

[1] https://peerj.com/preprints/3190/

[2] https://statmodeling.stat.columbia.edu/2017/03/01/facebooks-...

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Re:Time Series Prediction – A short introduction for pragmat... by antman on Saturday November 09, 2019 @03:15PM (#21494034)
A good explanation for prophet that made it click for me was its recreation with python in pymc

https://www.ritchievink.com/blog/2018/10/09/build-facebooks-...

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Re:Time Series Prediction – A short introduction for pragmat... by ganeshkrishnan on Saturday November 09, 2019 @04:54PM (#21494650)
Facebook prophet is really impressive and has gotten us better precision with shorter iterations even with large datasets compared to CNN+lstm.

We run it over millions of inventory over years of data and it has given satisfactory results in majority of the cases

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Re:Time Series Prediction – A short introduction for pragmat... by ayayecocojambo on Monday November 11, 2019 @12:36AM (#21502428)
have you tried xgboost? in our problems none of the LSTM/Fbrpohpet/arima performed better fine-tuned xgboost model.
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Re:Time Series Prediction – A short introduction for pragmat... by ganeshkrishnan on Friday November 15, 2019 @08:05PM (#21550240)
Just looked it up. Looks super interesting, I will surely give it a shot. Thanks
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Re:Time Series Prediction – A short introduction for pragmat... by objektif on Saturday November 09, 2019 @04:03PM (#21494339)
Which book are you referring to?
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Re:Time Series Prediction – A short introduction for pragmat... by wjnc on Sunday November 10, 2019 @07:44AM (#21497761)
In OP [1].

[1] https://machinelearningmastery.com/deep-learning-for-time-se...

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