Time Series Forecasting with Machine Learning

144,133
0
Publicado 2021-01-19
INVESTING
[1] Webull (You can get 3 free stocks setting up a webull account today): a.webull.com/8XVa1znjYxio6ESdff

TIMESTAMPS
0:00 Introduction
1:51 Defining Problem
2:50 Understanding the Data
3:18 Analyzing Data (Trend, Seasonality)
4:40 Traditional Timeseries Forecasting (ARIMA, Prophet)
6:01 Univariate & Multivariate Time series
8:15 Time series with Machine Learning
9:02 Types of Time series models
11:05 Machine Learning Vs. Traditional Time Series


REFERENCES
[1] Math behind Facebook prophet: medium.com/future-vision/the-math-of-prophet-46864…
[2] Traditional time series analysis step by step: www.kaggle.com/freespirit08/time-series-for-beginn…
[2] Dealing with time series data: online.stat.psu.edu/stat510/lesson/1
[3] Catboost is slick : catboost.ai/docs/concepts/tutorials.html

Todos los comentarios (21)
  • I just want to say how much I love that it’s my grandma that has a laptop repair shop. 😍
  • @krzysztof1156
    This is such a great video, I'm in the middle of writing my master thesis where I use timeseries and it helps a lot to understand the concepts.
  • @myal7532
    Thank you for this awesome video! I'm pretty new to ML and time series and this is so helpful and clear. I'm actually working on an assessment for a Data Analyst role that I'm interviewing for and I'm tasked with forecasting travel bookings. Glad I came across your video and excited to check out your other ones!
  • I was looking for an introduction to time series forecasting for a personal project (gas price prediction, since gas prices here in Germany are kinda high), and this was the perfect primer for time-series forecasting. Not too dumbed down, and not too complicated. And, obviously a GREAT example.
  • @jasonsykes4199
    Don't stop making videos. You have a great teaching video.
  • @sauravdas9751
    This video is great! I loved how you have put down the different methods so clearly and their pros and cons. Cheers to more videos!! :)
  • @huzifighter9
    Hi, great video! I'm just getting into time series forecasting, and you teached me a lot, thank you :) Could you make a video about Graph Attention Networks for time series forecasting?
  • @ErturkKadir
    Great explanation. The big challenge of some time series is changing characteristic over time, which makes the prediction impossible. Like some changes appears and disappears randomly, no seasonal features. Plus sudden changes. What grandma could do if all of sudden thing changes, and this happens frequently. All of them makes the problem interesting.