Difference between revisions of "Forecasting"
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| − | |keywords=artificial, intelligence, machine, learning, models | + | |keywords=ChatGPT, artificial, intelligence, machine, learning, GPT-4, GPT-5, NLP, NLG, NLC, NLU, models, data, singularity, moonshot, Sentience, AGI, Emergence, Moonshot, Explainable, TensorFlow, Google, Nvidia, Microsoft, Azure, Amazon, AWS, Hugging Face, OpenAI, Tensorflow, OpenAI, Google, Nvidia, Microsoft, Azure, Amazon, AWS, Meta, LLM, metaverse, assistants, agents, digital twin, IoT, Transhumanism, Immersive Reality, Generative AI, Conversational AI, Perplexity, Bing, You, Bard, Ernie, prompt Engineering LangChain, Video/Image, Vision, End-to-End Speech, Synthesize Speech, Speech Recognition, Stanford, MIT |description=Helpful resources for your journey with artificial intelligence; videos, articles, techniques, courses, profiles, and tools |
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| − | [ | + | [https://www.google.com/search?q=Time+Series+forecasting+predict+artificial+intelligence+Deep+Machine+Learning+ai ...Google search] |
| − | [ | + | [https://www.youtube.com/results?search_query=Time+Series+forecasting+predict+artificial+intelligence+Deep+Machine+Learning+ai Youtube search...] |
| − | * [[AI Solver]] | + | * [[Prescriptive Analytics|Prescriptive &]] [[Predictive Analytics]] ... [[Operations & Maintenance|Predictive Operations]] ... [[Forecasting]] ... [[Excel#Excel - Forecasting|with Excel]] ... [[Market Trading]] ... [[Sports Prediction]] ... [[Marketing]] ... [[Politics]] |
| + | * [[Perspective]] ... [[Context]] ... [[In-Context Learning (ICL)]] ... [[Transfer Learning]] ... [[Out-of-Distribution (OOD) Generalization]] | ||
| + | * [[AI Solver]] ... [[Algorithms]] ... [[Algorithm Administration|Administration]] ... [[Model Search]] ... [[Discriminative vs. Generative]] ... [[Train, Validate, and Test]] | ||
** [[...predict values]] | ** [[...predict values]] | ||
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* [[Case Studies]] | * [[Case Studies]] | ||
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** [[Seismology]] | ** [[Seismology]] | ||
** [[Meteorology]] | ** [[Meteorology]] | ||
| − | ** [[ | + | *** [[Satellite#Satellite Imagery|Satellite Imagery]] |
| − | ** [[ | + | ** [[Supply Chain]] ... [[Supply Chain#Logistics|Logistics]] ... [[Supply Chain#Warehousing|Warehousing]] ... [[Supply Chain#Retail|Retail]] |
** [[Risk, Compliance and Regulation]] | ** [[Risk, Compliance and Regulation]] | ||
** [[Insurance]] | ** [[Insurance]] | ||
| − | ** [[Politics]] | + | ** [[Transportation (Autonomous Vehicles)]] |
| − | * [[ | + | *** [[Transportation (Autonomous Vehicles)#Car Price Prediction|Car Price Prediction]] |
| + | * [[Backtesting]] | ||
| + | * [[Immersive Reality]] ... [[Metaverse]] ... [[Omniverse]] ... [[Transhumanism]] ... [[Religion]] | ||
| + | * [[Telecommunications]] ... [[Computer Networks]] ... [[Telecommunications#5G|5G]] ... [[Satellite#Satellite Communications|Satellite Communications]] ... [[Quantum Communications]] ... [[Agents#Communication | Communication Agents]] ... [[Smart Cities]] ... [[Digital Twin]] ... [[Internet of Things (IoT)]] | ||
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| + | Forecasting plays a critical role in various domains, enabling organizations to anticipate future events and make informed decisions. Artificial Intelligence (AI) has significantly enhanced forecasting capabilities by leveraging advanced algorithms and techniques. AI-powered forecasting models can analyze vast amounts of data, identify patterns, and generate accurate predictions. Whether in market trading, sports prediction, seismology, meteorology, warehousing, operations and maintenance, risk management, insurance, politics, transportation, or car price prediction, AI algorithms analyze vast amounts of data and patterns to provide accurate forecasts. These advancements in AI-powered forecasting models contribute to improved strategies, enhanced operational efficiency, and better decision-making across industries. Let's explore how AI is used in forecasting across different domains: | ||
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| + | * <b>[[Market Trading]]:</b> AI is extensively used in market trading to forecast stock prices, market trends, and investment opportunities. Machine learning algorithms analyze historical market data, news articles, social media sentiment, and other relevant factors to predict stock price movements. AI-powered trading systems can identify patterns and anomalies, optimize trading strategies, and make real-time decisions based on market conditions. | ||
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| + | * <b>[[Sports Prediction]]:</b> AI algorithms are employed in sports analytics to forecast match outcomes, player performance, and team rankings. By analyzing historical data, player statistics, and other variables, AI models can predict the likelihood of a team winning a match or estimate the performance of individual players. These predictions assist sports organizations in strategizing, making team selections, and evaluating player acquisitions. | ||
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| + | * <b>[[Seismology]]:</b> AI techniques are utilized in seismology to predict earthquakes and assess seismic risks. AI algorithms analyze seismic data, geological information, and historical earthquake patterns to identify precursors and forecast the likelihood and magnitude of future earthquakes. These forecasts help in disaster preparedness, infrastructure planning, and risk mitigation strategies. | ||
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| + | * <b>[[Meteorology]]:</b> AI has revolutionized weather forecasting by enabling more accurate predictions. AI algorithms process vast amounts of meteorological data, [[Satellite#Satellite Imagery|satellite imagery]], and climate models to forecast weather conditions such as temperature, rainfall, and storm patterns. These forecasts aid in disaster management, agricultural planning, and resource allocation for industries that are weather-dependent. | ||
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| + | * <b>[[Warehousing]]:</b> AI is employed in forecasting demand and optimizing inventory management in warehouses. Machine learning algorithms analyze historical sales data, market trends, and external factors to predict future demand for products accurately. These forecasts help in optimizing inventory levels, reducing stockouts or overstock situations, and streamlining supply chain operations. | ||
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| + | * <b>[[Operations & Maintenance]]:</b> AI-powered forecasting is utilized in operations and maintenance to predict equipment failures and optimize maintenance schedules. By analyzing sensor data, historical maintenance records, and operational parameters, AI models can forecast when equipment is likely to require maintenance or replacement. These predictions enable organizations to plan maintenance activities, minimize downtime, and optimize asset utilization. | ||
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| + | * <b>[[Risk, Compliance and Regulation]]:</b> AI assists in forecasting risks, compliance violations, and regulatory changes in various industries. Machine learning algorithms analyze historical data, industry trends, and regulatory information to predict potential risks, detect anomalies, and identify compliance issues. These forecasts help organizations in proactive risk management, regulatory compliance, and decision-making processes. | ||
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| + | * <b>[[Insurance]]:</b> AI is used in the insurance industry to forecast risks, estimate claim likelihood, and set insurance premiums. By analyzing historical data, customer behavior, and external factors, AI models can predict the likelihood of future claims and assess risk levels. These forecasts assist insurance companies in underwriting decisions, pricing policies, and managing risk portfolios effectively. | ||
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| + | * <b>[[Politics]]:</b> AI-powered forecasting is employed in political analysis to predict election outcomes, public opinion trends, and voter behavior. By analyzing historical election data, surveys, and social media sentiment, AI algorithms can forecast electoral results, identify swing states, and understand the factors that influence voter choices. These forecasts aid political campaigns, polling agencies, and policymakers in strategic decision-making. | ||
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| + | * <b>[[Transportation (Autonomous Vehicles)]]:</b> AI plays a crucial role in forecasting traffic conditions, optimizing routes, and enhancing safety in autonomous vehicles. By analyzing real-time traffic data, historical patterns, and sensor inputs, AI algorithms can predict traffic congestion, road conditions, and potential hazards. These forecasts help autonomous vehicles make informed decisions, improve navigation efficiency, and ensure passenger safety. | ||
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| + | * <b>[[Transportation (Autonomous Vehicles)#Car Price Prediction|Car Price Prediction]]:</b> AI is utilized in forecasting car prices, resale values, and market trends in the automotive industry. Machine learning algorithms analyze historical sales data, market demand, and vehicle attributes to predict future car prices accurately. These forecasts assist car manufacturers, dealerships, and consumers in making informed decisions regarding pricing, purchasing, and selling vehicles. | ||
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<b>Delphi Discussions - Debugging Techniques | <b>Delphi Discussions - Debugging Techniques | ||
| − | </b><br>Jump in and learn various debugging techniques and tools with Zach, Dave, and Jim. Jump in and learn various debugging techniques and tools with Zach, Dave, and Jim. Episodes can be found here, your favorite podcast app, alexa, patreon, and of course on | + | </b><br>Jump in and learn various debugging techniques and tools with Zach, Dave, and Jim. Jump in and learn various debugging techniques and tools with Zach, Dave, and Jim. Episodes can be found here, your favorite podcast app, alexa, patreon, and of course on https://delphimystics.com. Visit our site for bios about the hosts, show notes, contests, merchandise, and more! Hosts: Dave Nottage, Jim McKeeth, Zach Briggs Codex |
| − | - Official Codex Site | + | - Official Codex Site https://www.delphiworlds.com/codex/ |
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<b>Introduction to Forecasting in Machine Learning and Deep Learning | <b>Introduction to Forecasting in Machine Learning and Deep Learning | ||
</b><br>Forecasts are critical in many fields, including finance, manufacturing, and meteorology. At Uber, probabilistic time series forecasting is essential for marketplace optimization, accurate hardware capacity predictions, marketing spend allocations, and real-time system outage detection across millions of metrics. | </b><br>Forecasts are critical in many fields, including finance, manufacturing, and meteorology. At Uber, probabilistic time series forecasting is essential for marketplace optimization, accurate hardware capacity predictions, marketing spend allocations, and real-time system outage detection across millions of metrics. | ||
| − | In this talk, Franziska Bell provides an overview of classical, machine learning and deep learning forecasting approaches. In addition fundamental forecasting best practices will be covered. This video was recorded at QCon.ai 2018: | + | In this talk, Franziska Bell provides an overview of classical, machine learning and deep learning forecasting approaches. In addition fundamental forecasting best practices will be covered. This video was recorded at QCon.ai 2018: https://bit.ly/2piRtLl If you are a software engineer that wants to learn more about machine learning check our dedicated introductory guide https://bit.ly/2HPyuzY . For more awesome presentations on innovator and early adopter, topics check InfoQ’s selection of talks from conferences worldwide https://bit.ly/2tm9loz |
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== <span id="Time Series Forecasting"></span>Time Series Forecasting == | == <span id="Time Series Forecasting"></span>Time Series Forecasting == | ||
| − | * [ | + | * [https://machinelearningmastery.com/tune-lstm-hyperparameters-keras-time-series-forecasting/ How to Tune LSTM Hyperparameters with Keras for Time Series Forecasting | Matt Dancho] |
| − | * [ | + | * [https://www.kdnuggets.com/2019/05/machine-learning-time-series-forecasting.html How (not) to use Machine Learning for time series forecasting: Avoiding the pitfalls | Vegard Flovik KDnuggeets] |
| − | * [ | + | * [https://www.kdnuggets.com/2019/05/machine-learning-time-series-forecasting.html How (not) to use Machine Learning for time series forecasting: Avoiding the pitfalls | Vegard Flovik - KDnuggets] |
| − | * [ | + | * [https://www.youtube.com/watch?v=d4Sn6ny_5LI Time Series Prediction - 8 Techniques |] [[Creatives#Siraj Raval|Siraj Raval]] |
| − | * [ | + | * [https://aws.amazon.com/forecast/ Amazon Forecast | AWS] |
| − | * [ | + | * [https://www.datascience.com/blog/time-series-forecasting-machine-learning-differences 7 Ways Time-Series Forecasting Differs from Machine Learning | Roman Josue de las Heras Torres] |
| − | * [ | + | * [https://www.viralml.com/video-content.html?fm=yt&v=zBVQvVCZPCM Finding Patterns and Outcomes in Time Series Data - Hands-On with Python | ViralML.com] |
| − | * [ | + | * [https://www.slideshare.net/PyData/applying-statistical-modeling-and-machine-learning-to-perform-timeseries-forecasting Applying Statistical Modeling and Machine Learning to Perform Time-Series Forecasting | Tamara Louie] |
| − | * [ | + | * [https://towardsdatascience.com/stationarity-in-time-series-analysis-90c94f27322#:~:text=In%20the%20most%20intuitive%20sense,not%20itself%20change%20over%20time. Stationarity in time series analysis | Shay Palachy - Towards Data Science] |
| − | * [ | + | * [https://www.youtube.com/ |
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<youtube>BKceuStrbPo</youtube> | <youtube>BKceuStrbPo</youtube> | ||
<b>Deep Learning for Time Series Forecasting (COVID-19) | <b>Deep Learning for Time Series Forecasting (COVID-19) | ||
| − | </b><br>In these live coding sessions we will continue to use [[Deep Neural Network (DNN)| | + | </b><br>In these live coding sessions we will continue to use [[Neural Network#Deep Neural Network (DNN)|Deep Neural Networks (DNN)]] to forecast COVID-19 spread and also build out our repository to forecast. |
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<youtube>fAFWkpBLmHg</youtube> | <youtube>fAFWkpBLmHg</youtube> | ||
| − | <b>Time series met [[ | + | <b>Time series met [[Algorithm Administration#AutoML|AutoML]] ([[Colaboratory|Codalab] Automated Time Series Regression) — Denis Vorotyntsev |
| − | </b><br>Denis Vorotyntsev won AutoSeries - [[ | + | </b><br>Denis Vorotyntsev won AutoSeries - [[Algorithm Administration#AutoML|AutoML]] competition on time-series regression. In his presentation, he talks about the competition organization, his final solution, and solutions of other top placed participants. In this video, you will find out: How [[Algorithm Administration#AutoML|AutoML]] competition differs from most common [[Kaggle]]-alike and why you should try them, Features engineering approach for time-series tasks when you have no idea about domain, Why validation split should emulate train-test split, Why you should always check the code of top participants and how small bugs might drop your score. [https://gh.mltrainings.ru/presentations/Vorotyntsev_CodalabAutoML.pdf Presentation] |
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<youtube>HYvAPjukKic</youtube> | <youtube>HYvAPjukKic</youtube> | ||
<b>Scaling Machine Learning on Industrial Time Series with Cloud Bigtable and AutoML (Cloud Next '18) | <b>Scaling Machine Learning on Industrial Time Series with Cloud Bigtable and AutoML (Cloud Next '18) | ||
| − | </b><br>The saying goes that machine learning is about data and algorithms, but mostly data. In a real-world industrial setting, this data is usually messy, error-laden, and inconsistent. This session will present how Cognite is using a wide range of tools in [[Google]] Cloud Platform, including Cloud Bigtable, Cloud PubSub, Cloud SQL and [[ | + | </b><br>The saying goes that machine learning is about data and algorithms, but mostly data. In a real-world industrial setting, this data is usually messy, error-laden, and inconsistent. This session will present how Cognite is using a wide range of tools in [[Google]] Cloud Platform, including Cloud Bigtable, Cloud PubSub, Cloud SQL and [[Algorithm Administration#AutoML|AutoML]], to address the key pain points in a scalable machine learning workflow: Live data preparation and aggregation, data contextualization at scale, Implementation and operationalization of models. |
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<youtube>seSKYss7T7M</youtube> | <youtube>seSKYss7T7M</youtube> | ||
<b>Scalable AutoML for Time Series Forecasting using Ray | <b>Scalable AutoML for Time Series Forecasting using Ray | ||
| − | </b><br>Time Series Forecasting is widely used in real world applications, such as network quality analysis in Telcos, log analysis for data center operations, predictive maintenance for high-value equipment, etc. Classical time series forecasting methods (such as autoregression and exponential smoothing) often involve making assumptions the underlying distribution of the data, while new machine learning methods, especially neural networks often perceive time series forecasting as a sequence modeling problem and have recently been applied to these problems with success (e.g., [1] and [2]). However, building the machine learning applications for time series forecasting can be a laborious and knowledge-intensive process. In order to provide an easy-to-use time series forecasting toolkit, we have applied [[ | + | </b><br>Time Series Forecasting is widely used in real world applications, such as network quality analysis in Telcos, log analysis for data center operations, predictive maintenance for high-value equipment, etc. Classical time series forecasting methods (such as autoregression and exponential smoothing) often involve making assumptions the underlying distribution of the data, while new machine learning methods, especially neural networks often perceive time series forecasting as a sequence modeling problem and have recently been applied to these problems with success (e.g., [1] and [2]). However, building the machine learning applications for time series forecasting can be a laborious and knowledge-intensive process. In order to provide an easy-to-use time series forecasting toolkit, we have applied [[Algorithm Administration#AutoML|Automated Machine Learning (AutoML)]] to time series forecasting. The toolkit is built on top of Ray (a distributed framework for emerging AI applications open-sourced by UC Berkeley RISELab), so as to automate the process of feature generation and selection, model selection and hyper-parameter tuning in a distributed fashion. In this talk we will share how we build the [[Algorithm Administration#AutoML|AutoML]] toolkit for time series forecasting, as well as real-world experience and ‘war stories’ of earlier users (such as Tencent). References: 1. Guokun Lai, Wei-Cheng Chang, Yiming Yang, Hanxiao Liu. ‘Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks’ 2. Nikolay Laptev, Slawek Smyl, Santhosh Shanmugam. ‘Engineering Extreme Event Forecasting at Uber with Recurrent Neural Networks’ About: [[Databricks]] provides a unified data [[analytics]] platform, powered by Apache Spark™, that accelerates innovation by unifying data science, engineering and business. |
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<youtube>sr6wmRioQAg</youtube> | <youtube>sr6wmRioQAg</youtube> | ||
| − | <b>Timeseries Modelling using [[ | + | <b>Timeseries Modelling using [[Algorithm Administration#AutoML|AutoML]] |
| − | </b><br>A time series is simply a series of data points ordered in time. There are plenty of use cases of time series data like sales forecasting, inventory | + | </b><br>A time series is simply a series of data points ordered in time. There are plenty of use cases of time series data like sales forecasting, inventory planning, staffing, preventive maintenance, Internet of Things (IoT) sensors. By using data historical data, businesses can understand trends, make a call on what might happen |
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=== <span id="Time Series Forecasting - Statistical"></span>Time Series Forecasting - Statistical === | === <span id="Time Series Forecasting - Statistical"></span>Time Series Forecasting - Statistical === | ||
| − | Classical time series forecasting methods may be focused on linear relationships, nevertheless, they are sophisticated and perform well on a wide range of problems, assuming that your data is suitably prepared and the method is well configured. [ | + | Classical time series forecasting methods may be focused on linear relationships, nevertheless, they are sophisticated and perform well on a wide range of problems, assuming that your data is suitably prepared and the method is well configured. [https://machinelearningmastery.com/time-series-forecasting-methods-in-python-cheat-sheet/ 11 Classical Time Series Forecasting Methods in Python (Cheat Sheet) | Jason Brownlee - Machine Learning Mastery ] |
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<youtube>YzMV--KhI2I</youtube> | <youtube>YzMV--KhI2I</youtube> | ||
<b>Time Series Forecasting Theory Part 1 - Datamites Data Science Projects | <b>Time Series Forecasting Theory Part 1 - Datamites Data Science Projects | ||
| − | </b><br>Looking for #DataScience #Projects? | + | </b><br>Looking for #DataScience #Projects? https://datamites.com/books/ Your can work on above project 'Time Series Forecasting Theory Part 1' Trainer: Mr. Ashok Kumar - https://in.linkedin.com/in/ashokka Datamites is one of the leading institutes for Data Science courses. You can learn Data Science with Machine Learning, Statistics, [[Python]], Tableau etc,.. https://datamites.com/ |
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<youtube>1BxeY1Q8Akw</youtube> | <youtube>1BxeY1Q8Akw</youtube> | ||
<b>Python Live - 1| Time Series Analysis in Python | Data Science with [[Python]] Training | Edureka | <b>Python Live - 1| Time Series Analysis in Python | Data Science with [[Python]] Training | Edureka | ||
| − | </b><br>This Edureka Video on Time Series Analysis n [[Python]] will give you all the information you need to do Time Series Analysis and Forecasting in [[Python]]. Machine Learning Tutorial Playlist: | + | </b><br>This Edureka Video on Time Series Analysis n [[Python]] will give you all the information you need to do Time Series Analysis and Forecasting in [[Python]]. Machine Learning Tutorial Playlist: https://goo.gl/UxjTxm |
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<youtube>JntA9XaTebs</youtube> | <youtube>JntA9XaTebs</youtube> | ||
<b>Tamara Louie: Applying Statistical Modeling & Machine Learning to Perform Time-Series Forecasting | <b>Tamara Louie: Applying Statistical Modeling & Machine Learning to Perform Time-Series Forecasting | ||
| − | </b><br>Forecasting time-series data has applications in many fields, including finance, health, etc. There are potential pitfalls when applying classic statistical and machine learning methods to time-series problems. This talk will give folks the basic toolbox to analyze time-series data and perform forecasting using statistical and machine learning models, as well as interpret and convey the outputs. [ | + | </b><br>Forecasting time-series data has applications in many fields, including finance, health, etc. There are potential pitfalls when applying classic statistical and machine learning methods to time-series problems. This talk will give folks the basic toolbox to analyze time-series data and perform forecasting using statistical and machine learning models, as well as interpret and convey the outputs. [https://www.slideshare.net/PyData/applying-statistical-modeling-and-machine-learning-to-perform-time series-forecasting Slides]. |
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<youtube>FPM6it4v8MY</youtube> | <youtube>FPM6it4v8MY</youtube> | ||
<b>ime Series Analysis | Time Series Forecasting | Time Series Analysis in R | Ph.D. (Stanford) | <b>ime Series Analysis | Time Series Forecasting | Time Series Analysis in R | Ph.D. (Stanford) | ||
| − | </b><br>Time Series Analysis is a major component of a Data Scientist’s job profile and the average salary of an employee who knows Time Series is 18 lakhs per annum in India and $110k in the United States. So, it becomes a necessity for you to master time series analysis, if you want to get that high-profile data scientist job. Visit Great Learning Academy, to get access to 80+ free courses with 1000+ hours of content on Data Science, Data Analytics, Artificial Intelligence, Big Data, Cloud, Management, Cybersecurity, and many more. These are supplemented with free projects, assignments, datasets, quizzes. You can earn a certificate of completion at the end of the course for free. | + | </b><br>Time Series Analysis is a major component of a Data Scientist’s job profile and the average salary of an employee who knows Time Series is 18 lakhs per annum in India and $110k in the United States. So, it becomes a necessity for you to master time series analysis, if you want to get that high-profile data scientist job. Visit Great Learning Academy, to get access to 80+ free courses with 1000+ hours of content on Data Science, Data [[Analytics]], Artificial Intelligence, Big Data, Cloud, Management, Cybersecurity, and many more. These are supplemented with free projects, assignments, datasets, quizzes. You can earn a certificate of completion at the end of the course for free. https://glacad.me/3duVMLE This full course on Time Series Analysis will be taught by Dr Abhinanda Sarkar. Dr Sarkar is the Academic Director at Great Learning for Data Science and Machine Learning Programs. He is ranked amongst the Top 3 Most Prominent [[Analytics]] & Data Science Academicians in India. He has taught applied mathematics at the Massachusetts Institute of Technology (MIT) as well as been visiting faculty at Stanford and ISI and continues to teach at the Indian Institute of Management (IIM-Bangalore) and the Indian Institute of Science (IISc). |
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==== Autoregression (AR) ==== | ==== Autoregression (AR) ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Autoregression+AR+Time+Series+forecasting YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Autoregression+Time+Series+forecasting+Statistical+machine+learning+ML+artificial+intelligence ...Google search] |
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<youtube>3VzRe9x1Z4E</youtube> | <youtube>3VzRe9x1Z4E</youtube> | ||
| − | <b>Auto Regressive Models (AR) | Time Series Analysis | Data Analytics | + | <b>Auto Regressive Models (AR) | Time Series Analysis | Data [[Analytics]] |
| − | </b><br>You will learn the theory behind Auto Regressive models in this video. You need to understand this well before understanding ArIMA, Arch, Garch models Watch all our videos on our video gallery . Visit | + | </b><br>You will learn the theory behind Auto Regressive models in this video. You need to understand this well before understanding ArIMA, Arch, Garch models Watch all our videos on our video gallery . Visit https://analyticuniversity.com/ Contact for study packs & training - analyticsuniversity@gmail.com Complete Data Science Course : https://bit.ly/34Sucmb |
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<youtube>4O9Rkzm8Q5U</youtube> | <youtube>4O9Rkzm8Q5U</youtube> | ||
<b>Auto Regressive Time Series Model in [[Python]] | <b>Auto Regressive Time Series Model in [[Python]] | ||
| − | </b><br>In this tutorial, I will show you how to implement an autoregressive model (AR model) for time series forecasting in [[Python]] from scratch. Link to the ADF Test Video : | + | </b><br>In this tutorial, I will show you how to implement an autoregressive model (AR model) for time series forecasting in [[Python]] from scratch. Link to the ADF Test Video : https://youtu.be/warCSvy1DMk |
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==== Moving Average (MA) ==== | ==== Moving Average (MA) ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Moving+Average+MA+Time+Series+forecasting YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Moving+Average+MA+Time+Series+forecasting+Statistical+machine+learning+ML+artificial+intelligence ...Google search] |
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<youtube>mC1ARrtkObc</youtube> | <youtube>mC1ARrtkObc</youtube> | ||
<b>Moving Average Time Series Forecasting with Excel | <b>Moving Average Time Series Forecasting with Excel | ||
| − | </b><br>[ | + | </b><br>[https://alphabench.com/data/excel-moving-average-tutorial.html Forecast Moving Average Time Series Analysis] Part I of Introductory Time Series Forecasting Series |
| − | Introduction to Time Series Forecasting with Moving Averages Part II & III can be found at the links below: [ | + | Introduction to Time Series Forecasting with Moving Averages Part II & III can be found at the links below: [https://alphabench.com/data/excel-time-series-forecasting.html Forecasting with Exponential Smoothing and Weighted moving average.] [https://alphabench.com/data/excel-theils-u.html Testing the quality of the forecast with Theil's U] Introduction to time series forecasting using examples of moving average forecasting. We attempt to forecast the price of Gold using the GLD ETF as a proxy for the price of gold. Includes a discussion of commonly used error measures, mean absolute deviation (MAD), mean squared error (MSE, RMSE) and mean absolute percent error (MAPE). Error measures are used to determine how good your forecast is, in other words, they measure how far off your forecast is on average. |
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==== Autoregressive Moving Average (ARMA) ==== | ==== Autoregressive Moving Average (ARMA) ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Autoregressive+Moving+Average+ARMA+Time+Series+forecasting YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Autoregressive+Moving+Average+ARMA+Time+Series+forecasting+Statistical+machine+learning+ML+artificial+intelligence ...Google search] |
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<youtube>bs9fKzuUXtY</youtube> | <youtube>bs9fKzuUXtY</youtube> | ||
<b>Time Series Analysis and Forecast - Tutorial 3 - ARMA | <b>Time Series Analysis and Forecast - Tutorial 3 - ARMA | ||
| − | </b><br>Iman [ | + | </b><br>Iman [https://www.mathworks.com/matlabcentral/fileexchange/54276-time-series-analysis-and-forecast TSAF GUI] Please check out www.sphackswithiman.com for more tutorials. |
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==== Autoregressive Integrated Moving Average (ARIMA) ==== | ==== Autoregressive Integrated Moving Average (ARIMA) ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Autoregressive+Integrated+Moving+Average+ARIMA+Time+Series+forecasting YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Autoregressive+Integrated+Moving+Average+ARIMA+Time+Series+forecasting+Statistical+machine+learning+ML+artificial+intelligence ...Google search] |
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==== Seasonal Autoregressive Integrated Moving-Average (SARIMA) ==== | ==== Seasonal Autoregressive Integrated Moving-Average (SARIMA) ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Seasonal+Autoregressive+Integrated+Moving+Average+SARIMA+Time+Series+forecasting YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Autoregressive+Integrated+Moving+Average+SARIMA+Time+Series+forecasting+Statistical+machine+learning+ML+artificial+intelligence ...Google search] |
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==== Seasonal Autoregressive Integrated Moving-Average with Exogenous Regressors (SARIMAX) ==== | ==== Seasonal Autoregressive Integrated Moving-Average with Exogenous Regressors (SARIMAX) ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Seasonal+Autoregressive+Integrated+Moving+Average+Exogenous+Regressors+SARIMAX+Time+Series+forecasting YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Seasonal+Autoregressive+Integrated+Moving+Average+Exogenous+Regressors+SARIMAX+Time+Series+forecasting+Statistical+machine+learning+ML+artificial+intelligence ...Google search] |
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<youtube>9BdcJisuOkU</youtube> | <youtube>9BdcJisuOkU</youtube> | ||
<b>SARIMAX Modeling, Forecast & Simulation Demo | <b>SARIMAX Modeling, Forecast & Simulation Demo | ||
| − | </b><br>In this tutorial, we demonstrate the steps to construct a seasonal ARIMA with exogenous factors (aka SARIMAX), to forecast and to generate several simulation paths (scenarios) in Microsoft Excel Using only NumXL Functions. For more information (i.e. write-up and example spreadsheet), visit us at: | + | </b><br>In this tutorial, we demonstrate the steps to construct a seasonal ARIMA with exogenous factors (aka SARIMAX), to forecast and to generate several simulation paths (scenarios) in Microsoft Excel Using only NumXL Functions. For more information (i.e. write-up and example spreadsheet), visit us at: https://bitly.com/numxl-userguide-sarimax |
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==== Vector Autoregression (VAR) ==== | ==== Vector Autoregression (VAR) ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Vector+Autoregression+VAR+Time+Series+forecasting YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Vector+Autoregression+VAR+Time+Series+forecasting+Statistical+machine+learning+ML+artificial+intelligence ...Google search] |
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<youtube>XK3cEJw93jA</youtube> | <youtube>XK3cEJw93jA</youtube> | ||
<b>Lecture 5: VAR and VEC Models | <b>Lecture 5: VAR and VEC Models | ||
| − | </b><br>This is Lecture 5 in my Econometrics course at Swansea University. Watch Live on The Economic Society Facebook page Every Monday 2:00 pm (UK time) October 2nd - December 2017. | + | </b><br>This is Lecture 5 in my Econometrics course at Swansea University. Watch Live on The Economic Society [[Meta|Facebook]] page Every Monday 2:00 pm (UK time) October 2nd - December 2017. https://facebook.com/TheEconomicSociety/ In this lecture, I explain how to estimate a vector autoregressive model. We started with explaining the Autoregressive Process to explain the behaviour of a time series and how to present such process in different forms. Then we explained the basic conditions required to estimate a VAR model. The data need to be stationary. You need to choose the optimal lag length. The model must be stable. After estimation, we could test for causality among variables using Granger causality tests. Because VAR models are often difficult to interpret, we can use the impulse responses and variance |
decompositions. The impulse responses trace out the responsiveness of the dependent variables in the VAR to shocks to the error term. A unit shock is applied to each variable and its effects are noted. Variance Decomposition offers a slightly different method of examining VAR dynamics. They give the proportion of the movements in the dependent variables that are due to their ‘own’ shocks, versus shocks to the other variables. It gives information about the relative importance of each shock to the variables in the VAR. We also covered the concept of co-integration, and how to test for cointegration. Then we discussed the Error Correction Model and Vector Error Correction Model VECM. | decompositions. The impulse responses trace out the responsiveness of the dependent variables in the VAR to shocks to the error term. A unit shock is applied to each variable and its effects are noted. Variance Decomposition offers a slightly different method of examining VAR dynamics. They give the proportion of the movements in the dependent variables that are due to their ‘own’ shocks, versus shocks to the other variables. It gives information about the relative importance of each shock to the variables in the VAR. We also covered the concept of co-integration, and how to test for cointegration. Then we discussed the Error Correction Model and Vector Error Correction Model VECM. | ||
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<youtube>i40Road82No</youtube> | <youtube>i40Road82No</youtube> | ||
<b>Time Series Forecasting Using Recurrent Neural Network and Vector Autoregressive Model: When and How | <b>Time Series Forecasting Using Recurrent Neural Network and Vector Autoregressive Model: When and How | ||
| − | </b><br>The General Data Protection Regulation (GDPR), which came into effect on May 25, 2018, establishes strict guidelines for managing personal and sensitive data, backed by stiff penalties. GDPR's requirements have forced some companies to shut down services and others to flee the EU market altogether. GDPR's goal to give consumers control over their data and, thus, increase consumer trust in the digital ecosystem is laudable. However, there is a growing feeling that GDPR has dampened innovation in machine learning & AI applied to personal and/or sensitive data. After all, ML & AI are hungry for rich, detailed data and sanitizing data to improve privacy typically involves redacting or fuzzing inputs, which multiple studies have shown can seriously affect model quality and predictive power. While this is technically true for some privacy-safe modeling techniques, it's not true in general. The root cause of the problem is two-fold. First, most data scientists have never learned how to produce great models with great privacy. Second, most companies lack the systems to make privacy-safe machine learning & AI easy. This talk will challenge the implicit assumption that more privacy means worse predictions. Using practical examples from production environments involving personal and sensitive data, the speakers will introduce a wide range of techniques--from simple hashing to advanced embeddings--for high-accuracy, privacy-safe model development. Key topics include pseudonymous ID generation, semantic scrubbing, structure-preserving data fuzzing, task-specific vs. task-independent sanitation and ensuring downstream privacy in multi-party collaborations. Special attention will be given to Spark-based production environments. Talk by Jeffrey Yau. | + | </b><br> [[Privacy#General Data Protection Regulations (GDPR)|The General Data Protection Regulation (GDPR)]], which came into effect on May 25, 2018, establishes strict guidelines for managing personal and sensitive data, backed by stiff penalties. [[Privacy#General Data Protection Regulations (GDPR)|GDPR]]'s requirements have forced some companies to shut down services and others to flee the EU market altogether. [[Privacy#General Data Protection Regulations (GDPR)|GDPR]]'s goal to give consumers control over their data and, thus, increase consumer trust in the digital ecosystem is laudable. However, there is a growing feeling that [[Privacy#General Data Protection Regulations (GDPR)|GDPR]] has dampened innovation in machine learning & AI applied to personal and/or sensitive data. After all, ML & AI are hungry for rich, detailed data and sanitizing data to improve [[privacy]] typically involves redacting or fuzzing inputs, which multiple studies have shown can seriously affect model quality and predictive power. While this is technically true for some [[privacy]]-safe modeling techniques, it's not true in general. The root cause of the problem is two-fold. First, most data scientists have never learned how to produce great models with great [[privacy]]. Second, most companies lack the systems to make [[privacy]]-safe machine learning & AI easy. This talk will challenge the implicit assumption that more [[privacy]] means worse predictions. Using practical examples from production environments involving personal and sensitive data, the speakers will introduce a wide range of techniques--from simple hashing to advanced embeddings--for high-accuracy, [[privacy]]-safe model [[development]]. Key topics include pseudonymous ID generation, semantic scrubbing, structure-preserving data fuzzing, task-specific vs. task-independent sanitation and ensuring downstream [[privacy]] in multi-party collaborations. Special attention will be given to Spark-based production environments. Talk by Jeffrey Yau. |
|} | |} | ||
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==== Volume Weighted Moving Average (VWMA) ==== | ==== Volume Weighted Moving Average (VWMA) ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Volume+Weighted+Moving+Average+VWMA+Time+Series+forecasting+machine+learning+ML+artificial+intelligence YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Volume+Weighted+Moving+Average+VWMA+Time+Series+forecasting+machine+learning+ML+artificial+intelligence ...Google search] |
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<youtube>nSzIkkGXDQQ</youtube> | <youtube>nSzIkkGXDQQ</youtube> | ||
<b>VWMA Volume Weighted Moving Average Explained | <b>VWMA Volume Weighted Moving Average Explained | ||
| − | </b><br>VWMA Volume Weighted Moving Average Explained // Want more help from David Moadel? Contact me at davidmoadel @ gmail.com Plenty of stock / options / finance education videos here: | + | </b><br>VWMA Volume Weighted Moving Average Explained // Want more help from David Moadel? Contact me at davidmoadel @ gmail.com Plenty of stock / options / finance education videos here: https://davidmoadel.blogspot.com/ Disclaimer: I am not licensed or registered to provide financial or investment advice. My videos, presentations, and writing are only for entertainment purposes, and are not intended as investment advice. I cannot guarantee the accuracy of any information provided. retail stock investments, retail stock investor, stock market investing tips, jc penny stock, macys stock, uvxy stock, vxx stock, tvix stock, retail sector investing, FIT GPRO TGT COST M RAD volatility investing, retail sector trading, stock market experts, stock market interview, Stock market volatility lessons for better trading, UVXY VXX TVIX trading options 101, vix trading, vix index, vix volatility, uvxy trading, uvxy stock, uvxy options, uvxy explained, uvxy technical analysis, market volatility, stock market volatility, stock volatility, vix trading strategies, trading vix options, trading vix futures, trading the vix, tvix stock, tvix explained, vxx trading, vxx stock, vxx etf, vxx options, vxx explained, xiv stock, options volatility, options volatility trading, options implied volatility, market volatility explained, shorting the vix, day trading, day trader, day trading strategies, day trading for beginners, day trading stocks, day trading penny stocks, day trading live, day trading setup, day trading academy, day trading options, day trading for dummies, day trading for a living, day trading basics, day trading 101, how to day trade, how to day trade for beginners, how to day trade stocks, how to day trade penny stocks, how to day trade options, how to day trade for beginners, day trader interview, options trading for beginners stock market for beginners stocks for beginners stock investing stock market investing options trading strategies stock trading strategies stock investing penny stocks penny stock trading nasdaq apple twitter education rsi bollinger bands $SPY $QQQ $AAPL $TWTR SPY QQQ AAPL TWTR forex david moadel trading traders investing investors stock charts #vwma #vwmaexplained #davidmoadel |
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==== Vector Autoregression Moving-Average (VARMA) ==== | ==== Vector Autoregression Moving-Average (VARMA) ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Vector+Autoregression+Moving+Average+VARMA+Time+Series+forecasting YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Vector+Autoregression+Moving+Average+VARMA+Time+Series+forecasting+Statistical+machine+learning+ML+artificial+intelligence ...Google search] |
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==== Vector Autoregression Moving-Average with Exogenous Regressors (VARMAX) ==== | ==== Vector Autoregression Moving-Average with Exogenous Regressors (VARMAX) ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Vector+Autoregression+Moving+Average+Exogenous+Regressors+VARMAX+Time+Series+forecasting YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Vector+Autoregression+Moving+Average+Exogenous+Regressors+VARMAX+Time+Series+forecasting+Statistical+machine+learning+ML+artificial+intelligence ...Google search] |
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<youtube>WSgpfNdKQWg</youtube> | <youtube>WSgpfNdKQWg</youtube> | ||
<b>Multivariate Time Series Analysis with the VARMAX Procedure | <b>Multivariate Time Series Analysis with the VARMAX Procedure | ||
| − | </b><br>Xilong Chen presents using PROC VARMAX for time series analysis SAS is the leader in analytics. Through innovative analytics, business intelligence and data management software and services, SAS helps customers at more than 75,000 sites make better decisions faster. Since 1976, SAS has been giving customers around the world THE POWER TO KNOW®. VISIT SAS | + | </b><br>Xilong Chen presents using PROC VARMAX for time series analysis SAS is the leader in [[analytics]]. Through innovative [[analytics]], business intelligence and data management software and services, SAS helps customers at more than 75,000 sites make better decisions faster. Since 1976, SAS has been giving customers around the world THE POWER TO KNOW®. VISIT SAS https://www.sas.com |
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==== Simple Exponential Smoothing (SES) ==== | ==== Simple Exponential Smoothing (SES) ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Simple+Exponential+Smoothing+SES+Time+Series+forecasting YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Simple+Exponential+Smoothing+SES+Time+Series+forecasting+Statistical+machine+learning+ML+artificial+intelligence ...Google search] |
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<b>Smoothing 4: Simple exponential smoothing (SES) | <b>Smoothing 4: Simple exponential smoothing (SES) | ||
</b><br>Galit Shmueli Simple exponential smoothing is a popular data-driven method for forecasting series with no trend and no seasonality. This video supports the textbook Practical Time Series Forecasting. | </b><br>Galit Shmueli Simple exponential smoothing is a popular data-driven method for forecasting series with no trend and no seasonality. This video supports the textbook Practical Time Series Forecasting. | ||
| − | + | https://www.forecastingbook.com https://www.galitshmueli.com | |
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<youtube>_JDJ-UT41ik</youtube> | <youtube>_JDJ-UT41ik</youtube> | ||
<b>Time Series Analysis - 6.3.1 - Forecasting Using Simple Exponential Smoothing | <b>Time Series Analysis - 6.3.1 - Forecasting Using Simple Exponential Smoothing | ||
| − | </b><br>Bob Trenwith Practical Time Series Analysis PLAYLIST: | + | </b><br>Bob Trenwith Practical Time Series Analysis PLAYLIST: https://tinyurl.com/TimeSeriesPlaylist 6 - Seasonality, SARIMA, Forecasting 3.1 - Forecasting Using Simple Exponential Smoothing |
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==== Holt's Exponential Smoothing ==== | ==== Holt's Exponential Smoothing ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Holt+Exponential+Smoothing+SES+Time+Series+forecasting YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Holt+Exponential+Smoothing+SES+Time+Series+forecasting+Statistical+machine+learning+ML+artificial+intelligence ...Google search] |
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<youtube>DUyZl-abnNM</youtube> | <youtube>DUyZl-abnNM</youtube> | ||
<b>Smoothing 5: Holt's exponential smoothing | <b>Smoothing 5: Holt's exponential smoothing | ||
| − | </b><br>Galit Shmueli Holt's (double) exponential smoothing is a popular data-driven method for forecasting series with a trend but no seasonality. This video supports the textbook Practical Time Series Forecasting. | + | </b><br>Galit Shmueli Holt's (double) exponential smoothing is a popular data-driven method for forecasting series with a trend but no seasonality. This video supports the textbook Practical Time Series Forecasting. https://www.forecastingbook.com https://www.galitshmueli.com |
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==== Winter's (Holt-Winter's) Exponential Smoothing (HWES) ==== | ==== Winter's (Holt-Winter's) Exponential Smoothing (HWES) ==== | ||
| − | [ | + | [https://www.youtube.com/results?search_query=Winter+Exponential+Smoothing+SES+Time+Series+forecasting YouTube search...] |
| − | [ | + | [https://www.google.com/search?q=Winter+Exponential+Smoothing+SES+Time+Series+forecasting+Statistical+machine+learning+ML+artificial+intelligence ...Google search] |
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<youtube>mrLiC1biciY</youtube> | <youtube>mrLiC1biciY</youtube> | ||
<b>Smoothing 6: Winter's exponential smoothing | <b>Smoothing 6: Winter's exponential smoothing | ||
| − | </b><br>Galit Shmueli Winter's (Holt-Winter's) exponential smoothing is a popular data-driven method for forecasting series with a trend and seasonality. This video supports the textbook Practical Time Series Forecasting. | + | </b><br>Galit Shmueli Winter's (Holt-Winter's) exponential smoothing is a popular data-driven method for forecasting series with a trend and seasonality. This video supports the textbook Practical Time Series Forecasting. https://www.forecastingbook.com https://www.galitshmueli.com |
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=== <span id="Time Series Forecasting - Deep Learning"></span>Time Series Forecasting - Deep Learning === | === <span id="Time Series Forecasting - Deep Learning"></span>Time Series Forecasting - Deep Learning === | ||
| − | Applying deep learning methods like Multilayer Neural Networks and Long Short-Term Memory (LSTM) Recurrent Neural Network models to time series forecasting problems.[ | + | Applying deep learning methods like Multilayer Neural Networks and Long Short-Term Memory (LSTM) Recurrent Neural Network models to time series forecasting problems.[https://machinelearningmastery.com/get-good-results-fast-deep-learning-time-series-forecasting/ | Jason Brownlee - Machine Learning Mastery ] |
* [[Recurrent Neural Network (RNN)]] | * [[Recurrent Neural Network (RNN)]] | ||
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<youtube>lGaXq_Kgr2Y</youtube> | <youtube>lGaXq_Kgr2Y</youtube> | ||
<b>Forecasting with Neural Networks: Part A | <b>Forecasting with Neural Networks: Part A | ||
| − | </b><br>Galit Shmueli What is a neural network, neural network terminology, and setting up a network for time series forecasting This video supports the textbook Practical Time Series Forecasting. | + | </b><br>Galit Shmueli What is a neural network, neural network terminology, and setting up a network for time series forecasting This video supports the textbook Practical Time Series Forecasting. https://www.forecastingbook.com https://www.galitshmueli.com |
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<youtube>dMUmHsktl04</youtube> | <youtube>dMUmHsktl04</youtube> | ||
| − | <b>Time Series Data Encoding for Deep Learning, [[TensorFlow]] and [[Keras]] (10.1) | + | <b>Time Series [[Data Quality#Data Encoding|Data Encoding]] for Deep Learning, [[TensorFlow]] and [[Keras]] (10.1) |
</b><br>Time series data is usually represented in the form of sequences when working with Keras and TensorFlow. In this video sequences are introduced for time series prediction. | </b><br>Time series data is usually represented in the form of sequences when working with Keras and TensorFlow. In this video sequences are introduced for time series prediction. | ||
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<youtube>9X_4i7zdSY8</youtube> | <youtube>9X_4i7zdSY8</youtube> | ||
<b>Dafne van Kuppevelt | Deep learning for time series made easy | <b>Dafne van Kuppevelt | Deep learning for time series made easy | ||
| − | </b><br>PyData Amsterdam 2017 Deep learning is a state of the art method for many tasks, such as image classification and object detection. For researchers that have time series data, but are not an expert on deep learning, the barrier can be high to start using deep learning. We developed mcfly, an open source python library, to help machine learning novices explore the value of deep learning for time series data. In this talk, we will explore how machine learning novices can be aided in the use of deep learning for time series classification. In a variety of scientific fields researchers face the challenge of time series classification. For example, to classify activity types from wrist-worn accelerometer data or to classify epilepsy from electroencephalogram (EEG) data. For researchers who are new to the field of deep learning, the barrier can be high to start using deep learning. In contrast to computer vision use cases, where there are tools such as caffe that provide pre-defined models to apply on new data, it takes some knowledge to choose an architecture and hyperparameters for the model when working with time series data. We developed mcfly, an open source python library to make time series classification with deep learning easy. It is a wrapper around [[Keras]], a popular [[Python]] library for deep learning. Mcfly provides a set of suitable architectures to start with, and performs a search over possible hyper-parameters to propose a most suitable model for the classification task provided. We will demonstrate mcfly with excerpts from (multi-channel) time series data from movement sensors that are associated with a class label, namely activity type (sleeping, walking, climbing stairs). In our example, mcfly will be used to train a deep learning model to label new data. [ | + | </b><br>PyData Amsterdam 2017 Deep learning is a state of the art method for many tasks, such as image classification and object detection. For researchers that have time series data, but are not an expert on deep learning, the barrier can be high to start using deep learning. We developed mcfly, an open source python library, to help machine learning novices explore the value of deep learning for time series data. In this talk, we will explore how machine learning novices can be aided in the use of deep learning for time series classification. In a variety of scientific fields researchers face the challenge of time series classification. For example, to classify activity types from wrist-worn accelerometer data or to classify epilepsy from electroencephalogram (EEG) data. For researchers who are new to the field of deep learning, the barrier can be high to start using deep learning. In contrast to computer vision use cases, where there are tools such as caffe that provide pre-defined models to apply on new data, it takes some knowledge to choose an architecture and hyperparameters for the model when working with time series data. We developed mcfly, an open source python library to make time series classification with deep learning easy. It is a wrapper around [[Keras]], a popular [[Python]] library for deep learning. Mcfly provides a set of suitable architectures to start with, and performs a search over possible hyper-parameters to propose a most suitable model for the classification task provided. We will demonstrate mcfly with excerpts from (multi-channel) time series data from movement sensors that are associated with a class label, namely activity type (sleeping, walking, climbing stairs). In our example, mcfly will be used to train a deep learning model to label new data. [https://github.com/jeffheaton/t81_558_deep_learning/blob/master/t81_558_class_10_1_timeseries.ipynb Code for This Video] [https://sites.wustl.edu/jeffheaton/t81-558/ Course Homepage] |
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<youtube>hAlGqT3Xpus</youtube> | <youtube>hAlGqT3Xpus</youtube> | ||
<b>Joe Jevnik - A Worked Example of Using Neural Networks for Time Series Prediction | <b>Joe Jevnik - A Worked Example of Using Neural Networks for Time Series Prediction | ||
| − | </b><br>PyData New York City 2017 Slides: https://github.com/llllllllll/osu-talk Most neural network examples and tutorials use fake data or present poorly performing models. In this talk, we will walk through the process of implementing a real model, starting from the beginning with data collection and cleaning. We will cover topics like feature selection, window normalization, and feature scaling. We will also present development tips for testing and deploying models. | + | </b><br>PyData New York City 2017 Slides: https://github.com/llllllllll/osu-talk Most neural network examples and tutorials use fake data or present poorly performing models. In this talk, we will walk through the process of implementing a real model, starting from the beginning with data collection and cleaning. We will cover topics like feature selection, window normalization, and feature scaling. We will also present [[development]] tips for testing and deploying models. |
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<youtube>hhJIztWR_vo</youtube> | <youtube>hhJIztWR_vo</youtube> | ||
<b>How to Use [[TensorFlow]] for Time Series | <b>How to Use [[TensorFlow]] for Time Series | ||
| − | </b><br>We're going to use [[TensorFlow]] to predict the next event in a time series dataset. This can be applied to any kind of sequential data. [ | + | </b><br>We're going to use [[TensorFlow]] to predict the next event in a time series dataset. This can be applied to any kind of sequential data. [https://github.com/llSourcell/How-to-Use-Tensorflow-for-Time-Series-Live- Code for this video] |
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<youtube>xcQ3ZUdxH2U</youtube> | <youtube>xcQ3ZUdxH2U</youtube> | ||
<b>Samsung Cello Demand Sensing: An AI-enabled demand forecasting tool | <b>Samsung Cello Demand Sensing: An AI-enabled demand forecasting tool | ||
| − | </b><br>By creating weekly sellout forecasting based on Cello Supply Chain Management (SCM) platform technologies and Samsung SDS' own big data analytics engine Brightics AI, Cello Demand Sensing helps you forecast demand accurately. Find out more at https://www.CelloLogistics.com Subscribe to our channel: https://www.youtube.com/c/cellologistics | + | </b><br>By creating weekly sellout forecasting based on Cello Supply Chain Management (SCM) platform technologies and Samsung SDS' own big data [[analytics]] engine Brightics AI, Cello Demand Sensing helps you forecast demand accurately. Find out more at https://www.CelloLogistics.com Subscribe to our channel: https://www.youtube.com/c/cellologistics |
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Latest revision as of 21:04, 4 May 2024
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Forecasting plays a critical role in various domains, enabling organizations to anticipate future events and make informed decisions. Artificial Intelligence (AI) has significantly enhanced forecasting capabilities by leveraging advanced algorithms and techniques. AI-powered forecasting models can analyze vast amounts of data, identify patterns, and generate accurate predictions. Whether in market trading, sports prediction, seismology, meteorology, warehousing, operations and maintenance, risk management, insurance, politics, transportation, or car price prediction, AI algorithms analyze vast amounts of data and patterns to provide accurate forecasts. These advancements in AI-powered forecasting models contribute to improved strategies, enhanced operational efficiency, and better decision-making across industries. Let's explore how AI is used in forecasting across different domains:
- Market Trading: AI is extensively used in market trading to forecast stock prices, market trends, and investment opportunities. Machine learning algorithms analyze historical market data, news articles, social media sentiment, and other relevant factors to predict stock price movements. AI-powered trading systems can identify patterns and anomalies, optimize trading strategies, and make real-time decisions based on market conditions.
- Sports Prediction: AI algorithms are employed in sports analytics to forecast match outcomes, player performance, and team rankings. By analyzing historical data, player statistics, and other variables, AI models can predict the likelihood of a team winning a match or estimate the performance of individual players. These predictions assist sports organizations in strategizing, making team selections, and evaluating player acquisitions.
- Seismology: AI techniques are utilized in seismology to predict earthquakes and assess seismic risks. AI algorithms analyze seismic data, geological information, and historical earthquake patterns to identify precursors and forecast the likelihood and magnitude of future earthquakes. These forecasts help in disaster preparedness, infrastructure planning, and risk mitigation strategies.
- Meteorology: AI has revolutionized weather forecasting by enabling more accurate predictions. AI algorithms process vast amounts of meteorological data, satellite imagery, and climate models to forecast weather conditions such as temperature, rainfall, and storm patterns. These forecasts aid in disaster management, agricultural planning, and resource allocation for industries that are weather-dependent.
- Warehousing: AI is employed in forecasting demand and optimizing inventory management in warehouses. Machine learning algorithms analyze historical sales data, market trends, and external factors to predict future demand for products accurately. These forecasts help in optimizing inventory levels, reducing stockouts or overstock situations, and streamlining supply chain operations.
- Operations & Maintenance: AI-powered forecasting is utilized in operations and maintenance to predict equipment failures and optimize maintenance schedules. By analyzing sensor data, historical maintenance records, and operational parameters, AI models can forecast when equipment is likely to require maintenance or replacement. These predictions enable organizations to plan maintenance activities, minimize downtime, and optimize asset utilization.
- Risk, Compliance and Regulation: AI assists in forecasting risks, compliance violations, and regulatory changes in various industries. Machine learning algorithms analyze historical data, industry trends, and regulatory information to predict potential risks, detect anomalies, and identify compliance issues. These forecasts help organizations in proactive risk management, regulatory compliance, and decision-making processes.
- Insurance: AI is used in the insurance industry to forecast risks, estimate claim likelihood, and set insurance premiums. By analyzing historical data, customer behavior, and external factors, AI models can predict the likelihood of future claims and assess risk levels. These forecasts assist insurance companies in underwriting decisions, pricing policies, and managing risk portfolios effectively.
- Politics: AI-powered forecasting is employed in political analysis to predict election outcomes, public opinion trends, and voter behavior. By analyzing historical election data, surveys, and social media sentiment, AI algorithms can forecast electoral results, identify swing states, and understand the factors that influence voter choices. These forecasts aid political campaigns, polling agencies, and policymakers in strategic decision-making.
- Transportation (Autonomous Vehicles): AI plays a crucial role in forecasting traffic conditions, optimizing routes, and enhancing safety in autonomous vehicles. By analyzing real-time traffic data, historical patterns, and sensor inputs, AI algorithms can predict traffic congestion, road conditions, and potential hazards. These forecasts help autonomous vehicles make informed decisions, improve navigation efficiency, and ensure passenger safety.
- Car Price Prediction: AI is utilized in forecasting car prices, resale values, and market trends in the automotive industry. Machine learning algorithms analyze historical sales data, market demand, and vehicle attributes to predict future car prices accurately. These forecasts assist car manufacturers, dealerships, and consumers in making informed decisions regarding pricing, purchasing, and selling vehicles.
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Contents
- 1 Qualitative Forecasting
- 2 Quantitative Forecasting
- 2.1 Time Series Forecasting
- 2.1.1 Time Series AutoML
- 2.1.2 Time Series Forecasting - Statistical
- 2.1.2.1 Autoregression (AR)
- 2.1.2.2 Moving Average (MA)
- 2.1.2.3 Autoregressive Moving Average (ARMA)
- 2.1.2.4 Autoregressive Integrated Moving Average (ARIMA)
- 2.1.2.5 Seasonal Autoregressive Integrated Moving-Average (SARIMA)
- 2.1.2.6 Seasonal Autoregressive Integrated Moving-Average with Exogenous Regressors (SARIMAX)
- 2.1.2.7 Vector Autoregression (VAR)
- 2.1.2.8 Volume Weighted Moving Average (VWMA)
- 2.1.2.9 Vector Autoregression Moving-Average (VARMA)
- 2.1.2.10 Vector Autoregression Moving-Average with Exogenous Regressors (VARMAX)
- 2.1.3 Smoothing
- 2.1.4 Time Series Forecasting - Deep Learning
- 2.1 Time Series Forecasting
- 3 Demand Forecasting
Qualitative Forecasting
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Delphi
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Quantitative Forecasting
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Time Series Forecasting
- How to Tune LSTM Hyperparameters with Keras for Time Series Forecasting | Matt Dancho
- How (not) to use Machine Learning for time series forecasting: Avoiding the pitfalls | Vegard Flovik KDnuggeets
- How (not) to use Machine Learning for time series forecasting: Avoiding the pitfalls | Vegard Flovik - KDnuggets
- Time Series Prediction - 8 Techniques | Siraj Raval
- Amazon Forecast | AWS
- 7 Ways Time-Series Forecasting Differs from Machine Learning | Roman Josue de las Heras Torres
- Finding Patterns and Outcomes in Time Series Data - Hands-On with Python | ViralML.com
- Applying Statistical Modeling and Machine Learning to Perform Time-Series Forecasting | Tamara Louie
- Stationarity in time series analysis | Shay Palachy - Towards Data Science
- [https://www.youtube.com/
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Time Series AutoML
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Time Series Forecasting - Statistical
Classical time series forecasting methods may be focused on linear relationships, nevertheless, they are sophisticated and perform well on a wide range of problems, assuming that your data is suitably prepared and the method is well configured. 11 Classical Time Series Forecasting Methods in Python (Cheat Sheet) | Jason Brownlee - Machine Learning Mastery
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Autoregression (AR)
YouTube search... ...Google search
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Moving Average (MA)
YouTube search... ...Google search
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Autoregressive Moving Average (ARMA)
YouTube search... ...Google search
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Autoregressive Integrated Moving Average (ARIMA)
YouTube search... ...Google search
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Seasonal Autoregressive Integrated Moving-Average (SARIMA)
YouTube search... ...Google search
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Seasonal Autoregressive Integrated Moving-Average with Exogenous Regressors (SARIMAX)
YouTube search... ...Google search
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Vector Autoregression (VAR)
YouTube search... ...Google search
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Volume Weighted Moving Average (VWMA)
YouTube search... ...Google search
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Vector Autoregression Moving-Average (VARMA)
YouTube search... ...Google search
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Vector Autoregression Moving-Average with Exogenous Regressors (VARMAX)
YouTube search... ...Google search
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Smoothing
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Simple Exponential Smoothing (SES)
YouTube search... ...Google search
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Holt's Exponential Smoothing
YouTube search... ...Google search
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Winter's (Holt-Winter's) Exponential Smoothing (HWES)
YouTube search... ...Google search
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Time Series Forecasting - Deep Learning
Applying deep learning methods like Multilayer Neural Networks and Long Short-Term Memory (LSTM) Recurrent Neural Network models to time series forecasting problems.| Jason Brownlee - Machine Learning Mastery
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Demand Forecasting
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