As a quick follow-up to my last post on the midpoint review of M6 competition, I have looked into the actual performance statistics of my entries in the first half of the competition. The results are suprising in a few aspects : The results exhibit huge fluctuations from month to month. (Perhaps partially reflecting the… Continue reading Midpoint review of M6 competition – results
Tag: Time Series
Midpoint review of M6 competition
With the ending of June, it is now the halfway point of M6 competition. It may be a good time to do a quick review of my progress and learnings from the M6 competition so far. (And also to get me into the habits of regularly writing blogs!) Progress in M6 competition For a brief… Continue reading Midpoint review of M6 competition
Time Series Forecasting – sktime
Code template for running time series forecasting in sktime.
Time Series Forecasting – pytorch-forecasting
Code template for running time series forecasting in pytorch-forecasting.
Time Series Forecasting – pmdarima
Code template for running time series forecasting in pmdarima.
Time Series Forecasting – kats
Code template for running time series forecasting in kats.
Time Series Detection – kats
Code template for running time series detection in kats.
Time Series Forecasting – autots
Code template for running time series forecasting in autots.
Time Series Forecasting – pycaret
Code template for running autoML time series forecasting in pycaret.
Comparing Time Series Machine Learning Libraries
I have tested and reviewed a few Python packages for time-series data analysis, mostly on forecasting. Most of these packages are one-stop shop machine learning packages, with some of them also containing autoML function. The main objective here is to review and explore Python packages that will shorten the time needed for time-series data analysis.… Continue reading Comparing Time Series Machine Learning Libraries