Midpoint review of M6 competition – results

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

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