New answers tagged time-series
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How can Time Series Analysis be done with Categorical Variables
I have splitted the periods not in fixed time windows, but in dynamic ones. Eg. If we take @Ricardo's Alerts, I would take the values of all the variables from that "period". The table ...
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Out-of-Range Target Variable in Sequence-based Machine Learning Model
"Interpolation is easy. Extrapolation is hard."
Extrapolating might be the right thing to do.
But always be suspect of a model that is leading
you to big unexplored regions of the state ...
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How do I use ML models to estimate current stress level based on past data?
Yes, both these scenarios are different.
Estimating Current Stress level - Your target variable here is stress level and features are heart rate and blood pressure. In order to estimate current ...
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Batching in Recurrent Neural Networks (RNNs) when there is only a single instance per time step?
I wanted to add a comment but due to my reputation I can only post an answer... @erre4 your example seems to contradict the github example you quoted:
Your example: sequence length of an instance ...
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Can lag features be applied into test data without label?
If lagged values are not available for test data you could use model predictions iteratively to create estimated lagged values and use them as input and get results. Just be sure that you understand ...
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How can I approach this transactions data problem?
There are so many things to take into consideration but my answer will focus on some divergent thoughts to help you with your modeling.
1 - I would start by understanding the underlying distribution ...
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Time Series Forecasting for Multiple Store Sales with Simultaneous Timestamps
In my opinion, you should be predicting the sales of each store separately and then each store will have a date only once in the dataset.
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Supervised or Unsupervised Learning Classification: Facebook Prophet vs. ARIMA
Supervised Learning is learning from labeled data, while in Unsupervised Learning, you learn without labels. Now to your questions:
Could someone clarify whether Facebook's Prophet and ARIMA are ...
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Validity of using raw time series data for training of xgboost/random forest classifier
There is not all-correct or all-wrong option here, but as I see both paths present limitations:
Treating a fixed window as tabularized features is simple as you pointed out but all your model is ...
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Supervised or Unsupervised Learning Classification: Facebook Prophet vs. ARIMA
Supervised Learning methods are characterized for using a target value to drive the learning process. I uderstand that your question comes from the impression that a time series doesn't have a "...
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