Category: Time Series
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Bayesian Time Series Interpolation
The third article in the series, I explore Bayesian modeling for multivariate time series interpolation with hierarchical models with Numpyro and Bambi.
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Interrupted Time Series
When experimenting with something new, everyone has an opinion! Thats why it’s especially important to gather empirical evidence, to truly measure success. In this series of articles, I will explore a variety of techniques for experimentation, measurement and the gathering of evidence. Today’s article concerns one such fundamental technique – Interrupted Time Series analysis. The…
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Stochastic Time Delay in Regression Analysis
I revisit a previous article on designing a regression model for stochastic time delay problems, where input-output delays vary randomly. The proposed model treats time delay components as part of the analysis, achieving improved results over standard regression methods in simulated experiments. Potential applications include marketing and medical settings. Future extensions might tackle multiple regression…
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Time Series Interpolation using Embeddings & Pytorch
In this article, I use categorical embeddings to tackle time series data interpolation. An algorithmic approach is introduced using Pytorch and I discuss the benefits and drawbacks. Eventually, the creation of a model with these components is demonstrated, as well as the strengths and weaknesses compared to other statistical approaches.
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Multivariate Time Series Interpolation
The post describes a method to deal with sparse time series data using a Hierarchical Model and linear basis functions. The model learns the relationship between related series and movements over time, facilitating data interpolation even with minimal individual data points.
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Introduction to Exponential Smoothing
This article intros the enduring Exponential Smoothing (ETS) in time series forecasting despite. I explore 4 key ETS variants, their formulas, and practical applications. Additionally, it touches on auto parameter selection for ETS models.
Aaron Pickering 