Tag: Time Series

• 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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  January 14, 2024

  Data Science, Machine Learning, Statistics, Time Series

  bambi, bayesian, numpyro, Time Series

• 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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  December 28, 2023

  Experimentation and Hypothesis Testing, Time Series

  experimentation, Hypothesis testing, Time Series

• 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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  November 30, 2023

  Machine Learning, Statistics, Time Series

  Machine Learning, Statistics, Time Series

• 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.

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  November 28, 2022

  Time Series

  Statistics, Time Series