Week 10: Machine Learning Based Time-Series Analysis

Resources

• Time Series Fundamentals
• Applications in Finance
  • Investment returns, sales, price forecasting
  • Economic indicators (GDP, inflation)
• Models and Tools
  • Time Series Library (TSLib) - Open-source library for deep time series analysis
  • Darts - Python forecasting library
  • Latest Developments (2024) - XGBoost, LSTM, GPTtime

Practice Materials

• Store Sales Analysis
  • Dataset
  • Guide
  • Example
• Additional Resources
  • Amazon Time Series Forecasting
  • Deep GPVar Implementation

Assignment

Time Series Forecasting Project using store sales data or stock returns

• Code implementation and analysis