Week 11 - Prophet(Facebook) + DeepAR(Amazon) + GPVAR

Try out the Prophet/DeepAR tutorials which was recommended. Try to answer/prepare the homework problems.

Finalize your semester project !!!

Check-Out these links:

Multiple Time Series Forecasting with DeepAR in Python

A Visual Exploration of Gaussian ProcessesDistill

Gaussian processes (1/3) - From scratch

Gaussian processes (2/3) - Fitting a Gaussian process kernel

Gaussian processes (3/3) - exploring kernels

Notebook on nbviewer

http://adamian.github.io/talks/Damianou_GP_tutorial.html

https://jovian.com/nkafr/deepvar

Deep GPVAR: Upgrading DeepAR For Multi-Dimensional ForecastingTowards Data Science