opencampus.sh Machine Learning Program
  • opencampus.sh Machine Learning Program
  • Course Kick-Off
  • How do I choose a course?
  • FAQ
  • Courses
    • Introduction to Data Science and Machine Learning
      • Conditions for Receiving a Certificate or ECTS
      • Preparation
      • Week 1 - Introduction to Data Science
      • Week 2 - Import and Visualization of Data
      • Week 3 - Versioning with Git (Part 1) and data preparation
      • Week 4 - Versioning with Git (Part 2) and Current Developments in ML
      • Week 5 - Introduction to Machine Learning and Linear Regression
      • Woche 6 - Overfitting und Regularisierung
      • Woche 7 - Neuronale Netze
      • Woche 8 - Fehlende Werte
      • Woche 9 - Zeitreihenanalysen
      • Woche 10 - Projektpräsentationen
    • Machine Learning with TensorFlow
      • Requirements for a Certificate of Achievement or ECTS
      • Preparation
      • Week 1 - General Introduction
      • Week 2 - Introduction to TensorFlow,Part I
      • Week 3 - Introduction to TensorFlow,Part II
      • Week 4 - Convolutional Neural Networks, Part I
      • Week 5 - Convolutional Neural Networks, Part II
      • Week 6 - Natural Language Processing, Part I
      • Week 7 - Natural Language Processing, Part II
      • Week 8 - Project Work
      • Week 9 - Sequences, Time Series and Prediction, Part I
      • Week 10 - Sequences, Time Series and Prediction, Part II
      • Week 11 & 12 - Presentation of the Final Projects
    • Intermediate Machine Learning
      • Hello and welcome😊
      • Prequisites
      • Week 1 - Course Introduction
        • Cousera Videos
      • Week 2 - Recap ML Basics, Intro to PyTorch
        • Coursera Videos
      • Week 3 - Intro Kaggle competition - EDA and baseline models with PyTorch
        • Coursera Videos
      • Week 4 - Convolutional Neural Networks
      • Week 5 - Recurrent Neural Networks
        • Cousera Videos
      • Week 6 - CNN and RNN Applications
        • Cousera Videos
      • Week 7 - Transformers & Hugging Face
      • Week 8-10 - Kaggle competiton sessions
      • Week 11 - Final Presentations
    • From LLMs to AI Agents🤖
      • Hello and welcome🤖
      • Week 1 - Course Introduction
      • Week2 - RAG +Introduction to frameworks(langchain & llamaindex)
      • Week 3 - Prompt Engineering & Demo Chatbot
    • Advanced Time Series Prediction
      • Requirements for a Certificate of Achievement or ECTS
      • Projects & Frameworks
      • Lecture material + YouTube
      • References / Books
      • Week 1 - Intro + Organisation
      • Week 2 - SARIMA(X) + GARCH-Models
      • Week 3 - Labour Day
      • Week 4 - State-Space models // Filtering
      • Week 5 - Dependence concepts: Copula // Gaussian Processes // RMT
      • Week 6 - Extremes // Anomalies // Signatures
      • Week 7 - Tree models: XGBoost // LightGBM // CatBoost
      • Week 8 - (Deep) recurrent architectures for time series data
      • Week 9 - Transformers + TemporalFusionTransformers
      • Week 10 - NBEATS(x) + NHITS
      • Week 11 - LLM for time series problems
      • Week 12 - Final Presentations
      • Week 13 - Final Presentations (Back-Up)
    • Python: Beginner to Practitioner
      • Week 1
      • Week 2
      • Week 3
      • Week 4
      • Week 5
      • Week 6
      • Week 7
      • Final Project
      • Resources
        • Worklabs
        • Solutions
        • Harvard Course
    • Fine-Tuning and Deployment of Large Language Models
      • Requirements for a Certificate of Achievement or ECTS
      • Preparation
      • Week 1 - General Introduction
      • Week 2 - Project Definition and Introduction to Fine-Tuning
      • Week 3 - Fine-Tuning Characteristics
      • Week 4 - Model Evaluation
      • Week 8 - Tokenization for Instruction Tuning
      • Week 9 - Efficient Inference
      • Week 10 - Project Presentations
    • Archive
      • Deep Learning from Scratch
        • Requirements for a Certificate of Achievement or ECTS
        • Preparation
        • Week 1 - General Introduction
        • Week 2 - Introduction to Deep Learning and Neural Network Basics
        • Week 3 - Shallow Neural Networks
        • Week 4 - Deep Neural Networks
        • Week 5 - Practical Aspects of Deep Learning
        • Week 6 - Optimization Algorithms
        • Week 7 - Hyperparameter Tuning
        • Week 8 - Machine Learning Strategy 1 & 2
        • Week 9 - Neural Networks Architecture | Project Checkpoint
        • Week 10 - Bonus: most voted topic
        • Week 11 - Presentation of Final Projects, Part I
        • Week 12 - Presentation of Final Projects, Part II
      • Deep Learning for Computer Vision
        • Requirements for a Certificate of Achievement or ECTS
        • Preparation
        • Week 1 - General Introduction
        • Week 2 - Foundations of Convolutional Neural Networks
        • Week 3 - Convolution Model Application
        • Week 4 - Residual Networks
        • Week 5 - Transfer Learning
        • Week 6 - Detection Algorithms
        • Week 7 - Project Checkpoint | Image Segmentation
        • Week 8 - Face Recognition
        • Week 9 - Art Generation with Neural Style Transfer
        • Week 10 - CNN Bonus
        • Week 11 - Final Presentation of the Projects
      • Application of Transformer Models
        • Requirements for a Certificate of Achievement or ECTS
        • Week 1 - General Introduction
        • Week 2 - Self-Attention and Prompt Design
        • Week 3 - Introduction to Transformer Models
        • Week 4 - Fine-Tuning Pretrained Models
        • Week 5 - The Datasets Library
        • Week 6 - The Tokenizers Library
        • Week 7 - Main NLP Tasks
        • Week 8 - Presentation of the Final Projects
      • Generative Adversarial Networks
        • Requirements for a Certificate of Achievement or ECTS
        • Preparation
        • Motivation - Things you can do with NLP
        • Week 1 - General Introduction to the course
        • Week 2 - Sentiment Analysis with Logistic Regression
        • Week 3 - Sentiment Analysis with Naïve Bayes
        • Week 4 - Vector Space Models
        • Week 5 - Machine Translation and Document Search
        • Week 6 - Autocorrect
        • Week 7 - Part of Speech Tagging and Hidden Markov Models
        • Week 8 - Autocomplete and Language Models
        • Week 9 - Word embeddings with neural networks
        • Week 10 - Final Projects
      • Lehren und Lernen mit KI
        • Woche 1 - Einführung
        • Woche 2 - Anwendungsbeispiele #twlz
        • Woche 3 - KI-Tools für den Bildungsbereich
        • Woche 4 - Nicht-technische Einführung in die KI
        • Woche 5 - Kreatives Schreiben
        • Woche 6 - Automatische Klassifizierung von Textantworten
        • Woche 7 - IQSH Handreichung zu CHatGPT
        • Woche 8 - Veränderungen in benötigten Kompetenzen
        • Woche 9 - Präsentation Abschlussprojekte
      • Reinforcement Learning
      • Machine Learning Operations (MLOps)
        • 19-04-2023 - General Introduction
        • 26-04-2023 ML Lifecycle Overview and Model Selection
        • 03-05-2023 Data Definition and Collection
        • 10-05-2023 From Feature Engineering to Data Storage
        • 17-05-2023 Advanced Data Processing & Intro into Model Serving
        • 24-05-2023 Model Infrastructure & Delivery
        • 31-05-2023 Model Monitoring
        • 07-06-2023 Project Presentations
      • Mathematik für maschinelles Lernen
      • TensorFlow Course: Week 10 - Special Issues Considering Your Final Projects
      • Deep Dive into LLMs
        • Week 1 - Introduction
        • Week 2 - Tokens & Embeddings revisted
        • Week 3 - Introduction to Transformers
        • Week 4 - Prompt Engineering
          • Chain of Thought
          • TELeR: A General Taxonomy of LLM Prompts for Benchmarking Complex Tasks
          • More techniques
        • Week 5 - RAG and Agents
        • Week 6 - Model Evaluation
        • Week 7 - Fine-Tuning I
        • Week 8 - Fine-Tuning II and Model Inference
        • Week 9 - Advisory Session
        • Week 10 - Project Presentations
      • Intermediate Machine Learning (Legacy SS2023)
        • Hello and welcome😊
        • Prequisites
        • Week 1 - Course Introduction
        • Week 2 - Recap ML Basics, Intro to PyTorch
        • Week 3 - Intro Kaggle competition - EDA and baseline models with PyTorch
        • Week 4 - Convolutional Neural Networks
        • Week 5 - Recurrent Neural Networks
        • Week 6 - CNN and RNN Applications
        • Week 7 - Transformers Part 1
        • Week 8 - Transformers Part 2
        • Week 9 - Vision Transformers
        • Week 10-12 - Projects sessions
        • Week 13 - Project Presentations
        • Week 14+
      • Practical Engineering with LLMs
        • Week 1- General Introduction
        • Week 2 - Prompt Engineering
        • Week 3 - Introduction to LangChain
        • Week 4 - Introduction to Retrieval Augmented Generation
        • Week 5 - Advanced Retrieval Augmented Generation
        • Week 6 - Building User Interfaces with Gradio
        • Week 7 - Evaluation of LLM outputs and structured outputs
        • Week 8 - Open-Source LLMs
        • Week 9 - Project Presentations
      • Python: From Beginner to Practictioner (Legacy WS2023)
        • Course Info
        • Week 1
        • Week 2
        • Week 3
        • Week 4
        • Week 5
        • Week 6
        • Week 7
        • Week 8
        • Week 9
        • Solutions & Materials
      • Machine Learning für die Medizin
        • Bedingungen für ein Leistungszertifikat oder ECTS
        • Vorbereitung
      • Time Series Prediction
        • Requirements for a Certificate of Achievement or ECTS
        • Projects & Frameworks
        • Preparation / YouTube
        • References / Books
        • Week 1 - Intro + Organisation
        • Week 2 - Forecasting basics with trends: AR + MA-models
        • Week 3 - Covering seasonality: From ARMA to SARIMA-models
        • Week 4 - Towards multidimensional settings: SARIMAX + VAR-models
        • Week 5 - Non-Stationary model classes: GARCH + DCC-GARCH
        • Week 6 - Copula Methods
        • Week 7 - Milestone Meeting + Spectral Analysis of Time Series + Kalman-Filtering
        • Week 8 - Supervised Learning I: Trees + Random Forests + Boosting
        • Week 9 - Supervised Learning II: XGBoost + LightGBM + CatBoost
        • Week 10 - Neural Networks for Sequences: RNNs + GRUs + LSTMs + LMUs
        • Week 11 - Prophet(Facebook) + DeepAR(Amazon) + GPVAR
        • Week 12 - Transformers + TFTs
        • Week 13 - NBEATS(s) + NHITS(x)
        • Week 14 - Final Presentation
      • Python: From Beginner to Practitioner (Legacy 2024S)
        • Course Info
        • Week 1
        • Week 2
        • Week 3
        • Week 4
        • Week 5
        • Week 6
        • Week 7
        • Week 8
        • Week 9
        • Week 10
        • Week 11
        • Week 12
        • Material
      • Einführung in Data Science und maschinelles Lernen
        • Bedingungen für ein Leistungszertifikat oder ECTS
        • Vorbereitung
        • Woche 1 - Einführung in Data Science
        • Woche 2 - Import und Visualisierung von Daten
        • Woche 3 - Versionierung mit git (Teil 1) und Datenaufbereitung
        • Woche 4 - Versionierung mit git (Teil 2) und aktuelle Entwicklungen im Bereich ML
        • Woche 5 - Einführung in das maschinelle Lernen
        • Woche 6 - Overfitting und Regularisierung
        • Woche 7 - Neuronale Netze
        • Woche 8 - Fehlende Werte
        • Woche 9 - Zeitreihenanalysen
        • Woche 10 - Projektpräsentationen
      • Python: From Beginner to Practitioner (Legacy 2024W)
        • Course Info
        • Week 1
        • Week 2
        • Week 3
        • Week 4
        • Week 5
        • Week 6
        • Week 7
        • Week 8
        • Week 9
        • Week 10
        • Week 11
        • Final Project
        • Resources
  • Events
    • Coding.Waterkant 2023
    • Prototyping Week
  • Course Projects
    • Choosing a Project
    • How to Start, Complete, and Submit Your Project
  • Additional Resourses
    • Glossary
    • Coursera
    • Selecting the Optimizer
    • Choosing the Learning Rate
    • Learning Linear Algebra
    • Learning Python
    • Support Vector Machines
    • ML Statistics
  • Tools
    • Git
    • RStudio
    • Google Colab
    • Zoom
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  1. Courses
  2. Archive
  3. Time Series Prediction

Week 4 - Towards multidimensional settings: SARIMAX + VAR-models

Watch the fourth playlist which was recommended. Try to answer/prepare the homework problems.

PreviousWeek 3 - Covering seasonality: From ARMA to SARIMA-modelsNextWeek 5 - Non-Stationary model classes: GARCH + DCC-GARCH

Last updated 1 year ago

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Continue working on your semester project !!!

Define an appropiate approach for your problem

Formulate some questions about things you do not know

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