opencampus.sh Machine Learning Program
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  • Course Kick-Off
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  • Courses
    • Introduction to Data Science and Machine Learningchevron-right
    • Machine Learning with TensorFlowchevron-right
    • Intermediate Machine Learningchevron-right
    • From LLMs to AI Agents🤖chevron-right
    • Advanced Time Series Predictionchevron-right
      • 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 Practitionerchevron-right
    • Fine-Tuning and Deployment of Large Language Modelschevron-right
    • Archivechevron-right
  • 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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  2. Advanced Time Series Prediction

Week 4 - State-Space models // Filtering

Continue working on your semester project !!!

Define an appropriate approach for your problem

Formulate some questions about things you do not know

https://www.youtube.com/watch?v=d_qvLDhkg00arrow-up-right
https://www.youtube.com/watch?v=IaSGqQa5O-Marrow-up-right
https://www.youtube.com/playlist?list=PLJYjjnnccKYDppALiJlHskU8md904FXgdarrow-up-right
https://www.youtube.com/watch?v=UBDgSHPxVMEarrow-up-right
https://www.youtube.com/watch?v=eiP3oJ0Lkbsarrow-up-right
Write a caption ​ ​https://www.youtube.com/watch?v=kbK53gkPaRQarrow-up-right

OPTIONAL:

https://www.youtube.com/watch?v=sOXROWJ70Pgarrow-up-right
https://www.youtube.com/watch?v=XhAGTt3UO_warrow-up-right
https://www.youtube.com/watch?v=osfZc35FgQQarrow-up-right
https://www.youtube.com/playlist?list=PLPjEEUWIWhQV7X6dXfrVP3w0KBBLBVJ0jarrow-up-right
https://www.youtube.com/playlist?list=PLY11JnnnTUCabY4nc0hKptrd5qEWtLoo2arrow-up-right

PreviousWeek 3 - Labour Daychevron-leftNextWeek 5 - Dependence concepts: Copula // Gaussian Processes // RMTchevron-right

Last updated 1 year ago

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