arrow-left

All pages
gitbookPowered by GitBook
1 of 19

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Week 2 - Forecasting basics with trends: AR + MA-models

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

Work on your semester project topic and get started.

This means:

Connect to your team members

Launch a GitHub Repository

Prepare your data

file-pdf
307KB
2023_11_01.pdf
PDF
arrow-up-right-from-squareOpen

Week 7 - Milestone Meeting + Spectral Analysis of Time Series + Kalman-Filtering

Today is your day !!!

Give a presentation about your current status.....ideas in which direction you want to go......ask for feedback......be active

OPTIONAL:

file-pdf
223KB
2023-12-06.pdf
PDF
arrow-up-right-from-squareOpen

Week 5 - Non-Stationary model classes: GARCH + DCC-GARCH

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

Try to answer/motivate these questions:

What is you idea/topic?

Which data do you use?

How is it structured?

Is there something special you want to forecast?

....

file-pdf
375KB
2023-11-22.pdf
PDF
arrow-up-right-from-squareOpen

Time Series Prediction

Hi everybody......it´s Benjamin, Kristian and Yannick. We will give the Time Series Prediction course this semester and we are happy to welcome all participants.

We start with a short introduction of the course topics. Get to know each other and the other participants and explain the course structure and all the required tasks for a successful participation.

This requires i.e.: Give a project presentation and provide a well documented code with data via GitHub. Addtionally you are only allowed to miss two class sessions during the semester.

Requirements for a Certificate of Achievement or ECTS

The conditions to be met in order to receive a Certificate of Achievement (and ECTS) are:

hashtag
Attendance:

If you attend via Zoom, please make sure to use your full name, which should be the same that you used to register at edu.opencampus.sh. Otherwise your attendance will not be recorded!

Please switch on your camera - ask questions - be (inter)-active!!

hashtag
Projects:

Check the Projects section to learn more about the projects.

Preparation / YouTube

hashtag
Before the first class you should ...

  • register with Google and the Coursera platform to get corresponding accounts. Since we switched for the second run our video lecture sources (the Coursera part is optional - but still benefical for the interested) - please see the YouTube-Playlists from below.

Please enroll/attend/complete the following Coursera MOOCs during the semester:

For the winter-term 2023/24 we use YouTube playlists.

Check out the more detailed playlists in each week.

References / Books

YES.....books.....you may heard about it....these things were used in former times ;-)

Last but not least - we would like to mention some very good book references. It is not required or requested to buy any of these books. If you are enrolled as a student at CAU, FH Kiel or another university you might have access to these books via the SpringerLink of your home institution. They cover the course material quite well and provide GitHub-Repositories for the codes which where used throughout the book. Unfortunately there is no 1:1-Coursera course matching these books perfectly - but we will do our best ;-)

Some additional course material and MOOCs if you want you expand your knowledge at your own pace:

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

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

Continue working on your semester project !!!

Define an appropiate approach for your problem

Formulate some questions about things you do not know

file-pdf
341KB
2023-11-15.pdf
PDF
arrow-up-right-from-squareOpen

Week 8 - Supervised Learning I: Trees + Random Forests + Boosting

Watch the Trees, RF, Boosting playlist which was recommended. Try to answer/prepare the homework problems.

Finalize your semester project !!!

Projects & Frameworks

Here we present some potential project ideas:

For the semester project - you can bring your own data - we will discuss this in the first/second session. Nevertheless here you can find some resources to think about a potential project:

Check out these frameworks:

Week 1 - Intro + Organisation

Watch the first YouTube-Tutorial.

Think about your project and get started....

file-pdf
2MB
2023-10-25.pdf
PDF
arrow-up-right-from-squareOpen

Week 9 - Supervised Learning II: XGBoost + LightGBM + CatBoost

Watch the XGBoosting, CatBoost, LightGBM playlist which was recommended. Try to answer/prepare the homework problems.

Finalize your semester project !!!

Week 6 - Copula Methods

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

Continue working on your semester project !!!

file-pdf
230KB
2023-11-29.pdf
PDF
arrow-up-right-from-squareOpen

Week 10 - Neural Networks for Sequences: RNNs + GRUs + LSTMs + LMUs

Watch the RNNs, LSTMs playlist which was recommended. Try to answer/prepare the homework problems.

Finalize your semester project !!!

Week 13 - NBEATS(s) + NHITS(x)

As this a quite need topic/field......input is still to come...

Finalize your semester project !!!

Week 3 - Covering seasonality: From ARMA to SARIMA-models

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

Work on your semester project !!!

Plot your data... ;-)

Think about an appropiate approach for your problem

Formulate some questions about things you do not know

file-pdf
347KB
2023-11-08.pdf
PDF
arrow-up-right-from-squareOpen
The idea of spectral decomposition

Week 12 - Transformers + TFTs

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

Finalize your semester project !!!

HIDA Lectures @ HEIBRIDS - Helmholtz Information & Data Science AcademyHIDAdigitalchevron-right
Multivariate GARCH models
ARCH/GARCH models

Week 14 - Final Presentation

Present your project

We will make a list - who goes first,second etc.

There will be a hard time limit.

Something about 15-30 minutes depending on the number of the final project presentations.

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:

http://adamian.github.io/talks/Damianou_GP_tutorial.htmlarrow-up-right
https://jovian.com/nkafr/deepvararrow-up-right
Logo
Specialized Models: Time Series and Survival AnalysisCourserachevron-right
Enroll and complete this course in Coursera
https://link.springer.com/book/10.1007/978-1-4842-8978-5link.springer.comchevron-right
https://github.com/Apress/time-series-algorithm-recipesarrow-up-right
https://link.springer.com/book/10.1007/978-1-4842-5992-4link.springer.comchevron-right
https://github.com/Apress/hands-on-time-series-analylsis-pythonarrow-up-right
https://link.springer.com/book/10.1007/978-1-4842-7150-6link.springer.comchevron-right
https://github.com/Apress/advanced-forecasting-pythonarrow-up-right
Machine Learning for Time-Series with PythonPacktchevron-right
https://github.com/PacktPublishing/Machine-Learning-for-Time-Series-with-Pythonarrow-up-right
Logo
Practical Time Series AnalysisCourserachevron-right
Enroll and complete this course in Coursera
Practical Time Series AnalysisCourserachevron-right
This is a nice time series course with a focus on R/RStudio. It goes slightly deeper then our first course but lacks machine learning techniques. Nevertheless a very good ranked course and worth doing it - if you like to deepen your knowledge.
Time Series Analysis with Python CookbookPacktchevron-right
https://github.com/PacktPublishing/Time-Series-Analysis-with-Python-Cookbookarrow-up-right
Logo
Sequences, Time Series and PredictionCourserachevron-right
Enroll and complete this course in Coursera
Forecasting: Principles and Practice (2nd ed)robjhyndmanchevron-right
This book is freely available and provides additional information. Focus on R/RStudio.
Logo
Time Series Forecasting in PythonManning Publicationschevron-right
https://github.com/marcopeix/TimeSeriesForecastingInPython/tree/masterarrow-up-right
Time Series Forecasting using Deep LearningBPB Onlinechevron-right
https://github.com/bpbpublications/Time-Series-Forecasting-using-Deep-Learningarrow-up-right
Modern Time Series Forecasting with PythonPacktchevron-right
https://github.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Pythonarrow-up-right
Logo
https://link.springer.com/book/10.1007/978-3-031-13584-2link.springer.comchevron-right
https://github.com/QuantLet/pyTSA/arrow-up-right
GitHub - mortada/fredapi: Python API for FRED (Federal Reserve Economic Data) and ALFRED (Archival FRED)GitHubchevron-right
ECONOMICS
GitHub - ranaroussi/yfinance: Download market data from Yahoo! Finance's APIGitHubchevron-right
FINANCE
Energy-Chartswww.energy-charts.infochevron-right
ENERGY
Logo
Hannover | Wetterrückblick & Klimadaten | MeteostatMeteostatchevron-right
WEATHER
Time Series Classification Websitewww.timeseriesclassification.comchevron-right
MEDICAL
Time Series Classification Websitewww.timeseriesclassification.comchevron-right
TRAFFIC
Trending Papers - Hugging Facehuggingfacechevron-right
TRAFFIC
Logo
Time Series Classification Websitewww.timeseriesclassification.comchevron-right
ENVIRONMENTAL
Analyze Geospatial Data in Python: GeoPandas and Shapelywww.learndatasci.comchevron-right
SPATIAL
Logo
Kenneth R. French - Data Librarymba.tuck.dartmouth.educhevron-right
Economics + Finance
Logo
GluonTS documentationts.gluon.aichevron-right
PyTorch Forecasting Documentation — pytorch-forecasting documentationpytorch-forecasting.readthedocs.iochevron-right
Logo
Introduction — PyFlux 0.4.7 documentationpyflux.readthedocs.iochevron-right
Logo
arch 7.2.0arch.readthedocs.iochevron-right
Zooniversewww.zooniverse.orgchevron-right
ASTRO
Logo
statsmodels 0.14.6www.statsmodels.orgchevron-right
Logo
Logo
Logo
Nixtla | State of the Art ForecastingNixtlachevron-right
Logo
Towards Copula models
Copulas
Convolutions
https://joaquinamatrodrigo.github.io/skforecast/0.6.0/index.htmljoaquinamatrodrigo.github.iochevron-right
Specialized Deep Learning Architectures for Time Series ForecastingSumit's Diarychevron-right
Logo
N-BEATS Unleashed: Deep Forecasting Using Neural Basis Expansion Analysis in Python | Towards Data ScienceTowards Data Sciencechevron-right
Interpretable forecasting with N-Beats — pytorch-forecasting documentationpytorch-forecasting.readthedocs.iochevron-right
Logo
N-BEATS : Time-Series Forecasting with Neural Basis Expansion | Towards Data ScienceTowards Data Sciencechevron-right
Logo
Logo
Logo
Logo
Logo
A Visual Exploration of Gaussian ProcessesDistillchevron-right
Logo
Logo
Logo
Logo
Gaussian processes (1/3) - From scratchPeter’s Noteschevron-right
Gaussian processes (3/3) - exploring kernelsPeter’s Noteschevron-right
Logo
Gaussian processes (2/3) - Fitting a Gaussian process kernelPeter’s Noteschevron-right
https://nbviewer.org/github/adamian/adamian.github.io/blob/master/talks/Brown2016.ipynbnbviewer.orgchevron-right
Deep GPVAR: Upgrading DeepAR For Multi-Dimensional Forecasting | Towards Data ScienceTowards Data Sciencechevron-right
Multiple Time Series Forecasting with DeepAR in PythonForecastegychevron-right
Logo
Logo
Logo
Logo
Logo
Logo