DaSSWeb – Data Science and Statistics Webinar
Tuesday, 16 March, 17:00
Speaker: Luís Torgo Dalhousie University, Canada & Fac. Sciences, Univ. Porto
Title: Time Series Forecasting: some challenges and possible solutions
Zoom link: videoconf-colibri.zoom.us/j/81896928976
Abstract:
With the widespread availability of a multitude of data collection devices measuring different properties frequently in real time, time series forecasting is becoming increasingly important for many application domains. Approaches from many research disciplines (e.g.statistics, econometrics, machine learning, etc.) are available to practitioners and researchers. All these facts raise several challenges that we will discuss during this talk. We will describe alternative methods for correctly evaluating and comparing these approaches, thus facilitating the relevant task of model selection. We will also address some of the reasons leading to models performing rather differently across diverse application domains. Finally, we discuss how approaches based on ensembles can help in overcoming some of these difficulties.
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