Navigate Through Your Next Data Science Interview Successfully by Adhering to These Key Forecasting Rules Hiring competent data scientists, analysts, and machine learning engineers for forecasting roles is crucial, but many candidates sabotage themselves in interviews by making amateur mistakes. Here are the top 10 time series forecasting flubs that…

The complexity of time series data is a crucial aspect of forecasting, as it often determines the forecasting methods to apply. Different measures have been employed to quantify the complexity of time series, and their relationship with forecasting performance has been a subject of study. Various complexity measures have been…

Conformal Prediction is a framework designed to quantify uncertainty, and it’s quickly becoming a favoured approach in both the corporate world and academic research. Its ease of application sets it apart; with minimal adjustments, it can be integrated into any predictive model. This allows for the generation of prediction intervals…

“In my article ‘Conformal Prediction Forecasting with MAPIE,’ we explored how Conformal Prediction enables us to construct powerful probabilistic forecasting models. Unlike other probabilistic forecasting methods, Conformal Prediction forecasting models can generate prediction intervals encapsulating ground truth values at user-determined coverage levels. In this article, we will dive deep into…

A while back in my article ‘How to predict quantiles in a more intelligent way (or ‘Bye-bye quantile regression, hello Conformalized Quantile Regression’) I have covered Conformalized Quantile Regression — one of the most popular Conformal Prediction models. Today, we will look at another powerful Conformal Prediction model for quantifying…

In my previous article, “Deep Learning Is What You Do Not Need”, I explained that deep learning for time series is not the solution that most companies need even to consider; in this article, we delve deeper into more good reasons why transformers are not the solution that is effective…

Unlock powerful SSA methods to generate highly accurate forecasts. As a machine learning researcher and data science practitioner, I am always interested to learn and discover new time series forecasting methods early. I Follow myself on LinkedIn and Twitter to get regular updates on some of the most innovative technologies…

Generate accurate forecasts to understand how each prediction has been made. Machine learning for time series forecasting achieved significant successes during the last few years; machine learning methods dominated the leaderboard in the M5 Kaggle Walmart forecasting competition. And when I say machine learning, I mean precisely this — machine…

Leverage the full dataset efficiently for more precise probabilistic predictions Leverage the full dataset efficiently for more precise probabilistic predictions Conformal Prediction is a sizzling 🔥🔥🔥🔥🔥 area of research and application, garnering significant attention in both academia and industry. The number of research papers on Conformal Prediction published in 2023…