Introducing backtesting for time series using the Skforecast libraryBelow, there are the three described backtesting methods with a random forest regressor used as autoregression.When taking a look at the implementation, the difference between the...
The weather data improve the performance in each models by a major margin. Particularly, within the XGBoost scenario the MAE is reduced by almost 44%, while the MAPE moved from 19% to 16%. For...
WWhilst many metrics corresponding to MAPE, MAE and RMSE exist for evaluating forecasting performance, such metrics have significant limitations as they only compare forecast values with actual values for a similar closing dates.For a...
Jorge Torres, is the Co-founder & CEO of MindsDB, a platform that helps anyone use the ability of machine learning to ask predictive questions of their data and receive accurate answers from it. MindsDB...
Forecasting with deep neural networksThe forecasts aren't that good. The time series is small and we didn’t optimize the model in any way. Deep learning methods are known to be data-hungry. So, in case...
Forecasting with deep neural networksThe forecasts will not be that good. The time series is small and we didn’t optimize the model in any way. Deep learning methods are known to be data-hungry. So,...
Forecasting with deep neural networksThe forecasts should not that good. The time series is small and we didn’t optimize the model in any way. Deep learning methods are known to be data-hungry. So, for...
Forecasting with deep neural networksThe forecasts usually are not that good. The time series is small and we didn’t optimize the model in any way. Deep learning methods are known to be data-hungry. So,...