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Any links to heavy time series based machine learning algorithms? I'm in finance, and while I know how to establish and run a random forest or gradient boost re
by hnews_account_1 7y ago
Any links to heavy time series based machine learning algorithms? I'm in finance, and while I know how to establish and run a random forest or gradient boost regressor using standard libraries, I've never had a good handle on them.
- deleted 7y ago[deleted]
- cbsmith 7y agoMost everything Eamonn Keogh publishes: https://www.cs.ucr.edu/%7Eeamonn/selected_publications.htm https://www.cs.ucr.edu/%7Eeamonn/selected_publications.htm
- throwawaymath 7y agoLook into matrix profiles and associated algorithms.