Supervised forecasting

Sat, 09 Feb 2019 13:10:52 +0800

At UCL, my MSc dissertation focused on designing new machine learning approaches to tackle the problem of supervised forecasting - the task of forecasting sequential data when multiple replicates are available. I have released the open-source pysf package to provide a workflow for building and evaluating supervised forecasting prediction strategies.

This work won the UCL Department of Statistical Science’s MSc Project Prize for 2018. The project is now hosted by the Alan Turing Institute.

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Supervised forecasting