PinnedInTDS ArchivebySarem Seitz·Jan 27, 2022When Is Bayesian Machine Learning Actually Useful?Personal thoughts about a somewhat controversial paradigmA response icon3A response icon3
InTDS ArchivebySarem Seitz·May 10, 2023Winning with Simple, not even Linear Time-Series ModelsIf your dataset is small, the subsequent ideas might be usefulA response icon1A response icon1
InDataDrivenInvestorbySarem Seitz·Jan 19, 2023Varying Coefficient GARCHLet’s make GARCH have varying coefficients to handle non-linear conditional variance.A response icon1A response icon1
InTDS ArchivebySarem Seitz·Jan 1, 2023When Point Forecasts Are Completely UselessWhile point forecasts are very popular, be aware of some unlucky pitfalls
InTDS ArchivebySarem Seitz·Dec 6, 2022Why I prefer probabilistic forecasts — hitting time probabilitiesPoint forecasts are good for making decisions. With probabilistic forecasts, you can also make the right ones.
InDataDrivenInvestorbySarem Seitz·Oct 7, 2022Random Forests and Boosting for ARCH-like volatility forecastsTree models are not just useful for point and mean forecasts.A response icon2A response icon2
InTDS ArchivebySarem Seitz·Sep 19, 2022Forecasting with Decision Trees and Random ForestsRandom Forests are flexible and powerful when it comes to tabular data. Do they also work for time-series forecasting? Let’s find out.A response icon3A response icon3
InDataDrivenInvestorbySarem Seitz·Sep 11, 2022Multivariate GARCH with Python and TensorflowOne primary limitation of GARCH is the restriction to a single dimensional time-series. In reality, however, we are typically dealing with…A response icon1A response icon1
InTDS ArchivebySarem Seitz·Aug 25, 2022Cointegrated time-series and when differencing might be badYou have heard about integrated time-series data but what about cointegration?
InTDS ArchivebySarem Seitz·Aug 8, 2022Facebook Prophet, Covid and why I don’t trust the ProphetFacebook Prophet is highly popular for time-series forecasting. Let me show you why I am not a big fan and what else you can use.A response icon3A response icon3
