Max Mergenthaler and Fede Garza - Quantifying Uncertainty in Time Series Forecasting

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  • Опубліковано 28 вер 2024

КОМЕНТАРІ • 7

  • @paxcema
    @paxcema Рік тому +1

    Awesome talk!

  • @ivanrubnenkov919
    @ivanrubnenkov919 24 дні тому

    awesome speech, thanks!
    can't believe noone asked about model selection or current sota's
    been using boostings for forecasting for like 4.5 years already and still can't be beaten as an optimal prod solution. What are you using mostly as a compromise between quality and speed (+scalability), what about self-attention and CN-based attention nets? let aside interpretability

  • @duynguyen4154
    @duynguyen4154 Рік тому +3

    Really interesting library. I have questions which maybe someone can answer here: 1) Can we use our custom model like neural network or LSTM? and 2) How this library assure the time series is exchangeability for the conformal prediction?

  • @AnaSofiaVazquezG
    @AnaSofiaVazquezG Рік тому +2

    Nixtla

  • @dennis_doom
    @dennis_doom 11 місяців тому

    How can we provide confidence intervals for classic statistical models that are not stochastic?

  • @mapi55555
    @mapi55555 Рік тому +3

    Is there a video for anomaly detection using Nixtla?

  • @laavispamaya
    @laavispamaya 6 місяців тому

    Great talk, tons of thanks