Note that a variation on this article may also be posted on the Nousot blog. Time series are a string of numbers varying across time. It could be the weather, sales of tissue paper, electricity demand of a region, or countless other things. There are plenty of useful things to do with this type of …
Ranked Probability Score is an unusual error metric that was designed for meteorology but which has since more often been utilized for assessing models predicting football (soccer) matches. I was forced upon it because of it’s use in the M6 forecasting competition. The purpose of the ranked probability score is to give an accuracy metric …
Setting up a Python environment is often a pain. Even worse is that sometimes the environment, once it is finally built, is surprisingly slow because the underlying numeric libraries (BLAS, OneAPI, and so on) are improperly configured. This aims to be a fairly definitive guide to fixing those problems as of early 2022. How much …
While doing some benchmarking of my AutoTS package I quickly discovered a troubling trend – my newest, fanciest, most expensive Intel i7 CPUs – an Intel 10700 and 1165G7, were performing vastly slower than their older counterparts. I wasn’t terribly surprised to see the 1165G7 having issues: Tiger Lake – a brand new architecture CPU …
For loops are very convenient. With a combination of a for loop and some if-else statements you can do just about anything. There’s just one problem though, for loops are kinda slow. There are many ways to speed up the code, the best usually, in the data science world, to use vectorized NumPy or Pandas …
AutoTS development has been on hold for the last three months or so. Partly that is because it finally works more or less as I originally intended. In fact, it works better than I originally intended. Still, the current development feels like a failure as I failed to use it to submit any decent models …
Choosing a place to travel for a week or two is not usually a big challenge. With tens of thousands of awesome places to go to, it is likely that many will be equally satisfying, give or take whatever fate may throw at you. I won’t say it is easy to choose, but rather that …
This release represents several months of fairly hard work for me. It even has a pretty, if simple documentation website that you can check out here. It features quite a number of bug fixes, including several rather critical ones that fixed cross validation not actually cross validating. As always, my biggest focus was on data …
VPNs are hitting the mainstream with the spread of work from home, caused by coronavirus. I am personally a major fan of remote work, and am glad the virus is finally pushing conservative corporations to embrace and adapt to the technology. Stackoverflow had an interesting article on scaling their OpenVPN to embrace their masses of …
I have a history of obsessing over predicting the future. Probably the first major time series project I had was in grad school, with a consulting project forecasting amusement park attendance that ultimately found a LSTM network to be most effective. Again at my first data science job, forecasting demand and sales and prices. Probably …
