Machine Learning Interpretability- Code Repository

Code repository for the online course Forecasting with Machine Learning

Course Launch: March, 2024

Actively maintained.

Table of Contents

1. Time Series as a regression

   1. Time series forecasting
   2. Forecasting as regression
   3. Tabularizing time series
   4. Endogenous and exogenous variables

2. Forecasting strategies

   1. Single step forecasting
   2. Multiple step forecasting
   3. Direct forecasting
   4. Recursive forecasting

3. Multi series forecasting

   1. Global vs local forecasting
   2. Multiseries forecasting models
   3. Independent time series forecasting
   4. Dependent time series forecasting

4. Backtesting

   1. Backtesting with or without refit
   2. Backtesting with rolling or expanding windows
   3. Backtesting with intermitent refit.

Links

• Online Course