https://github.com/trainindata/forecasting-with-machine-learning

Code repository for the course "Forecasting with Machine Learning Models"
https://github.com/trainindata/forecasting-with-machine-learning

forecasting machine-learning time-series

Last synced: 6 months ago
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Code repository for the course "Forecasting with Machine Learning Models"

• Host: GitHub
• URL: https://github.com/trainindata/forecasting-with-machine-learning
• Owner: trainindata
• License: other
• Created: 2023-12-28T09:18:53.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2025-03-12T01:17:02.000Z (over 1 year ago)
• Last Synced: 2025-03-12T02:24:03.768Z (over 1 year ago)
• Topics: forecasting, machine-learning, time-series
• Language: Jupyter Notebook
• Homepage: https://www.trainindata.com/p/forecasting-with-machine-learning
• Size: 18.1 MB
• Stars: 20
• Watchers: 3
• Forks: 10
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
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## Machine Learning Interpretability- Code Repository

Code repository for the online course [Forecasting with Machine Learning](https://www.trainindata.com/p/forecasting-with-machine-learning)

**Course Launch: March, 2024**

Actively maintained.

[](https://www.trainindata.com/p/forecasting-with-machine-learning)

## 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](https://www.trainindata.com/p/forecasting-with-machine-learning)