18:46 State Space Models 25:50 Structural Time Series 30:46 Kalman Filter 38:40 Implementing Structural Time Series 1:04:00 Hidden Markov Models (HMMs) 1:11:00 Baum-Welch and Viterbi Algorithms 1:20:08 Implementing Gaussian HMM 1:40:00 Machiene Learning for Time Series 1:57:40 Implementation ML for TS 2:44:19 Deep Learning for Time Series 2:47:20 Recurrent Neural Networks (RNNs) 2:51:33 Convolutional Neural Networks (CNNs) 2:56:35 Implementing Deep Learning
@jamesr141
3 жыл бұрын
a THREE HOUR lecture on Time Series Analysis. What a gift!
@gggganzo
2 жыл бұрын
1:05:11 hidden markov model 1:40:00 machine learning for time series 2:44:00 deep learning for time series
@AveRegina_
2 жыл бұрын
This comment was really helpful 🙏🏼
@polares8187
4 жыл бұрын
Best time series talk i have ever watched.
@code2compass
6 ай бұрын
Ahhh such a polite teacher and the way she talk abd explain. OMG she and people like her are really a gift to our society. Stay safe, keep teaching and keep smiling. thank you
@julibee9711
2 жыл бұрын
Have to agree with everyone on here. Excellent lecture - a great mix of detail and higher-level overview. It sounds like this isn't even her full-time gig. Impressive. My new learning strategy - watch every one of her you-tube tutorials.
@metaphorpritam
2 жыл бұрын
We think alike
@colereynolds2080
4 жыл бұрын
Best explanation of time series analysis I've ever seen. Very good mix of intro to the models, examples, and links to more in-depth information.
@nickstaresinic9933
3 жыл бұрын
Very well organized, informative, thorough, and polished. All-around impressed with Ms. Nielsen.
@jingminzhang1655
2 жыл бұрын
This is an excellent tutorial and I like the fact that Aileen didn't skip the math part of the algorithms
@jack.1.
3 жыл бұрын
Such an excellent video. Took me ages to finish but still, wish it was longer.
@Sam-tg4ii
11 ай бұрын
Very eloquent and dominant speaker
@giorgosmaragkopoulos9110
3 жыл бұрын
Most important video on youtube
@seneketh
3 жыл бұрын
An absolute delight of tutorial. Many thanks for preparing it and communicating it so well!
@gabriellara9954
2 жыл бұрын
should leave the link for the lecture she mentions in the description. great material
@cyrusghazanfar8219
4 жыл бұрын
Very VERY good explanation of the different approaches to time series analysis. Thanks a lot!
@aiwithr
5 жыл бұрын
She is outstanding!
@deepakpratap3792
3 жыл бұрын
Wow..took sometime to complete it...but this is best explanation for time series so far..although it tells me to learn more about these things ....one should be very much familiar with the numpy to code these things
@spencernewcomb4945
3 жыл бұрын
NOTE: 1:03:36 MAE calculation should be a subtraction of the fitted and the training data, not a concatenation with a comma! Ends up being like 0.072191.....
@mystisification
5 жыл бұрын
Super cool presentation ! Thanks a lot
@themaryamsadeghi
3 жыл бұрын
perfect teaching, It was very informative. Thank you
@isaacandrewdixon
4 жыл бұрын
37:50 The python programming starts
@Syedaxox
3 жыл бұрын
Coding begins again for hidden markov models at around 1:20:00
@Syedaxox
3 жыл бұрын
Notebook #3 at 1:58:00
@eliamatsumoto9780
3 жыл бұрын
Outstanding! Congratulations and thank you!
@predictedperdition1299
3 жыл бұрын
Truly phenomenal.
@umabakshi4102
3 жыл бұрын
Excellent and in detail explanation.
@onamixt
14 күн бұрын
54:19 Wow, a passive-aggressive lecturer. Who doesn't like them?
@jedgore3100
4 жыл бұрын
Cogent and useful well done.
@classictremonti7997
3 жыл бұрын
This is an amazing presentation on many levels! Perhaps a very odd question, but would anyone be able to explain how to establish a presentation setup as shown here with the the speaker on camera and the code window in full display?
@user-cc8kb
3 жыл бұрын
Great tutorial! Thanks!
@samm9840
3 жыл бұрын
At 1:03:21 when Aileen speaks about the mean absolute error, the code in Cell 47 is wrong: instead of a negative sign, there is a comma, and this is still present in the github repo as of this writing.
@joaoantonio9337
3 жыл бұрын
Hello Sam! Where did you find the github?
@samm9840
3 жыл бұрын
@@joaoantonio9337 Hi, you can read it behind her on the white board, but she also mentions it at 37:42. More specifically, here it is: github.com/theJollySin/scipy_con_2019/tree/master/modern_time_series_analysis
@joaoantonio9337
3 жыл бұрын
@@samm9840 thank you!
@deepakpratap3792
3 жыл бұрын
@@samm9840 Thanks....I was searching this url too
@CalifornianViking
3 жыл бұрын
Great video with a lot of depth. Knowledgeable speaker. Thanks for creating and sharing. I have a couple of "concerns": * Why does none of the data have measurement units? It is almost as if statisticians do not care what they analyze (it is just numbers). Look at the charts, there is no measurement unit on the x-axis (looks like it is mostly months) and no measurement unit on the Y-axis (what does it mean that the global temperature is varying between -0.75 and 1.25 but what is it? Apples? Oranges? Degree F? Degree C? Kelvin? Is it absolute? Is it a delta from a base measurement (relative)? Where was the measurements taken? I am concerned about this, as a measurement unit is one of the most basic contextualization elements. My middle school math teacher would mark answers as wrong if the measurement unit was missing. * My not so humble opinion is that dynamic time warping is bullshit. There are so many issues with the approach. The presenter is taking two sinewaves and merging them together to get a correlation and then use the result to show that there is correlation. This is the definition of circular argumentation. Another issue is that there is an assumption that the correlation is positive, what if a lower value in variable 1 caused a higher value in variable 2, then the whole error function would fail. An no point does the presenter show the warped result. This completely messes with the notion that time series generally deals with ordered continous data. It would be much better to take a fourier transform and look at the harmonics of the frequencies.
@sunilmvs
4 жыл бұрын
I dont see any slides in the mentioned website or link . can some one help me to get the link ?
@MattHarmerAU
4 жыл бұрын
Great talk, ty.
@abhimanyukumar4185
4 жыл бұрын
Is there anything about change point detection in the lecture?
@jeromety3620
4 жыл бұрын
Nice talk and topic cover!
@Raven-bi3xn
3 жыл бұрын
Great talk. What is being forecasted at 2':15" using XGBoost? It seems like she is not using the time series values at all for regression. What is the target value in the training?
@mathman2170
2 жыл бұрын
Well done!
@sharonidnani1641
3 жыл бұрын
Amazing
@4abdoulaye
3 жыл бұрын
What to do before applying np.log if our data has zero values? What's the best technique? I added +.000000001 to all values? is that correct?
@RAHUDAS
Жыл бұрын
Can someone help me to find the notebooks???
@huseynabdullayev3031
3 жыл бұрын
Hello, everybody I type gcag_mod=sm.tsa.UnobservedComponents(train['GCAG'], **model) gcag_res=gcag_mod.fit() then I got name 'train' is not defined. Could anybody help me?
@salmanahmad6512
2 жыл бұрын
Thank you.
@吴舒晨
4 жыл бұрын
Really informative. Thanks a lot.
@alexandrupapiu3310
2 жыл бұрын
I am a little confused about the feature generation in the ML forecasting part. It seems like we're spending a lot of effort to create features that end up not being very predictive of the target. Couldn't we use use the lag values themselves as features in the model? Xgboost (or even a simple linear regression) should be able to detect the correlations and provide a decent prediction.
@khilwang
3 жыл бұрын
Great time series talk! Thanks, the speaker speak really fast :P
@joaoantonio9337
3 жыл бұрын
Amazing talk! Where could I fin the github?
@salimbahamdan4990
4 жыл бұрын
very god tutorial - How to start learning time series from scratch and fourier analysis for stock market time cycles? Or any good books Or Courses to study?
@toshb1384
3 жыл бұрын
Would recommend digital signal processing by Alan, Oppenheimer
@adamdgreen
4 жыл бұрын
Surely an LSTM (or any recurrent neural net) is an machine learning model setup/designed for time series? Also random forests do give feature importances (like XGBoost). Still enjoyed the talk :)
@code2compass
6 ай бұрын
fbprophet too
@AGldmn
Күн бұрын
Just say "states pace".
@sanazghobadi9391
3 жыл бұрын
god, you are amazing
@ag-dst5030
5 жыл бұрын
if this code is already pushed on git..could you provide the github link to your code?
@gagandeep4850
5 жыл бұрын
In case you haven't found it already, here's the link - github.com/theJollySin/scipy_con_2019/blob/master/modern_time_series_analysis/README.md
@sammathew243
4 жыл бұрын
@@gagandeep4850 I struggled to get it from what was written on the white-board behind her, but then you already posted it. Thanks!
@alfredomaussa
4 жыл бұрын
@@gagandeep4850 Thanks
@ranaijaz6584
4 жыл бұрын
@@gagandeep4850 can you send me your mail. Thank you very much
@CHRISTYGEORGE-u7s
Жыл бұрын
is the ppt available for this presentation ?
@weouthere6902
2 жыл бұрын
Where can i get the notebook? Can someone link me to it?
@MW-vg9dn
4 жыл бұрын
I'm in love
@AveRegina_
2 жыл бұрын
I'm using RNN for my PG thesis work. I've a query. Do we have to run stationarity test for our time series data before feeding it in the neural network model... or this step is only required in traditional time series models like ARIMA?
@najiyaomar1175
2 жыл бұрын
how can I join the slack channel, please
@RayTayek
Жыл бұрын
nice. any code available?
@forheuristiclifeksh7836
8 ай бұрын
2:17:20
@dariosilva85
4 жыл бұрын
When you drink coffee while talking, you get slime in your throat.
@gagandeep4850
5 жыл бұрын
Github link - github.com/theJollySin/scipy_con_2019/blob/master/modern_time_series_analysis/README.md
@forheuristiclifeksh7836
8 ай бұрын
52:27
@forheuristiclifeksh7836
8 ай бұрын
1:03
@MegaUtube0
2 жыл бұрын
1:40:00 kzitem.info/news/bejne/12uf0IKOr550aHY - machine learning for time series
@chefboyrdee1
3 жыл бұрын
Did she air quotes global warming lol. Why the air quotes hahah
@Wtf-p5u
2 жыл бұрын
You are just beautiful!
@gillesmargerin5549
Жыл бұрын
Popo
@FLCAS97
4 жыл бұрын
This is very old stuff...
@GarethMitchellJones
3 жыл бұрын
she did say that at the beginning of the talk - but what is old may still be some of the best tools for the job today - her words again... because changes in infra, data and tools have allowed better results from long standing concepts and approaches...
@wexwexexort
3 жыл бұрын
I would like to know if there is a better talk/repo/book any kind of resource you can suggest. (not trying to defend the video here, I want to look into the new stuff)
@iiiiii-w8h
3 жыл бұрын
the armpits
@forheuristiclifeksh7836
8 ай бұрын
2:01:17
@baggepinnen
4 жыл бұрын
Great talk! Keep in mind that many of the things that are said to be computationally taxing are only so if one implements them in Python.
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