resources on time series forecasting

[pietroppeter]

• Hyndman, Forecasting: Principles and Practice https://otexts.com/fpp3/
• kaggle, Store Sales - Time Series Forecasting: https://www.kaggle.com/competitions/store-sales-time-series-forecasting
• course series by Konrad Banchewicz (organized by Abishek Thakur): https://www.youtube.com/watch?v=kAI67Sz92-s&list=RDCMUCBPRJjIWfyNG4X-CRbnv78A&index=19
  • Kaggle code: https://www.kaggle.com/code/konradb/ts-0-the-basics/notebook
• m5 competition:
  • kaggle https://www.kaggle.com/c/m5-forecasting-accuracy

[pietroppeter]

Thread by mark Tenenholtz, TOC of his course: https://twitter.com/marktenenholtz/status/1633090131514241026?s=46&t=rgwKilBEovDNcjjJFTIcKg

[pietroppeter]

alternatives python libraries listed here: https://robjhyndman.com/hyndsight/python_time_series.html

[pietroppeter]

Awesome time series: https://github.com/lmmentel/awesome-time-series

TIL there is a tidy verse for timeseries and there is a framework called Etna by tinkoff

[pietroppeter]

nice resource on metrics for Supply Chain metrics (MAPE vs MAE vs RMSE): https://towardsdatascience.com/forecast-kpi-rmse-mae-mape-bias-cdc5703d242d

(taken from a conversation happened this week in Nixtla's slack)

[pietroppeter]

• technical course from Lorenzo Nespoli: https://www.forecaster.guru/time-series-analytics-and-forecasting.html
• contains link to review of Amazon Forecasting: https://www.amazon.science/latest-news/the-history-of-amazons-forecasting-algorithm

[pietroppeter]

• interesting guy, author of multiple books and a number of medium posts: https://nicolas-vandeput.medium.com/

[pietroppeter]

• interesting ref, suggested by @baggiponte: https://forecasting-encyclopedia.com/

[baggiponte]

The folks at Nixtla are working on porting Forecasting: Principles and Practice by Hyndman in Python, here.

[pietroppeter]

That's great! I never noticed that I am guessing they just made it public?

[baggiponte]

Yeah just saw it this morning in my GitHub feed!