Time Series Prediction

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Time series is the fastest growing category of data out there! It's a series of data points indexed in time order. Often, a time series is a sequence taken at successive equally spaced points in time. In this video, I'll cover 8 different time series techniques that will help us predict the price of gold over a period of 3 years. We'll compare the results of each technique, and even consider using a learning technique. From Holts Winter Method to Vector Auto Regression to Reinforcement Learning, we've got a lot to cover here. Enjoy!

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Thank goodness you did this! I needed this. I'm still doing that BTC bot from way back. It became part of my final year project seminar. RTA is super important. Thank you! Thank you for everything!

NickKartha

I've done tons of experiments on time series datasets and came to a conclusion, rnn models works best in any case specially GRU and LSTM.

You can also have multilayered rnn structure with both GRU and LSTM layers(that was my idea, and it worked) embedded together. Also make sure your model is bidirectional

wolfisraging

Great video! VAR is insanely underrated and deserves more attention. Kudos

akrylic_

Really nice video! Easy to follow even for a beginner! Thanks a lot from South Africa :)

karameyer

I loved the overview and visualizations, but why skip the topic on stationary vs non-stationary time series and not mentioning AR, MA and ARIMA models before moving to exponential smoothing and LSTM networks?

dehanopperman

Very clear (which is much much more difficult than people think)! Congrats! Two thumbs up!

radisadek

one of the best videos i've saw !! Congratulations !!

GZubatch

I've been doing TS models since 2014. This was a nice summary and I am happy to see you plugged in Multivariant models.

jameslucas

Congrats on reaching half a million followers. The shirt videos are very inspiring to start learning ML algorithms

agarwalamit

This is the best video, every other one was so confusing! Thank you!!

mikashaw

Love the going from simple to more complex approach! You should do that more on your videos. Unless you already do, and I was just too dumb to realize it. Keep up the good work!

ukimalla

Just did time series prediction for Air pollution in Delhi for project, have to give presentation tomorrow.. This video is absolutely on time xD Explaining my model would be easier now!

vaibhavvats

Was struggling to understand time series analysis, Thanks Siraj for an awesome explanation

atineshs

Thank you. It's short and to the point

ThePentanol

Improved on the sign language Siraj, that makes the video more comprehensible. Great work :)

deneshkumarmani

Love your simplifications of those complex concepts and use of media to visualize those concepts.

engineeringwithmehran

Peter winters was Holts student who actually improved Holts exponential smoothing method to seasonality and it is called Holt-Winters method, not Holt’s Winter method. Sorry to be that guy. I thought this must be corrected. Thank you.

rebelindianify

Thanks for boosting my confidence as well! The way you explain is extremely unique.Thanks a ton Siraj!😄
Please can you do a tutorial video for weather prediction?And anyone reading this comment can you please suggest an application for the same?

pcenxyz

Ty Siraj, you just help an CS Masters student in Brazil :D

Fawkesl

Hi Siraj. Have you ever tried prophet (from the facebook researchers)??. We use it daily in forecasting consumer sales succesfully. It facilitates multiple seasonalities (yearly, montly, weekly, daily, hourly) simultainiously combined with a trend and simple lineair regressor for the noise.

willembressers

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