Time Series 2023

Repository of the courses & practical sessions about time-series. SFdS

SLIDES OF COURSES:

• INTRODUCTION, TASKS, APPROACHES & ISSUES

  • Time series specificities
  • Historical statistical approaches
  • Machine Learning modeling

• TIME SERIES : DEEP LEARNING ARCHITECTURES

  • TD-NN: time delayed neural networks
  • CNN: Convolutions
  • RNN: Recurrent architectures

• A MODERN STATE OF THE ART

  • Time series & representation learning
  • Discretization
  • Transformer & time series
  • Continuous modeling

Instructions to get started:

Every notebook is self contained, datasets are small enough and already unzipped.

Colab links:

• TS1: pandas tutorial, why it is an important tool to deal with time series
• TS2: historical approaches in time series, from exponential filtering to Meta-Prophet
• TS3: Machine learning & time series, processing chain & traps
• TS4: Deep learning architecture for time series, first steps