this post was submitted on 25 Nov 2023
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Machine Learning

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These are plots of some of my features and rest of the others having similar pattern. The data here is spanned for 2 days and I need to predict labels for 3rd day. It has 60,000 samples (seconds).

Any popular time series regression methods or repos I must be aware of to solve this kind of problems? I don't need to forecast as I have labels for validation.

Also what are current trends for statistical models vs ML models.

Does considering lag or sliding window the only popular and effective option?

https://preview.redd.it/9vjh75m7ki2c1.png?width=1354&format=png&auto=webp&s=f1da6b7fcda0cd96f4b997b818b0272f911cf120

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[–] house_lite@alien.top 1 points 11 months ago

R AutoQuant has ML based models that handle single series and panel data with lots of feature engineering options.