Probabilistic Forecasting Part 2 (Lag Features & NGBoost)
Channel: xvzf
Date: 2021-07-20

This is part two in a series of videos going over probabilistic forecasting.This is mostly a 'no-edit' video. I just let the camera roll as I worked on the script -- a live recording feel. This means the the video is longer, but if you watch the whole video you will learn something new.

Code for this video is here:

https://github.com/xvzftube/ts_vids/tree/main/forecast_m5_states

Timecodes
0:00 Intro
0:07 Splash Screen
00:18 TODO Review (00:18)
03:15 Script Cleaning - Flake8 (03:15)
06:00 Flake8 Docs - Flake8 (06:00)
11:13 AleFixer - black (11:13)
14:11 Get entr running (14:11)
15:18 Look At Data (15:18)
17:30 Dig Into Script (17:30)
28:59 Grouped Lags, MA, EWM (28:59)
51:59 NGBoost Setup (51:59)
1:02:48 Play with NGBoost Object (1:02:48)
1:11:32 TODO Review (1:11:32)



FREE AND OPEN SOURCE SOFTWARE THAT I USED FOR THIS VIDEO:

📽️ [LGPL] ffmpeg: https://ffmpeg.org
📃[Apache 2.0] NVIM: https://neovim.io/
📦[GPL] Kdenlive: https://kdenlive.org/en/about/



#data-science #vim #nvim #python #forecasting #probabilistic-forecasting #machine-learning #ngboost #boosting #flake8 #black