Education Technology Business Data Science Deep Learning Time Series Analysis Backtesting Forecasting Ensembles Resampling AutoML
๐Ÿ”ฅ Matt Dancho (Business Science) ๐Ÿ”ฅ
๐Ÿ”ฅ Matt Dancho (Business Science) ๐Ÿ”ฅ

@mdancho84

12 Tweets 19 reads Feb 06, 2023
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Did you know that R has a killer forecasting ecosystem?
Here's everything you need to know in under 2 minutes. ๐Ÿงต
#rstats #datascience #timeseries
Did you know that R has a killer forecasting ecosystem? Here's everything you need to know in under...
R's forecasting ecosystem is ABSOLUTELY a thing of beauty.
You get:
1. Time Series Analysis
2. Forecasting
3. Ensembles
4. Resampling & Backtesting
5. AutoML
6. Deep Learning
(full disclosure - I created all the R packages I'm about to cover)
1. Timetk for Time Series Analysis
What it does:
I made this package to be a 1-stop shop for time series analysis.
Best Parts:
- Plot time series function
- Summarise by time function
Where to learn more? buff.ly
1. Timetk for Time Series Analysis What it does: I made this package to be a 1-stop shop for time...
buff.ly
2. Modeltime for Forecasting
What it does:
Forecasting used to take me 10,000 lines of code.
With modeltime, my workflow is 200.
Best Parts:
- Integrates Tidymodels ecosystem
- Any tidymodel becomes a forecaster
Where to learn more? buff.ly
2. Modeltime for Forecasting What it does: Forecasting used to take me 10,000 lines of code. With...
buff.ly
3. Modeltime Ensemble for Forecast Ensembles
What it does:
"5 bad models makes 1 good model"
- Kaggle 2nd place winner, 2012
Best parts:
- 1 extra line of code, the modeltime table from 2 becomes an ensemble
Learn more: buff.ly
3. Modeltime Ensemble for Forecast Ensembles What it does: "5 bad models makes 1 good model" - Kagg...
buff.ly
4. Backtesting with Modeltime Resample
What it does:
"Your forecast is only as good as your backtest"
Best parts:
- Resample Accuracy Plots by Time Slices
Learn more:
buff.ly
4. Backtesting with Modeltime Resample What it does: "Your forecast is only as good as your backte...
buff.ly
5. Automatic machine learning for time series
What it does:
H2O AutoML makes insanely powerful machine learning models
Now they can become AutoML forecasters with Modeltime H2O
Best parts:
Make 100 ML forecast models automatically
Learn More: buff.ly
5. Automatic machine learning for time series What it does: H2O AutoML makes insanely powerful mac...
buff.ly
7. Deep learning for time series with Modeltime GluonTS
What it does:
Connects Modeltime to the GluonTS Deep Learning Forecasters
Best parts:
DeepAR makes 1000s of forecasts at scale
Learn more: buff.ly
7. Deep learning for time series with Modeltime GluonTS What it does: Connects Modeltime to the Glu...
buff.ly
There you have it.
The beauty of the time series forecasting ecosystem.
About 10 years of my work...
In 2 minutes.
And if you'd like to learn more about time series (+ 100 more R packages)...
๐Ÿ‘‰ Steal my R cheat sheet here: buff.ly
Page 3 has all the R packages I mentioned in this thread...
And if you'd like to learn more about time series (+ 100 more R packages)... ๐Ÿ‘‰ Steal my R cheat sh...
buff.ly
And if you'd like to become a time series forecasting expert for your company (+ land a $100,000+ data science job)...
...Then watch my free 40-minute class where I break down the 10 secrets to becoming a data scientist in under 6 months.
๐Ÿ‘‰ Watch here: buff.ly
And if you'd like to become a time series forecasting expert for your company (+ land a $100,000+ da...
buff.ly
Did you like this thread?
Follow me @mdancho84 for more insane tips, secrets, & hacks that will cut your data science journey in half.
Enjoy!

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Education Technology Business Data Science Deep Learning Time Series Analysis Backtesting Forecasting Ensembles Resampling AutoML

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