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Under appreciated by people just now getting into time series regression, who may be really excited about throwing deep learning at the problem.

Edit: literally saw this happen two weeks ago by a PhD in electrical engineering.



So much that! Also under appreciated: plots and OLS.

Start plotting before firing up the GPUs, then compare to standard OLS - like in this article!

Suggested reading if you don't know OLS: ML from scratch.


Well to be fair if you use a convolutional recurrent architecture, you're doing it without realizing it.


Is that true? I would think that would be more like a wavelet transform where the wavelets are learned?


Yeah, that's true.




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