PhD Research Seminar: Time Series Forecasting Based on Automated Machine Learning

Мероприятие завершено
Where: Faculty of Computer Science, Pokrovskii bulvar 11, room R306. 
When: March 2, 19:30–21:00 

Topic: Time Series Forecasting Based on Automated Machine Learning 
Speaker: Konstantin Danilov, second-year PhD student, School of Business Informatics

Nowadays, forecasting time series is important in solving a wide range of problems in various spheres of human activity. Researchers resorted to different approaches to achieve the required accuracy of  forecasting models, including feature engineering. This presentation will be about a feature engineering method for time series data based on Bayesian optimization. The proposed approach has been experimentally shown to be higly efficient. Some difficulties related to this approach will be discussed.