Latest from the Blog

Self Fulfilling Prophecy
In timeseries forecasting, the phenomenon that is most difficult to identify, yet the most dangerous to handle is “self fulfilling prophecy”. Let me give you an example. Let’s say you…
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Avoiding Data Leakage in Timeseries 101
You’ve Already Made The Choice. You’re Here To Understand Why You’ve Made It.The Oracle, The Matrix Reloaded Timeseries is one of the very few data disciplines where things are getting…
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Randomized SVD with Power Iterations for Large Data Matrices
What is Randomized SVD? Few days ago, I happened to come across a question in a forum. Someone was asking for help about how to perform singular value decomposition (SVD)…
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My transition from MATLAB to Julia and learning from previous mistakes
I have been using MATLAB for eight good years. MATLAB served and still serves my purpose beautifully. In this entire span of time, I made repeated attempt to switch my…
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