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 own a coffee shop. I give you a forecast that underestimates the demand for a given day. You take that forecast and schedule your baristas … Continue reading Self Fulfilling Prophecy
Tag: timeseries
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 difficult to model, almost every day. For example, the abundance of data is a great news for many other domains. We can train better model … Continue reading Avoiding Data Leakage in Timeseries 101
Shah Mahdi Hasan 