Description

In this project, students will do an overview of the state of the art methods for bayesian time series analysis including state space models, structured time series and others. It is expected that they provide a technical survey together with implementations tested on both private and public datasets

Objective

  • Familiarization with the state of the art in bayesian time series
  • Sharpen development skills in Python
  • Implementation and evaluation on a real-world data set

Datasets

  • https://www.kaggle.com/c/favorita-grocery-sales-forecasting
  • https://www.kaggle.com/c/web-traffic-time-series-forecasting
  • Private dataset will be shared individually

Target audience

Ideal for students seeking to delve into the state of the art and apply it