Description

The objective here is to acquaint students with a real world problem and address it through an understanding of the state of the art in hierarchical time series with a dynamic component. After a throrough review reflected in a technical survey, students will proceed to implement a method of their choice or develop a new one and assess it against the state of the art on a real-world problem

Objective

  • Development of new methods for dynamic hierarchical time series
  • Polishing of software development skills in python
  • Understanding of the state of the art in time series modeling

Data sets

  • Private data set will be shared individually
  • https://www.kaggle.com/c/walmart-recruiting-store-sales-forecasting
  • https://www.dunnhumby.com/sourcefiles

Target audience

Ideal for students interested in developing new methods for time series with a dynamic hierarchy