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Intermittent Demand Forecasting with Deep Renewal Processes

Let's face it, anyone who has worked on Time Series Forecasting problems in the retail, logistics, e-commerce etc. would have definitely cursed that long tail which never behaves. The dreaded intermittent time series which makes the job of a forecaster difficult. This nuisance renders most of the standard forecasting techniques impractical, raises questions about the … Continue reading Intermittent Demand Forecasting with Deep Renewal Processes

Forecast Error Measures: Scaled, Relative, and other Errors

Following through from my previous blog about the standard Absolute, Squared and Percent Errors, let's take a look at the alternatives - Scaled, Relative and other Error measures for Time Series Forecasting. Taxonomy of Forecast Error Measures Both Scaled Error and Relative Error are extrinsic error measures. They depend on another reference forecast to evaluate … Continue reading Forecast Error Measures: Scaled, Relative, and other Errors

Forecast Error Measures: Understanding them through experiments

Measurement is the first step that leads to control and eventually improvement.H. James Harrington In many business applications, the ability to plan ahead is paramount and in a majority of such scenario we use forecasts to help us plan ahead. For eg., If I run a retail store, how many boxes of that shampoo should … Continue reading Forecast Error Measures: Understanding them through experiments

Does Imagenet Pretraining work for Chest Radiography Images(COVID-19)?

We are at siege. A siege by an unknown enemy. An enemy with which we are befuddled. And unless you were living under a rock for the past couple of months(like Jared Leto), you know what I'm talking about - COVID-19. Whether you turn on the news, or scroll through social media, the majority of … Continue reading Does Imagenet Pretraining work for Chest Radiography Images(COVID-19)?

The Gradient Boosters VI(A): Natural Gradient

We are taking a brief detour from the series to understand what Natural Gradient is. The next algorithm we examine in the Gradient Boosting world is NGBoost and to understand it completely, we need to understand what Natural Gradients are. Pre-reads: I would be talking about KL Divergence and if you are unfamiliar with the … Continue reading The Gradient Boosters VI(A): Natural Gradient