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"Why are there so many methods for time series prediction and forecasting?"

Supervisor

Suitable for

MSc in Advanced Computer Science
Computer Science and Philosophy, Part C
Computer Science and Philosophy, Part B
Mathematics and Computer Science, Part C
Computer Science, Part C
Computer Science, Part B

Abstract

Co-supervised by Dr Swapnil Mishra (https://s-mishra.github.io/)

Time series data arises in all sorts of settings: infectious diseases, environmental monitoring, financial markets, cybersecurity, and so on. Each domain has developed its own set of time series models. We will consider machine learning (both classical and deep learning), mechanistic, and semi-mechanistic models for time series prediction and ask whether any methods are consistently better than others, across application domains