Hierarchical Time Series With Prophet and PyMC (Matthijs Brouns)

Speaker: Matthijs Brouns

Title: Hierarchical Time Series With Prophet and PyMC

Video:    • Hierarchical Time Series With Prophet...  



Event description:
When doing time-series modelling, you often end up in a situation where you want to make long-term predictions for multiple, related, time-series. In this talk, we’ll build an hierarchical version of Facebook’s Prophet package to do exactly that.


Discourse Discussion
https://discourse.pymc.io/t/hierarchi...


Timestamps
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Speaker bio:
Matthijs a data scientist, active in Amsterdam, The Netherlands. Hia current work involves training junior data scientists at Xccelerated.io. This means he divides his time between building new training materials and exercises, giving live trainings and acting as a sparring partner for the Xccelerators at our partner firms, as well as doing some consulting work on the side. He spends a fair amount of time contributing to our open scientific computing ecosystem through various means. He maintains open source packages (scikit-lego, seers) as well as co-chair the PyData Amsterdam conference and meetup and vice-chair the PyData Global conference.In his spare time, he likes to go mountain biking, bouldering, do some woodworking or go scuba diving.


Speaker info:
GitHub: https://github.com/mbrouns
Twitter:   / matthijsbrs  
LinkedIn:   / mbrouns  


Part of PyMCon2020.
More details at http://www.pymcon.com


#bayesian #timeseries #facebookprophet #forecasting