Скачать или смотреть [EP 5] What Makes a "Good" Prophet Model? (2) - Reduce Redundancy

Welcome to the second episode in the "What Makes a GOOD Prophet Model?" series! This podcast covers why reducing redundancy is essential in building a clear and efficient Prophet model. Following a quick recap on avoiding "black box" models, this episode explores what redundancy means in a Prophet model, how to measure it, and why unused variables in a product library can create risks.

Real-world examples highlight the challenges of excessive patching, the use of bypass indicators, and the hidden dependencies they can create. The insights shared here emphasize the benefits of reducing redundancy to keep models adaptable, reliable, and easier to validate.

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Blog Post: https://actuarialworkinglife.blogspot.com/...

Chapters:
00:00 - Introduction & Recap on Avoiding Black Boxes
01:50 - Understanding Redundancy in Prophet Models
02:33 - The Risks of High Redundancy
03:37 - Challenges with Patching and Bypass Indicators
04:35 - Conclusion