Clustering time series data before fitting can improve accuracy by 33% -- src. In 2021, researchers at UCLA developed a method that can improve model fit on many different time series'. By aggregating similarly structured data and fitting a model to each group, our models can specialize. While fairly straightforward to implement, as with any other complex deep learning method, we are often computationally limited by large data sets. However, all of the methods listed have support in both R and python, so development on smaller datasets should be pretty "simple."

In the prior post we explained how clustering of time series data works. In this post we're going to do a deep dive into the code itself. Everything will be written in python, but most libraries have an R version. We will try to stay relatively high level but the code will have some useful resources if you're looking for more. Without further ado, let's dive in.

In the prior post we explained how clustering of time series data works. In this post we're going to do a deep dive into the code itself. Everything will be written in python, but most libraries have an R version. We will try to stay relatively high level but the code will have some useful resources if you're looking for more. Without further ado, let's dive in.

Clustering time series data before fitting can improve accuracy by 33% -- src. In 2021, researchers at UCLA developed a method that can improve model fit on many different time series'. By aggregating similarly structured data and fitting a model to each group, our models can specialize. While fairly straightforward to implement, as with any other complex deep learning method, we are often computationally limited by large data sets. However, all of the methods listed have support in both R and python, so development on smaller datasets should be pretty "simple."

We already covered in a previous post, how important it is to deal with uncertainty in financial Deep Learning forecasts. In this post, we'll attempt a first introduction on how we deal with explainability. Neural networks have been applied to various tasks including stock price prediction. Although highly successfully, these models are frequently treated as black boxes. In most cases we know that the performance on the test data is satisfying, but we do not know why the model came up with a specific output.