FORECASTING WITH MACHINE LEARNING
üDates 2022*: 10 March, 19 May, 3 Oct, 23 Nov.
üDates 2023*: 23 Jan, 5 Apr, 18 Sep, 11 Dec.
üDate on request available
üPrice: 880 € (VAT excluded)
The databases available to forecasters are increasingly large and sampled with high frequency. Knowing how to process this type of data requires appropriate methods such as Machine Learning.
This training aims to present Machine Learning models for forecasting time series. The models will be presented in detail and many real data applications will be carried out.
WHAT YOU WILL LEARN ?
After having completed the course, you will have learned:
· What is Machine Learning and how is it used in forecasting ?
· How to set up machine learning models ?
· What are the main regression models in the context of Big data: Lasso, Adaptative Lasso, Ridge, Elastic Net ?
· How to perform a forecast in the context of a large set of information ?
· How to use data from different frequencies ?
· Applications on R software
* Subject to change till 2 months before the indicated date