Learn how to do time series regression using a neural network, with 'rolling window' data, coded from scratch, using Python.

As the title “Practical Regression” suggests, these notes are a guide to performing regression in practice. This technical note discusses time-series data. The note explains the concept of a time ...

We propose a global smoothing method based on polynomial splines for the estimation of functional coefficient regression models for non-linear time series. Consistency and rate of convergence results ...

Currently, no similar advances in smoothed bootstraps exist for quantile regression with dependent data. To this end, we establish a smooth tapered block bootstrap procedure for approximating the ...

Learn how ARIMA models use time series data for accurate short-term forecasting. Discover its pros, cons, and essential tips ...

Many forecasting or prediction problems involve time series data. That makes XGBoost an excellent companion for InfluxDB, the open source time series database.