Singular Spectrum Analysis (SSA) is a powerful nonparametric method that has emerged as a vital tool in the analysis and forecasting of time series data. By utilising matrix decomposition techniques, ...

Discover how Fourier Analysis breaks down complex time series data into simpler components to identify trends and patterns, despite its limitations in stock forecasting.

XGBoost is a popular open source machine learning library that can be used to solve all kinds of prediction problems. Here’s how to use XGBoost with InfluxDB. XGBoost is an open source machine ...

In forecasting economic time series, statistical models often need to be complemented with a process to impose various constraints in a smooth manner. Systematically imposing constraints and retaining ...