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Book Overview & Buying
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Table Of Contents
Machine Learning for Time Series with Python - Second Edition
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This chapter equipped you to move beyond univariate forecasting. Where previous chapters treated each time series as an independent entity, you now understand how to model the relationships and hierarchies that define real-world business operations.
You've mastered three distinct approaches to modeling interconnected series. For small systems of two to ten tightly coupled variables, you can implement VAR models and use Granger causality tests to identify genuine leading indicators. For hierarchical business structures where forecasts must aggregate consistently, you can apply MinT reconciliation to ensure that regional predictions sum correctly to corporate totals without sacrificing forecast accuracy. And for large-scale production systems with hundreds or thousands of series, you've learned to use mlforecast's global modeling paradigm, training a single tree-based model that shares parameters across all series while respecting their individual patterns through...