3 Statsmodels Tricks for Time Series Analysis & Forecasting
A fitted statsmodels model computes a more than just the array of numbers most code pulls out of it.
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A fitted statsmodels model computes a more than just the array of numbers most code pulls out of it.
Time series foundation models bring the LLM playbook to forecasting. Pretrain once on diverse series, then forecast new ones zero-shot.Continue reading on Medium »
First in a series on probabilistic forecasting for physical signals. Next: what happens when you roll the forecast forward more than one step. The post Your Model’s MSE Is Lying to...
A diffusion head for probabilistic time series forecasting: why a forecast can get the mean and the variance right and still describe a future that never happens, and how to fix it...
Autoregressive rollout and uncertainty propagation. Second in a series on probabilistic forecasting for physical signals. The post Your Model's MSE Is Lying to You: Part II appeare...
Overview Since introducing zero-shot time-series forecasting in BigQuery with AI.FORECAST — initially powered by TimesFM 2.0 and later upgraded to TimesFM 2.5 — you have been able...
Notes on FFT, Simulation Modeling, and Time-Series ForecastingContinue reading on Medium »
Google Research has released TimesFM-3, a 330 million parameter time series foundation model that forecasts multiple related series in a single forward pass. Unlike every TimesFM c...
Package Name: Insider Trades Recommended Positions: Long Forecast Length: 1 Year (9/14/25 - 9/14/26) I Know First Average: 29.04% Read The Full Forecast...
Recent releases: Figure 1: Reported GDP (bold black), October WSJ mean forecast (blue), GDPNow (light blue square), NY Fed nowcast (red *), October WEO (tan +). Source: BEA 2026Q2...
Package Name: Transportation Stocks Recommended Positions: Long Forecast Length: 7 Days (9/11/26 - 9/18/26) I Know First Average: 2.57% Read The Full Forecast...
A single deep learning model trained across 528 stocks, built to forecast volatility.Continue reading on Medium »
Package Name: Transportation Stocks Recommended Positions: Long Forecast Length: 7 Days (9/4/26 - 9/11/26) I Know First Average: 1.56% Read The Full Forecast...
Unlock the secrets of time series! Learn how to identify temporal patterns using classical stats and cutting-edge AI Foundation Models. The post Mastering Temporal Patterns: From C...
A beginner-friendly machine learning project using five years of Indian stock market data.Continue reading on Medium »
Data teams all get asked the same questions: "what will sales be next quarter?,"...
Package Name: Insider Trades Recommended Positions: Long Forecast Length: 7 Days (10/14/26 - 10/21/26) I Know First Average: 3.45% Read The Full Forecast...
ahead (R) 0.38.1 and its Python wrapper now install in a fraction of the time, by moving almost every heavy modeling dependency from Imports to Suggests and installing them at runt...
Package Name: Indices Forecast Recommended Positions: Long Forecast Length: 1 Year (9/9/25 - 9/9/26) I Know First Average: 30.81% Read The Full Forecast...
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