Using evotrees.jl for time series prediction
Introduction In this post, I want to show an analysis of a time series that I’ve been working on. Usually, when dealing with time series, it is not so common to use machine learning algorithms (without at least trying more traditional models like the ARIMA family), but I still wanted to test how well a GBM model fits for these kinds of problems that are so popular. NOTE: I don’t recommend starting with models of this type for time series problems.
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