Machine Learning for Forecasting
To use a gradient-boosted tree or a neural network on a time series, you first have to turn the series into a table of rows and columns. That reframing — and the leakage it invites — is most of the work.
To use a gradient-boosted tree or a neural network on a time series, you first have to turn the series into a table of rows and columns. That reframing — and the leakage it invites — is most of the work.