Time Series Blog – Time Series Models

Messy Data and Anomaly Detection

prediction

outliers

tsaux

Detecting and removing anomalies in times series data.

Alexios Galanos

Casting a Wide Net: Ensembling of Predictions

prediction

ensembling

tsissm

A short demonstration of ensembling predictive distributions.

Alexios Galanos

Tails of the GHST

distributions

tsdistributions

We take a closer look at the properties of the GHST distribution which uniquely, in the family of Generalized Hyperbolic distributions, can accomodate one heavy and one semi-heavy tail.

Alexios Galanos

Know Your Limits: The Authorized Domain

distributions

tsdistributions

A short demo on generating the authorized domain of a distribution.

Alexios Galanos