Overview
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Apply machine learning to real-world forecasting tasks.
- Use two features unique to time series: lags and time steps.
- Model long-term changes with moving averages and the time dummy.
- Create indicators and Fourier features to capture periodic change.
- Predict the future from the past with a lag embedding.
- Combine the strengths of two forecasters with this powerful technique.
- Apply ML to any forecasting task with these four strategies.
