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time-series

Time series analysis and forecasting techniques

ProgrammingModeling Stepwise Price Time Series: Change Points & HMM

Forecast stepwise price time series with change point detection, regime-switching (HMM), and survival models. Includes pipeline, libraries, and evaluation tips.

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ProgrammingPolars Rust: Upsample Time-Series Gaps to 5m Intervals

Learn to upsample time-series gaps in Polars Rust to exact 5-minute intervals using date_range, vstack, and forward fill. Preserve non-aligned timestamps like 00:05:17 without replacement. Rust code examples for sensors data.

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ProgrammingPyTorch Dataset/DataLoader for Multivariate Time Series

Fix PyTorch Dataset and DataLoader for multivariate time series preprocessing from CSV. Ensure (B, V, L) shapes, avoid data leakage with proper scaling, and validate sliding windows for MAMBA models.

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ProgrammingData Leakage in Time Series Regression: Closer Snapshots?

Is training a time series regression model on snapshots closer to departure data leakage when predicting earlier? Learn validation strategies, feature rules, and pitfalls to avoid lookahead bias in forecasting final bookings.

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