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Time Series Models in Machine Learning - ML 087

Adventures in Machine Learning

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Using Weighted Averages in Backtesting

If we did a worst-case scenario and a best-case scenario, a forecast, that could give us error terms on our own forecast. That's historical data so that when we run our main model, which could be something completely removed from Aramax or Ceramax, we could look at the results coming out of there. I've done something that's going to sound super hacky, but it's shocking how well it works.

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