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Ultra Long Time Series

Sep 13, 2021
28:13
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1
Introduction
00:00 • 2min
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2
Is Bark the Right Choice for Time Series?
02:15 • 2min
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3
How to Recombine Time Series Using a Leag Square Approximation
04:27 • 2min
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4
How to Make a Distributed Forecasting Effect?
06:49 • 2min
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5
Is Distributed Forecasting a Better Approach?
09:02 • 2min
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6
Linkton Jobs Helps You Find the Candidates Worth Interview Faster
11:27 • 4min
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7
The Importance of Electricity Prediction
15:31 • 3min
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8
Distributed Computing Techniques for Distributed Forecasting Problems
18:35 • 3min
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9
Are You Using a Distributed List Square Approximation?
21:23 • 2min
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10
How to Make a Spark Framework for Distributed Systems?
23:47 • 3min
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11
What's Next for You?
26:25 • 2min
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Dr. Feng Li, (@f3ngli) is an Associate Professor of Statistics in the School of Statistics and Mathematics at Central University of Finance and Economics in Beijing, China. He joins us today to discuss his work Distributed ARIMA Models for Ultra-long Time Series.

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