What is time series used for?

A time series is a data set that tracks a sample over time. In particular, a time series allows one to see what factors influence certain variables from period to period . Time series analysis can be useful to see how a given asset, security, or economic variable changes over time.

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What is a time series algorithm?

The Microsoft Time Series algorithm provides multiple algorithms that are optimized for forecasting continuous values, such as product sales, over time . Whereas other Microsoft algorithms, such as decision trees, require additional columns of new information as input to predict a trend, a time series model does not.

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What is grouped time series?

Grouped time series involve more general aggregation structures than hierarchical time series . With grouped time series, the structure does not naturally disaggregate in a unique hierarchical manner, and often the disaggregating factors are both nested and crossed.

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What is N Beats?

N-beats is a deep neural architecture based on backward and forward residual links and a very deep stack of fully-connected layers . The architecture has a number of desirable properties, being interpretable, applicable without modification to a wide array of target domains, and fast to train.

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