Data Preprocessing Loss Function for Time Series Prediction Loss functions play a crucial role in determining the performance of time series regression models in real-world scenarios. In any machine learning task, there’s always a trade-off between over- and under-prediction. The choice of loss function determines whether the model will symmetrically or asymmetrically penalize it for either under-
Data Preprocessing Time Series Data Labeling There are several types of machine learning, and one of the most commonly used today is supervised learning. In this category, machine learning models are trained using labeled datasets. The objective of the model is to learn to map the input data to the corresponding labels. Price series are sequences
Data Preprocessing Fractional Differencing: A Better Approach in Price Series Transformation Price information is a very common metric that investors use to make financial decisions. This is no wonder as price information signals to the investing world how buyers and sellers are reacting to certain information about an asset class. A whole host of techniques, more commonly known as technical analysis,