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Make Data Work
21–22 May 2018: Training
22–24 May 2018: Tutorials & Conference
London, UK

Machine learning for time series: What works and what doesn't

Mikio Braun (Zalando SE)
14:5515:35 Wednesday, 23 May 2018
Data science and machine learning
Location: Capital Suite 12 Level: Intermediate
Secondary topics:  E-commerce and Retail, Financial Services, Time Series and Graphs
Average rating: ****.
(4.40, 15 ratings)

Who is this presentation for?

  • Data scientists and research engineers

Prerequisite knowledge

  • A basic understanding of statistics and data science (useful but not required)

What you'll learn

  • Explore time series analysis concepts
  • Understand how time series analysis can be reformulated as a machine learning problem
  • Learn how more advanced machine learning methods, including deep learning, can be applied to time series analysis

Description

Time series data has many applications in industry, from analyzing server metrics to monitoring IoT signals and outlier detection. One of the most common tasks is to predict the future based on historical data.

Time series analysis has a strong mathematical background in the theory of stationary processes, but recently, machine learning methods, and in particular deep learning, have become quite popular. The flexibility and expressive power of these methods has allowed data scientists to tackle complex real-world problems.

Mikio Braun offers an overview of time series analysis with a focus on modern machine learning approaches and practical considerations, including recommendations for what works and what doesn’t. Mikio covers the mathematical underpinnings and explains how to reframe time series problems as general supervised learning problems and how to use nonlinear methods, including deep learning. Using practical applications from the industry, Mikio shares a number of scenarios of increasing complexity and provides practical advice to get started.

Photo of Mikio Braun

Mikio Braun

Zalando SE

Mikio Braun is principal engineer for search at Zalando, one of Europe’s biggest fashion platforms. He worked in research for a number of years before becoming interested in putting research results to good use in the industry. Mikio holds a PhD in machine learning.