Time Series with Machine Learning (Part 6)

Part 6: Measuring the Right Thing, Splitting the Right Way The Cost Function and the Validation Split Before training a model, two decisions need to be locked in. First, what does "good performance" actually mean? Which metric will be used to judge the model? Second, how will the available data be split so that the... Continue Reading →

Roller Skating (Day 11)

T-Stop After trying toe stop and plow stop, I wanted to learn something that sits a bit in between, more controlled than toe stop, but less โ€œwideโ€ than plow. So today I worked on the T-stop. At first, it looked simple: one foot in front, the other dragging behind. In practice, itโ€™s mostly about balance... Continue Reading →

Time Series with Machine Learning (Part 5)

Part 5: The Final Preparations Before Modelling The feature engineering is almost done. Four families of features now cover calendar position, lagged history, rolling averages, and exponentially weighted averages. Two housekeeping steps remain before the model can be trained: encoding the categorical columns properly and transforming the target variable. One-Hot Encoding The dataset still contains... Continue Reading →

Time Series with Machine Learning (Part 4)

Exponentially Weighted Mean Features The rolling mean from the previous post computes a simple average over a fixed window of past values. Every observation inside the window contributes equally, a sale from 364 days ago counts just as much as a sale from 2 days ago. The triangular window improved on this slightly by weighting... Continue Reading →

Roller Skating (Day 10)

Plow Stop After trying the toe stop drag, I wanted to learn a stopping method that feels a bit more controlled. So today I worked on the plow stop (also known as plough stop). The plow stop starts from a position that already feels quite different from normal skating. Feet are wide apart, knees are... Continue Reading →

Time Series with Machine Learning (Part 2)

Part 2: Teaching the Model About the Past Lag Features Calendar features: month, day of week, and is_weekend tell the model what time it is. That is useful for capturing seasonality and weekly rhythms, but it leaves out something equally important: what actually happened in the recent past. A store that sold 90 units last... Continue Reading →

Time Series with Machine Learning (Part 1)

Part 1: The Problem, the Data, and the Features For the past several posts, we built forecasting models the classical way: exponential smoothing, ARIMA, SARIMA. Each of those methods works on a single time series at a time, trying to model how a variable evolves through trend, seasonality, and noise. That framing is clean, but... Continue Reading →

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