PyData London 2024

Kishan Manani

Kishan is a machine learning and data science lead, course instructor, and open source software contributor. He has contributed to well known Python packages including statsmodels, Feature-engine, and sktime. He has 10+ years of experience in applying machine learning and statistics in finance, e-commerce, and healthcare research. He leads data science teams to deliver data and machine learning products end-to-end.

Kishan attained a PhD in Physics from Imperial College London in applied large scale time-series analysis and modelling of cardiac arrhythmias; during this time he taught and supervised undergraduates and master's students.

LinkedIn: https://www.linkedin.com/in/kishanmanani/

Medium: https://medium.com/@kish.manani

Twitter: https://twitter.com/KishManani

GitHub: https://github.com/KishManani

The speaker's profile picture

Sessions

06-16
16:30
40min
Backtesting and error metrics for modern time series forecasting
Kishan Manani

Evaluating time series forecasting models for modern use cases has become incredibly challenging. This is because modern forecasting problems often involve a large number of related time series, often hierarchical, with a diverse set of characteristics such as intermittency, non-normality, and non-stationarity. In this talk we'll discuss all the tips, tricks, and pitfalls in creating model evaluation strategies and error metrics to overcome these challenges.

Minories