When Does Machine Learning Work in Time-Series Forecasting?

The aim of this project is to work out the applicability of machine learning methods like Artificial Neural Network (ANN) and Random Forest for nonlinear autoregressive time series with additional non-stationarity like change points, trends, or seasonality. The aims will be achieved through various simulations in R.

Gaurangi Gupta

Macquarie University

Gaurangi Gupta is completing her third year undergraduate bachelor in applied statistics at Macquarie University. Her interests are in time series forecasting, linear modelling and statistical inference. She likes problem solving and plays chess. She is working towards attaining a doctorate in statistics.

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