A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
New forecasting framework sktime replicates and improves M4 study results.
We present sktime -- a new scikit-learn compatible Python library with a unified interface for machine learning with time series. Time series data gives rise to various distinct but closely related learning tasks, such as forecasting and time series classification, many of which can be solved by reducing them to relate…
sktime is an open source, Python based, sklearn compatible toolkit for time series analysis developed by researchers at the University of East Anglia (UEA), University College London and the Alan Turing Institute. A key initial goal for sktime was to provide time series classification functionality equivalent to that a…