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Ryan Orban

Ryan Orban

Subject
6 entries

Time Series

Bookmarks

  1. Temporal Neural Networks

    A paper on Temporal Neural Networks, architectures that encode time as a first-class computation dimension rather than implicitly through state, likely in the context of spiking neural networks or neuromorphic computing. Saved July 2022; specific paper identity unclear from the filename alone.

  2. Querying Live Crypto Trades with SQL in Real-Time

    QuestDB tutorial showing how to query live cryptocurrency trade data in real-time with SQL — ingesting from Coinbase's WebSocket feed into QuestDB and running time-series queries. A practical demo of time-series SQL for financial market data.

  3. sktime — Unified Machine Learning with Time Series

    sktime is a Python library providing a unified scikit-learn-compatible interface for time series machine learning — forecasting, classification, regression, clustering, and anomaly detection. Solves the ecosystem fragmentation problem for temporal data.

  4. Surfing Silver: Dynamic Bayesian Forecasting for Fun and Profit

    Slides from a Data Popup talk on dynamic Bayesian forecasting — applying Bayesian state-space models to time series prediction with uncertainty quantification. One of the cleaner practitioner introductions to Bayesian time series methods from the mid-2010s data science speaker circuit.

  5. Introducing Practical and Robust Anomaly Detection in a Time Series

    Twitter's 2015 release of AnomalyDetection — an open-source R library using STL decomposition and the Generalized ESD test to find anomalies in time series. One of the first production-grade anomaly detection tools to be open-sourced by a major tech company.

  6. TSAR — TimeSeries AggregatoR

    TSAR (TimeSeries AggregatoR) — a tool for time series aggregation, saved via a Prismatic share link that is no longer functional. The URL itself is broken; content unrecoverable.

All bookmarks