RedCrow9564 / Advanced-Time-Series_Course_All_HWs

Al HW submissions made during the "Advanced Time-Series Course" Of Y-DATA, Yandex

Advanced Time-Series Course - All HW Tasks

Here are all HW submissions of mine, made during the "Advanced Time-Series Course" Of Y-DATA, Yandex between February 2021 to April 2021.

HW descriptions:

• Ex1-Qualification - A task made for veryfing the student's skills in Python, Pandas, Pytorch and Pytorch-Lightning.
• Ex2-MQRNN, paper review - A review of the paper [1].
• Ex3-MQRNN Implementation - A Pytorch-lightning implementation of the paper [1].
• Ex4-ROCKET, paper review - A review of the paper [2].
• Ex5-ROCKET Implementation - A Python implementation of the paper [2].

References

[1] Ruofeng Wen, Kari Torkkola, Balakrishnan Narayanaswamy, and Dhruv Madeka, A multi-horizon quantile recurrent forecaster, 2018.

[2] Angus Dempster, François Petitjean, and Geoffrey I. Webb, Rocket: Exceptionally fast and accurate time series classification using random convolutional kernels, 2019.