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I am giving a workshop in Guanghua School of Management at Peking University. Time: 14:00-17:00 on Nov 31, Dec 7, 14, 21 Venue: Guanghua Building #1, Room 114 Checkout this link for more details.

The explosion of time series data in recent years has brought a flourish of new time series analysis methods, for forecasting, clustering, classification and other tasks. The evaluation of these new methods requires a diverse collection of time series data to enable reliable comparisons against alternative approaches. We propose the use of mixture autoregressive (MAR)…

I just gave an online talk to my students about tool chain for Data Science in Chinese. You can scan this QR code with WeChat to listen. The slides mentioned in this talk are available here.  A text format for this talk is also available for download.