Simple Machine Learning Models for Time Series - The Tweedie Regression

Machine Learning Models for Time Series Analysis

This article will discuss a machine learning model referred to as Tweedie Regression. We will download a time series from an online source, transform it (i.e. make it stationary) and will simply apply the model’s tools to forecast t+1 values at each time step. We will just apply a simple performance evaluation tool, that is the accuracy (or hit ratio).