Machine Learning and Time Series
- Instructor: Benjamin M. Marlin
- Lectures: MoWe 2:05PM - 3:20pm, CS 142
- Course Dates: Jan 23, 2013-May 1, 2012
- Course Website: The course website is hosted on the UMass
Moodle portal. Registered students can access it at: moodle.umass.edu.
Guest users can log in here using the password "791TSs2013" by clicking the "Login as Guest" button.
- Course Text: Time Series Analysis by Cryer and Chan. This is a Springer Link e-Book available at no cost to UMass students.
- Course Syllabus: Download PDF
- Course Description:
This seminar will focus on models and algorithms for supervised
and unsupervised machine learning with time series. Topics will
include discrete and continuous time models from machine learning,
statistics and econometrics. We will investigate a variety of time
series problems including prediction, detection, clustering, and
similarity search. Coursework for the one credit option will include
paper presentations and quizzes. Students in the three credit option
will also complete a course project. Prerequisites include a
graduate-level course in machine learning or graphical
models, i.e., CMPSCI 689 or CMPSCI 691GM.