Large scale time series forecasting

About the speaker:
Thiyanga Talagala has a Ph.D. in statistics from Monash Univ., Australia, and currently holds a senior lecturer position at the University of Sri Jayewardenepura, Sri Lanka. She is interested in the theory, implementation, and application of machine learning methods to time-series datasets, as well as visualization of the results. She uses R in her research and has created or contributed to many R packages (https://github.com/thiyangt).

Thiyanga enjoys teaching and is involved in organizing the R-Ladies Colombo chapter! Visit her website to learn more about her R packages, her projects, workshops, and teaching activities. Her blog offers many statistical insights in an accessible style. (https://thiyanga.netlify.app/)

About the talk:
Many applications require data from a large number of time series to be forecast. However, large-scale time-series data present numerous challenges in modeling and implementation due to high dimensionality. Thiyanga´s talk will present three feature-based algorithms for large-scale time-series forecasting.

Welcome!