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medium_articles's Introduction

Hi there ๐Ÿ‘‹ Welcome to my GitHub profile!

My name is Eryk. A few words about me:

  • ๐Ÿง‘โ€๐Ÿ”ฌ I am an experienced data scientist with 7+ years of experience.
  • ๐Ÿ“ˆ I am currently working on building time series forecasting models for the biggest e-commerce platform in the Netherlands.
  • ๐Ÿ“— I have published two editions of the Python for Finance Cookbook.
  • ๐Ÿ“’ I have published 100+ articles on Medium. They have been viewed more than 4 million times. The articles are on the topics of data science, machine learning, and quantitative finance.
  • In my spare time, I like playing video games ๐ŸŽฎ, reading books ๐Ÿ“–, and traveling ๐Ÿ›ซ.

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medium_articles's Issues

How to split train tests when using n_lags in neural predictors

https://github.com/erykml/medium_articles/blob/master/Time%20Series/neural_prophet.ipynb

After seeing your good medium article, I wanted to test it with n_lags and n_forecasts, but I get the following error: Do you know a workaround if testing using auto regression?

----> 5 print(f"NeuralProphet:\t{mean_squared_error(df_test['y'], forecast.iloc[-n_forecasts:]['yhat1']):.4f}")
ValueError: Input contains NaN, infinity or a value too large for dtype('float64').

Updates and deprecation

I enjoy reading your articles on medium and wanted to ask if this repo is being updated or if it has been depricated? I'm part of three other financial algo groups and wanted to use, update and modify your code but wanted to ask status of your repo.

Zipline

%load_ext zipline

ValueError: index must be monotonic increasing or decreasing

Use Windows 10, and Google Colab...

Could you please give me your opinion, how can I fix this error/....

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