https://wiki.cs.hse.ru/index.php?action=history&feed=atom&title=%D0%9C%D0%BE%D0%B4%D0%B5%D0%BB%D0%B8%D1%80%D0%BE%D0%B2%D0%B0%D0%BD%D0%B8%D0%B5_%D0%B2%D1%80%D0%B5%D0%BC%D0%B5%D0%BD%D0%BD%D1%8B%D1%85_%D1%80%D1%8F%D0%B4%D0%BE%D0%B2_2023%2F24 2026-09-21T05:58:21Z История изменений этой страницы в вики MediaWiki 1.43.9 https://wiki.cs.hse.ru/index.php?title=%D0%9C%D0%BE%D0%B4%D0%B5%D0%BB%D0%B8%D1%80%D0%BE%D0%B2%D0%B0%D0%BD%D0%B8%D0%B5_%D0%B2%D1%80%D0%B5%D0%BC%D0%B5%D0%BD%D0%BD%D1%8B%D1%85_%D1%80%D1%8F%D0%B4%D0%BE%D0%B2_2023/24&diff=85314&oldid=prev 2024-06-11T18:00:48Z

<p></p> <table style="background-color: #fff; color: #202122;" data-mw="interface"> <col class="diff-marker" /> <col class="diff-content" /> <col class="diff-marker" /> <col class="diff-content" /> <tr class="diff-title" lang="ru"> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">← Предыдущая версия</td> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Версия от 18:00, 11 июня 2024</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l92">Строка 92:</td> <td colspan="2" class="diff-lineno">Строка 92:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Классификация временных рядов. (Запись накрылась) [https://youtu.be/i9I_vvb8Wj0 Запись прошлого года] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_18_classification.ipynb Ноутбук] [https://github.com/blue-yonder/tsfresh/tree/main/notebooks Ноутбуки TSFresh]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Классификация временных рядов. (Запись накрылась) [https://youtu.be/i9I_vvb8Wj0 Запись прошлого года] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_18_classification.ipynb Ноутбук] [https://github.com/blue-yonder/tsfresh/tree/main/notebooks Ноутбуки TSFresh]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Иерархические модели. [https://youtu.be/6TmbALLllF0 Запись] [https://nixtlaverse.nixtla.io/hierarchicalforecast/index.html Дока HierarchicalForecast] [https://github.com/Nixtla/hierarchicalforecast/tree/main/nbs Много ноутбуков]  </div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Иерархические модели. [https://youtu.be/6TmbALLllF0 Запись] [https://nixtlaverse.nixtla.io/hierarchicalforecast/index.html Дока HierarchicalForecast] [https://github.com/Nixtla/hierarchicalforecast/tree/main/nbs Много ноутбуков]  </div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># <del style="font-weight: bold; text-decoration: none;">Гауссовские процессы</del>. <del style="font-weight: bold; text-decoration: none;">Байесовская оптимизация</del>.  </div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># <ins style="font-weight: bold; text-decoration: none;">Подготовка к экзамену</ins>. <ins style="font-weight: bold; text-decoration: none;">[https://youtu</ins>.<ins style="font-weight: bold; text-decoration: none;">be/E_WBC5rQqoM Запись] [https://github</ins>.<ins style="font-weight: bold; text-decoration: none;">com/Pyatachokk/hse_ts_course/blob/master/2024</ins>-<ins style="font-weight: bold; text-decoration: none;">spring/seminars/sem_20_exam</ins>.<ins style="font-weight: bold; text-decoration: none;">pdf Конспект]</ins></div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del style="font-weight: bold; text-decoration: none;"># Prophet</del>. <del style="font-weight: bold; text-decoration: none;">DLT (Orbit).(Возможно что</del>-<del style="font-weight: bold; text-decoration: none;">то другое, эти модели сложно оценить без больших мощностей или кучи времени.</del></div></td><td colspan="2" class="diff-side-added"></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del style="font-weight: bold; text-decoration: none;"># На случай пропуска лекции: Обзор основных соревнований по временным рядам</del>.</div></td><td colspan="2" class="diff-side-added"></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>== Домашние задания ==</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>== Домашние задания ==</div></td></tr> </table>

Pyatachokk https://wiki.cs.hse.ru/index.php?title=%D0%9C%D0%BE%D0%B4%D0%B5%D0%BB%D0%B8%D1%80%D0%BE%D0%B2%D0%B0%D0%BD%D0%B8%D0%B5_%D0%B2%D1%80%D0%B5%D0%BC%D0%B5%D0%BD%D0%BD%D1%8B%D1%85_%D1%80%D1%8F%D0%B4%D0%BE%D0%B2_2023/24&diff=85313&oldid=prev 2024-06-11T17:59:25Z

<p></p> <table style="background-color: #fff; color: #202122;" data-mw="interface"> <col class="diff-marker" /> <col class="diff-content" /> <col class="diff-marker" /> <col class="diff-content" /> <tr class="diff-title" lang="ru"> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">← Предыдущая версия</td> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Версия от 17:59, 11 июня 2024</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l69">Строка 69:</td> <td colspan="2" class="diff-lineno">Строка 69:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) Классификация временных рядов. DTW. [https://youtu.be/4UwlgHCOZh4 Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_18_classification.pdf Конспект]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) Классификация временных рядов. DTW. [https://youtu.be/4UwlgHCOZh4 Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_18_classification.pdf Конспект]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) Иерархические модели. [https://youtu.be/6TmbALLllF0 Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_19_hierarchy.pdf Конспект]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) Иерархические модели. [https://youtu.be/6TmbALLllF0 Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_19_hierarchy.pdf Конспект]</div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># (<del style="font-weight: bold; text-decoration: none;">Матвей/</del>Борис) <del style="font-weight: bold; text-decoration: none;">Байесовская оптимизация</del>. <del style="font-weight: bold; text-decoration: none;">Гауссовские процессы</del>.  </div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># (Борис) <ins style="font-weight: bold; text-decoration: none;">Фильтр Калмана</ins>. <ins style="font-weight: bold; text-decoration: none;">[Запись] [https://github</ins>.<ins style="font-weight: bold; text-decoration: none;">com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures</ins>/<ins style="font-weight: bold; text-decoration: none;">lecture_20_kalman</ins>.<ins style="font-weight: bold; text-decoration: none;">pdf Конспект]</ins></div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del style="font-weight: bold; text-decoration: none;"># (Борис) Введение в байесовский анализ. Prophet. DLT.</del></div></td><td colspan="2" class="diff-side-added"></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del style="font-weight: bold; text-decoration: none;"># (Матвей</del>/<del style="font-weight: bold; text-decoration: none;">Борис) Если останется время. Фильтр Калмана</del>.</div></td><td colspan="2" class="diff-side-added"></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>== Семинары ==</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>== Семинары ==</div></td></tr> </table>

Pyatachokk https://wiki.cs.hse.ru/index.php?title=%D0%9C%D0%BE%D0%B4%D0%B5%D0%BB%D0%B8%D1%80%D0%BE%D0%B2%D0%B0%D0%BD%D0%B8%D0%B5_%D0%B2%D1%80%D0%B5%D0%BC%D0%B5%D0%BD%D0%BD%D1%8B%D1%85_%D1%80%D1%8F%D0%B4%D0%BE%D0%B2_2023/24&diff=85288&oldid=prev 2024-06-09T23:21:00Z

<p></p> <table style="background-color: #fff; color: #202122;" data-mw="interface"> <col class="diff-marker" /> <col class="diff-content" /> <col class="diff-marker" /> <col class="diff-content" /> <tr class="diff-title" lang="ru"> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">← Предыдущая версия</td> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Версия от 23:21, 9 июня 2024</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l159">Строка 159:</td> <td colspan="2" class="diff-lineno">Строка 159:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>&#039;&#039;&#039;Домашнее задание’&#039;&#039;</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>&#039;&#039;&#039;Домашнее задание’&#039;&#039;</div></td></tr> <tr><td colspan="2" class="diff-side-deleted"></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins style="font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2" class="diff-side-deleted"></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins style="font-weight: bold; text-decoration: none;">[https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/homeworks/hw5/hw5.pdf Задание]</ins></div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>== Контрольная работа ==</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>== Контрольная работа ==</div></td></tr> </table>

Pyatachokk https://wiki.cs.hse.ru/index.php?title=%D0%9C%D0%BE%D0%B4%D0%B5%D0%BB%D0%B8%D1%80%D0%BE%D0%B2%D0%B0%D0%BD%D0%B8%D0%B5_%D0%B2%D1%80%D0%B5%D0%BC%D0%B5%D0%BD%D0%BD%D1%8B%D1%85_%D1%80%D1%8F%D0%B4%D0%BE%D0%B2_2023/24&diff=85287&oldid=prev 2024-06-09T23:19:46Z

<p></p> <table style="background-color: #fff; color: #202122;" data-mw="interface"> <col class="diff-marker" /> <col class="diff-content" /> <col class="diff-marker" /> <col class="diff-content" /> <tr class="diff-title" lang="ru"> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">← Предыдущая версия</td> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Версия от 23:19, 9 июня 2024</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l92">Строка 92:</td> <td colspan="2" class="diff-lineno">Строка 92:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># RNN, LSTM, GRU. (Никто не пришёл) [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_16_lstm.ipynb Ноутбук]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># RNN, LSTM, GRU. (Никто не пришёл) [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_16_lstm.ipynb Ноутбук]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Attention. Трансформеры. [https://youtu.be/GAz23_74ogc Запись] [https://colab.research.google.com/github/huggingface/notebooks/blob/main/examples/time-series-transformers.ipynb#scrollTo=9-a3wNZ9mxWT Ноутбук 1] [https://github.com/jdb78/pytorch-forecasting/blob/master/docs/source/tutorials/stallion.ipynb Ноутбук 2]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Attention. Трансформеры. [https://youtu.be/GAz23_74ogc Запись] [https://colab.research.google.com/github/huggingface/notebooks/blob/main/examples/time-series-transformers.ipynb#scrollTo=9-a3wNZ9mxWT Ноутбук 1] [https://github.com/jdb78/pytorch-forecasting/blob/master/docs/source/tutorials/stallion.ipynb Ноутбук 2]</div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># Классификация временных рядов. (Запись накрылась) [https://youtu.be/i9I_vvb8Wj0 Запись прошлого года] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_18_classification.ipynb Ноутбук]</div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># Классификация временных рядов. (Запись накрылась) [https://youtu.be/i9I_vvb8Wj0 Запись прошлого года] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_18_classification.ipynb Ноутбук<ins style="font-weight: bold; text-decoration: none;">] [https://github.com/blue-yonder/tsfresh/tree/main/notebooks Ноутбуки TSFresh</ins>]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Иерархические модели. [https://youtu.be/6TmbALLllF0 Запись] [https://nixtlaverse.nixtla.io/hierarchicalforecast/index.html Дока HierarchicalForecast] [https://github.com/Nixtla/hierarchicalforecast/tree/main/nbs Много ноутбуков]  </div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Иерархические модели. [https://youtu.be/6TmbALLllF0 Запись] [https://nixtlaverse.nixtla.io/hierarchicalforecast/index.html Дока HierarchicalForecast] [https://github.com/Nixtla/hierarchicalforecast/tree/main/nbs Много ноутбуков]  </div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Гауссовские процессы. Байесовская оптимизация.  </div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Гауссовские процессы. Байесовская оптимизация.  </div></td></tr> </table>

Pyatachokk https://wiki.cs.hse.ru/index.php?title=%D0%9C%D0%BE%D0%B4%D0%B5%D0%BB%D0%B8%D1%80%D0%BE%D0%B2%D0%B0%D0%BD%D0%B8%D0%B5_%D0%B2%D1%80%D0%B5%D0%BC%D0%B5%D0%BD%D0%BD%D1%8B%D1%85_%D1%80%D1%8F%D0%B4%D0%BE%D0%B2_2023/24&diff=85286&oldid=prev 2024-06-09T23:17:46Z

<p></p> <table style="background-color: #fff; color: #202122;" data-mw="interface"> <col class="diff-marker" /> <col class="diff-content" /> <col class="diff-marker" /> <col class="diff-content" /> <tr class="diff-title" lang="ru"> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">← Предыдущая версия</td> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Версия от 23:17, 9 июня 2024</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l91">Строка 91:</td> <td colspan="2" class="diff-lineno">Строка 91:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Оценка риска портфеля. Базовые модели. Совместные распределения и ядровая оценка плотности. [https://youtu.be/w4zHPgTHe9c Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_15_multivariate_risk.ipynb Ноутбук]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Оценка риска портфеля. Базовые модели. Совместные распределения и ядровая оценка плотности. [https://youtu.be/w4zHPgTHe9c Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_15_multivariate_risk.ipynb Ноутбук]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># RNN, LSTM, GRU. (Никто не пришёл) [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_16_lstm.ipynb Ноутбук]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># RNN, LSTM, GRU. (Никто не пришёл) [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_16_lstm.ipynb Ноутбук]</div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># Attention. Трансформеры.  </div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># Attention. Трансформеры. <ins style="font-weight: bold; text-decoration: none;">[https://youtu.be/GAz23_74ogc Запись] [https://colab.research.google.com/github/huggingface/notebooks/blob/main/examples/time-series-transformers.ipynb#scrollTo=9-a3wNZ9mxWT Ноутбук 1] [https://github.com/jdb78/pytorch-forecasting/blob/master/docs/source/tutorials/stallion.ipynb Ноутбук 2]</ins></div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># <del style="font-weight: bold; text-decoration: none;">Иерархические модели</del>. <del style="font-weight: bold; text-decoration: none;"> </del>(<del style="font-weight: bold; text-decoration: none;">M5 ?</del>)</div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># <ins style="font-weight: bold; text-decoration: none;">Классификация временных рядов</ins>. (<ins style="font-weight: bold; text-decoration: none;">Запись накрылась</ins>) <ins style="font-weight: bold; text-decoration: none;">[https://youtu.be/i9I_vvb8Wj0 Запись прошлого года] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_18_classification.ipynb Ноутбук]</ins></div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># <del style="font-weight: bold; text-decoration: none;">Классификация временных рядов</del>.  </div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># <ins style="font-weight: bold; text-decoration: none;">Иерархические модели. [https://youtu.be/6TmbALLllF0 Запись] [https://nixtlaverse.nixtla.io/hierarchicalforecast/index.html Дока HierarchicalForecast] [https://github</ins>.<ins style="font-weight: bold; text-decoration: none;">com/Nixtla/hierarchicalforecast/tree/main/nbs Много ноутбуков] </ins></div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Гауссовские процессы. Байесовская оптимизация.  </div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Гауссовские процессы. Байесовская оптимизация.  </div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Prophet. DLT (Orbit).(Возможно что-то другое, эти модели сложно оценить без больших мощностей или кучи времени.</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Prophet. DLT (Orbit).(Возможно что-то другое, эти модели сложно оценить без больших мощностей или кучи времени.</div></td></tr> </table>

Pyatachokk https://wiki.cs.hse.ru/index.php?title=%D0%9C%D0%BE%D0%B4%D0%B5%D0%BB%D0%B8%D1%80%D0%BE%D0%B2%D0%B0%D0%BD%D0%B8%D0%B5_%D0%B2%D1%80%D0%B5%D0%BC%D0%B5%D0%BD%D0%BD%D1%8B%D1%85_%D1%80%D1%8F%D0%B4%D0%BE%D0%B2_2023/24&diff=85285&oldid=prev 2024-06-09T23:08:46Z

<p></p> <table style="background-color: #fff; color: #202122;" data-mw="interface"> <col class="diff-marker" /> <col class="diff-content" /> <col class="diff-marker" /> <col class="diff-content" /> <tr class="diff-title" lang="ru"> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">← Предыдущая версия</td> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Версия от 23:08, 9 июня 2024</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l66">Строка 66:</td> <td colspan="2" class="diff-lineno">Строка 66:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Илья) Копулы. [https://youtu.be/6B20wXCwaTA Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_15_copulas.pdf Конспект]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Илья) Копулы. [https://youtu.be/6B20wXCwaTA Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_15_copulas.pdf Конспект]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) RNN, LSTM, GRU. [https://youtu.be/NSfwALNvh4Q?si=MbsOgFyw4QfmsSo9 Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_16_rnn.pdf Слайды]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) RNN, LSTM, GRU. [https://youtu.be/NSfwALNvh4Q?si=MbsOgFyw4QfmsSo9 Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_16_rnn.pdf Слайды]</div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) Attention. Трансформеры.  </div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) Attention. Трансформеры. <ins style="font-weight: bold; text-decoration: none;">[https://youtu.be/yYa8FXWxUaM Запись] [https://lena-voita.github.io/nlp_course.html Курс Лены Войты] [https://drive.google.com/file/d/1inle88uyRI-a3ghxdVrqhhmukqywb3Hy/view?usp=sharing Слайды]</ins></div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) <del style="font-weight: bold; text-decoration: none;">Иерархические модели</del>.  </div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) <ins style="font-weight: bold; text-decoration: none;">Классификация временных рядов. DTW. [https://youtu.be/4UwlgHCOZh4 Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_18_classification</ins>.<ins style="font-weight: bold; text-decoration: none;">pdf Конспект]</ins></div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) <del style="font-weight: bold; text-decoration: none;">Классификация временных рядов</del>. <del style="font-weight: bold; text-decoration: none;">DTW</del>.  </div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) <ins style="font-weight: bold; text-decoration: none;">Иерархические модели. [https://youtu.be/6TmbALLllF0 Запись] [https://github</ins>.<ins style="font-weight: bold; text-decoration: none;">com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_19_hierarchy</ins>.<ins style="font-weight: bold; text-decoration: none;">pdf Конспект]</ins></div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Матвей/Борис) Байесовская оптимизация. Гауссовские процессы.  </div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Матвей/Борис) Байесовская оптимизация. Гауссовские процессы.  </div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Борис) Введение в байесовский анализ. Prophet. DLT.</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Борис) Введение в байесовский анализ. Prophet. DLT.</div></td></tr> </table>

Pyatachokk https://wiki.cs.hse.ru/index.php?title=%D0%9C%D0%BE%D0%B4%D0%B5%D0%BB%D0%B8%D1%80%D0%BE%D0%B2%D0%B0%D0%BD%D0%B8%D0%B5_%D0%B2%D1%80%D0%B5%D0%BC%D0%B5%D0%BD%D0%BD%D1%8B%D1%85_%D1%80%D1%8F%D0%B4%D0%BE%D0%B2_2023/24&diff=85015&oldid=prev 2024-05-15T15:00:32Z

<p></p> <table style="background-color: #fff; color: #202122;" data-mw="interface"> <col class="diff-marker" /> <col class="diff-content" /> <col class="diff-marker" /> <col class="diff-content" /> <tr class="diff-title" lang="ru"> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">← Предыдущая версия</td> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Версия от 15:00, 15 мая 2024</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l44">Строка 44:</td> <td colspan="2" class="diff-lineno">Строка 44:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>[https://www.youtube.com/playlist?list=PLHPTLBeVYc8xX0bFEgw6h5C-0WYiXfwa3 Плейлист с записями]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>[https://www.youtube.com/playlist?list=PLHPTLBeVYc8xX0bFEgw6h5C-0WYiXfwa3 Плейлист с записями]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>[ Таблица с оценками]</div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>[<ins style="font-weight: bold; text-decoration: none;">https://docs.google.com/spreadsheets/d/1jUIIyo0KyIUiw6WQrmrKvB6AH7NMpVe4t-VZTqM6LnQ/edit?usp=sharing </ins>Таблица с оценками]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>[https://github.com/bdemeshev/ts_pset Задачник]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>[https://github.com/bdemeshev/ts_pset Задачник]</div></td></tr> </table>

Pyatachokk https://wiki.cs.hse.ru/index.php?title=%D0%9C%D0%BE%D0%B4%D0%B5%D0%BB%D0%B8%D1%80%D0%BE%D0%B2%D0%B0%D0%BD%D0%B8%D0%B5_%D0%B2%D1%80%D0%B5%D0%BC%D0%B5%D0%BD%D0%BD%D1%8B%D1%85_%D1%80%D1%8F%D0%B4%D0%BE%D0%B2_2023/24&diff=85007&oldid=prev 2024-05-14T15:56:58Z

<p></p> <table style="background-color: #fff; color: #202122;" data-mw="interface"> <col class="diff-marker" /> <col class="diff-content" /> <col class="diff-marker" /> <col class="diff-content" /> <tr class="diff-title" lang="ru"> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">← Предыдущая версия</td> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Версия от 15:56, 14 мая 2024</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l90">Строка 90:</td> <td colspan="2" class="diff-lineno">Строка 90:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Дополнительный). Байесовские VAR. [https://youtu.be/d8D1JxQ6vNM Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_14_bvar.pdf Конспект]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Дополнительный). Байесовские VAR. [https://youtu.be/d8D1JxQ6vNM Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_14_bvar.pdf Конспект]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Оценка риска портфеля. Базовые модели. Совместные распределения и ядровая оценка плотности. [https://youtu.be/w4zHPgTHe9c Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_15_multivariate_risk.ipynb Ноутбук]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Оценка риска портфеля. Базовые модели. Совместные распределения и ядровая оценка плотности. [https://youtu.be/w4zHPgTHe9c Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_15_multivariate_risk.ipynb Ноутбук]</div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># RNN, LSTM, GRU.  </div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># RNN, LSTM, GRU. <ins style="font-weight: bold; text-decoration: none;">(Никто не пришёл) [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_16_lstm.ipynb Ноутбук]</ins></div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Attention. Трансформеры.  </div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Attention. Трансформеры.  </div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Иерархические модели.  (M5 ?)</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Иерархические модели.  (M5 ?)</div></td></tr> </table>

Pyatachokk https://wiki.cs.hse.ru/index.php?title=%D0%9C%D0%BE%D0%B4%D0%B5%D0%BB%D0%B8%D1%80%D0%BE%D0%B2%D0%B0%D0%BD%D0%B8%D0%B5_%D0%B2%D1%80%D0%B5%D0%BC%D0%B5%D0%BD%D0%BD%D1%8B%D1%85_%D1%80%D1%8F%D0%B4%D0%BE%D0%B2_2023/24&diff=85006&oldid=prev 2024-05-14T15:56:24Z

<p></p> <table style="background-color: #fff; color: #202122;" data-mw="interface"> <col class="diff-marker" /> <col class="diff-content" /> <col class="diff-marker" /> <col class="diff-content" /> <tr class="diff-title" lang="ru"> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">← Предыдущая версия</td> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Версия от 15:56, 14 мая 2024</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l64">Строка 64:</td> <td colspan="2" class="diff-lineno">Строка 64:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Борис) Правдоподобие GARCH-модели [https://youtu.be/tu6Rc_p6TTY Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_13_garch.pdf Конспект]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Борис) Правдоподобие GARCH-модели [https://youtu.be/tu6Rc_p6TTY Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_13_garch.pdf Конспект]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Иван, дополнительная) Байесовские VAR. [https://youtu.be/HvaRkI1jEC4 Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_14_bvar.pdf Конспект]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Иван, дополнительная) Байесовские VAR. [https://youtu.be/HvaRkI1jEC4 Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_14_bvar.pdf Конспект]</div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># (Илья) Копулы. [https://youtu.be/6B20wXCwaTA Запись] [Конспект]</div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># (Илья) Копулы. [https://youtu.be/6B20wXCwaTA Запись] [<ins style="font-weight: bold; text-decoration: none;">https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_15_copulas.pdf </ins>Конспект]</div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) RNN, LSTM, GRU.  </div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) RNN, LSTM, GRU. <ins style="font-weight: bold; text-decoration: none;">[https://youtu.be/NSfwALNvh4Q?si=MbsOgFyw4QfmsSo9 Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/lectures/lecture_16_rnn.pdf Слайды]</ins></div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) Attention. Трансформеры.  </div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) Attention. Трансформеры.  </div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) Иерархические модели.  </div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># (Матвей) Иерархические модели.  </div></td></tr> </table>

Pyatachokk https://wiki.cs.hse.ru/index.php?title=%D0%9C%D0%BE%D0%B4%D0%B5%D0%BB%D0%B8%D1%80%D0%BE%D0%B2%D0%B0%D0%BD%D0%B8%D0%B5_%D0%B2%D1%80%D0%B5%D0%BC%D0%B5%D0%BD%D0%BD%D1%8B%D1%85_%D1%80%D1%8F%D0%B4%D0%BE%D0%B2_2023/24&diff=84913&oldid=prev 2024-04-30T21:03:58Z

<p></p> <table style="background-color: #fff; color: #202122;" data-mw="interface"> <col class="diff-marker" /> <col class="diff-content" /> <col class="diff-marker" /> <col class="diff-content" /> <tr class="diff-title" lang="ru"> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">← Предыдущая версия</td> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Версия от 21:03, 30 апреля 2024</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l88">Строка 88:</td> <td colspan="2" class="diff-lineno">Строка 88:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Введение в оценку риска. Value-at-Risk. Expected shortfall. Исторический и параметрический подходы. [https://youtu.be/OKOUBkwtD7U Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_12_1.ipynb Ноутбук 1] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_12_2.ipynb Ноутбук 2]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Введение в оценку риска. Value-at-Risk. Expected shortfall. Исторический и параметрический подходы. [https://youtu.be/OKOUBkwtD7U Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_12_1.ipynb Ноутбук 1] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_12_2.ipynb Ноутбук 2]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># ARCH-GARCH. Filtered Historical Simulation. [https://youtu.be/7SCSM1y5qt8 Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_13.ipynb Ноутбук]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># ARCH-GARCH. Filtered Historical Simulation. [https://youtu.be/7SCSM1y5qt8 Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_13.ipynb Ноутбук]</div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div># (Дополнительный). Байесовские VAR. [https://youtu.be/d8D1JxQ6vNM Запись] [ https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_14_bvar.pdf Конспект]</div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div># (Дополнительный). Байесовские VAR. [https://youtu.be/d8D1JxQ6vNM Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_14_bvar.pdf Конспект]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Оценка риска портфеля. Базовые модели. Совместные распределения и ядровая оценка плотности. [https://youtu.be/w4zHPgTHe9c Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_15_multivariate_risk.ipynb Ноутбук]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># Оценка риска портфеля. Базовые модели. Совместные распределения и ядровая оценка плотности. [https://youtu.be/w4zHPgTHe9c Запись] [https://github.com/Pyatachokk/hse_ts_course/blob/master/2024-spring/seminars/sem_15_multivariate_risk.ipynb Ноутбук]</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># RNN, LSTM, GRU.  </div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div># RNN, LSTM, GRU.  </div></td></tr> </table>

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