These are plots of some of my features and rest of the others having similar pattern. The data here is spanned for 2 days and I need to predict labels for 3rd day. It has 60,000 samples (seconds).

Any popular time series regression methods or repos I must be aware of to solve this kind of problems? I don’t need to forecast as I have labels for validation.

Also what are current trends for statistical models vs ML models.

Does considering lag or sliding window the only popular and effective option?

https://preview.redd.it/9vjh75m7ki2c1.png?width=1354&format=png&auto=webp&s=f1da6b7fcda0cd96f4b997b818b0272f911cf120

  • trial_and_err@alien.topB
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    1 year ago

    If the oscillations are periodic then Fourier series can capture them. If they’re white noise you can’t predict anything. If they’re autoregressive white noise you can fit an ARMA model on them.