PAPIs Europe 2018 has ended
PAPIs is the 1st series of international conferences dedicated to real-world ML applications, techniques and tools. After 7 previous events on 4 different continents, PAPIs is returning to Europe on 4-6 April 2018. Join us at the Canary Wharf Tower in London!

  • Training Workshops — 4 April, UCL School of Management (Level 38)
  • Industry and Startups — 5 April, Level 39
  • Industry and Research — 6 April, Level 39

More information about the conference at papis.io/europe-2018
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Friday, April 6 • 14:30 - 15:00
Automated feature extraction and selection for challenging time-series prediction problems

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In the case of predictive modelling, feeding time-series data directly into a machine learning algorithm often leads to sub-optimal performance. Most modern algorithms tend to be slow at learning the embedded time dynamics. This is especially the case in challenging problems such as datasets of small sample size and datasets containing low signal to noise ratio.

A common solution is to include a pre-processing step, namely feature extraction. Given that many features can be extracted from each time-series, this leads to an exponential increase in the dimensionality of the data. Optimal feature set selection can be a time-intensive process and the optimal solution is a function of the choice of algorithm and parameters. The talk will focus on how including automated feature extraction and selection as part of a full machine learning optimisation pipeline can lead to superior results, especially in the case of challenging time-series problems.

avatar for Darko Matovski

Darko Matovski

CEO, causaLens
Darko has worked for some of the World’s most prominent hedge funds and research institutions. For example the National Physical Laboratory in London (where Alan Turing worked) and Man Group (a global hedge fund). Darko has a PhD in machine learning and an MBA. He is currently the... Read More →

Friday April 6, 2018 14:30 - 15:00 BST
Level39 - Sandbox 1 Level39, One Canada Square, London