Inside AI

Demystifying Tensorflow Time Series: Local Linear Trend

Learn how Tensorflow uses linear dynamical system, Kalman filter and variational inference to model time series and make predictions

Wei Yi
Towards Data Science
51 min readJun 22, 2019

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In the past couple of years, big companies hurried to publish their machine learning based time series…

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I am a principal data scientist at AstraZeneca. Previously I worked at SecondMind, Microsoft Research, and also was CTO of a hedge fund EQB.