How to beat SageMaker DeepAR with Random Forest

MODELING MADE SIMPLE

Improve your KPI by 15% with 3X faster, free & interpretable model

If you’re reading this article, you either consider using the Amazon SageMaker DeepAR algorithm for your multiple time series dataset, or you’re already “stuck” with one — and are not sure how to improve it any further.

Before delving into the neety grity technicals, you should contemplate on these:

DeepAR pros

1. No Data Science expertise needed — If …

pandas random random-forest sagemaker timeseries