Blog with video: https://elementary-science.netlify.com/time-series-prediction-gpu/



The task of time series prediction is crucial for a huge amount of practical applications ranging from industrial capacity planning to trading/wealth management and particularly in the field of automatic anomaly detection in business metrics where Anodot is a specialist. How to do perform this task? Which algorithm to use? How to be fast enough for real-time application? I will present in this talk an elegant strategy and I will explain how to use GPU to perform this task in real time. Performance and precision of the solution will be discussed. Practical applications will be demonstrated. A comparison between different methods will be also investigated.

