Reliably Forecasting Time-Series in Real Time
Straight from my YouTube recommendations, a PyData London 2018 (!) presentation by Charles Masson of Datadog. To predict whether server metrics cross a threshold, he builds a method model that focuses on being robust to all the usual issues of anomalies and structural breaks. He keeps it simple, interpretable, and–for the sake of real-time forecasting–fast. Good stuff all around. The GIFs are the cherry on top.