A curated list of interesting links and resources I’ve found across the web.

Engineering

Forecasting

• Hyndsight: Blog by Rob Hyndman, a leading expert in time series analysis.
  • Optimally Reconciling Forecasts in a Hierarchy
• Time Series Analysis and Its Applications: A comprehensive book for time series analysis.
• Demand Forecasting for Executives and Professionals: A compact book focused on demand forecasting.
• Forecasting: Principles and Practice (3rd ed): A compact book for time series forecasting.
  • Great content for hierarchical or grouped time series.
  • Python edition
• To Explain or to Predict?: Clear distinction between Explanatory and Predictive modeling.
  • My summary
• Ranking a Random Feature for Variable and Feature Selection: Probes—random variables added to compare feature importance—offer an intuitive feature selection method, but their effectiveness depends on handling correlations and cardinality, making them more common in competitions like Kaggle than in industry for simplicity.
• A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction: if the lag structure of the models is correctly set up (in autoregression models), or, the lag features are created correctly, then normal k-fold crossvalidation can be used to evaluate your forecasting models.
• On Hyperparameter Optimization of Machine Learning Algorithms: Theory and Practice: Great summary of how best to optimize hyperparameters based on dataset size and algorithm complexity.

Machine Learning

• Interpretable Machine Learning: the Bible of interpretability. It’s been cited everywhere, even in scikit-learn’s docs.
• Mathematics for Machine Learning: Essential math (linear algebra, calculus, probability) for ML in an accessible format.
• The Elements of Statistical Learning: Data Mining, Inference, and Prediction: Foundational statistical learning theory and methods, rigorous but dense.

Data Engineering

• TBA

Ideas & Essays

• Samaltman: Founder of OpenAI.
• Hacker News: The pulse of the tech world.
• Aeon: Profound and provocative essays on philosophy, science, and culture.
• Brain Pickings (The Marginalian): Maria Popova’s exploration of what it means to live a good life.

Strategy & Growth

• Stratechery by Ben Thompson: Deep analysis of tech and business strategy.
• First Round Review: Actionable insights for building great companies.
• Farnam Street (FS.blog): Mastering the best of what other people have already figured out.
• Radical Candor: Psychology of decision making building trust and respect in the workplace.
• Lenny’s Newsletter: Lenny Rachitsky’s insights on product management and growth.
• The Generalist: In-depth analysis of startups and tech trends.
• Andrew Chen’s Newsletter: Andrew Chen’s insights on startups, growth, and technology.