[MENTEE] Meraldo Antonio

[meraldoantonio]

Mentee:
Meraldo Antonio, LinkedIn

Mentor(s):
@fkiraly @kirilral

Why did you join sktime's mentorship program?

I enrolled in sktime's mentorship program to gain experience in collaborative software development within an open-source project.

Specifically, I aim to gain a deeper understanding of Bayesian statistics and its application in time series analysis. I also want to acquire practical experience in implementing new estimators in skpro and sktime. I wish to implement these skills in both my personal projects as well as my work as a data scientist.

Through this mentorship program, I hope to improve my development and coding skills and learn how to effectively work within a team of developers.

What topics are you working on?
I'm currently working on implementing Bayesian Linear Regression in skpro with PyMC backend. WIP PR
This will serve as a proof of concept to my next goal, which is to implement Bayesian VAR models in sktime, also using PyMC as a backend.

What are your learning goals?

1. Gain a deeper understanding on Bayesian statistics and its implementation in time series
2. Gain practical understanding in implementing new estimators in skpro and sktime
3. Gain practical understanding of PyMC
4. More broadly, understand the intricacies of software development and its challenges

What's next for you after the mentorship program?
I plan to continue being a contributor to sktime and skpro.