Using Weka to experiment learning algorithms. Time series forecasting. Regression
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Weka is a freeware tool written in Java which has a lot of data mining and machine learning algorithms implemented.
You can use it to understand the algorithms, and more interesting for understanding the results you obtained by using the
algorithms. The online lecture from Ian Witten [W3] can help you understand it.

1) Install Weka from the binary from the lab9's folder, or from the Internet
2) Look at the example from the lecture slides files of chapter 1 from Advanced Data Mining with WEKA [W3 ch1]
More explanations are in the Youtube videos [W3 ch1 videos]
3) A more detailed explanation of time series can be found in [Pen1]


Bibliography:
[W3] Ian Witten - Advanced Data Mining with Weka, (online, last visited, dec 2018) 
https://https://www.cs.waikato.ac.nz/ml/weka/mooc/advanceddataminingwithweka/
[W3 ch1] Ian Witten - Advanced Data Mining with Weka, (online, last visited, nov 2018), Slides for chapter 1 
https://drive.google.com/file/d/0B2tuXEy73YswQ3A2VW9GUlFabUk/view
[W3 ch1 videos] https://www.cs.waikato.ac.nz/ml/weka/mooc/advanceddataminingwithweka/videos/YouTube-Links-Class-1-ADMwW.txt
[Wi1] Wikipedia, Root-mean-square deviation (internet, visited dec 2018)  https://en.wikipedia.org/wiki/Root-mean-square_deviation
[Wi2] Wikipedia, Overfitting, (online, last visited, dec 2018), https://en.wikipedia.org/wiki/Overfitting
[Pen1] Mark Hall - Time Series Analysis and Forecasting with Weka, (online, last visited, dec 2018)
 https://wiki.pentaho.com/display/DATAMINING/Time+Series+Analysis+and+Forecasting+with+Weka