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I am interested about playing with machine learning algorithm and time series analysis. Is there website/resource with a comprehensive list of sample projects/proposals one may be interested about?

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    Hm, I'm not quite sure if this question is on topic. But anyways, you should look into financial times series analysis using machine learning techniques.2012-08-27

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You may want to read this and look at the two terms of projects and additional projects.

Enjoy!

http://blog.smellthedata.com/2010/07/choosing-first-machine-learning-project.html

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You may want to have a look at the proceedings of prominent machine learning conferences such as Intl. Conference on Machine Learning (ICML) and Adv. in Neural Information Processing Systems (NIPS). This will give you a fair idea of interesting relevant problems currently being tackled in ML.

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Consider some of the following project ideas:

  • Markov Chain Monte Carlo (MCMC) sampling of mutli-modal distribution
  • EM Algorithm for Gaussian Mixture Model (GMM) and Hidden Markov Model (HMM)
  • Time-series analysis using HMM, ARIMA models, Kalman Filter
  • Time-series prediction using LSTM recurrent neural network with Keras
  • Topic Modeling with LDA and online HDP

For reference implementations have a look at: https://github.com/vsmolyakov/ml and https://github.com/vsmolyakov/experiments_with_python