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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. –  user2468 Aug 27 '12 at 0:06

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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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