Blog Archives

Batch Forecasting in R

February 29, 2016
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Batch Forecasting in R

Given a data frame with multiple columns which contain time series data, let’s say that we are interested in executing an automatic forecasting algorithm on a number of columns. Furthermore, we want to train the model on a particular number of observations and assess how well they forecast future values. Based upon those testing procedures,

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R Programming Notes

February 17, 2016
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R Programming Notes

I’ve been on a note taking binge recently. This post covers a variety of topics related to programming in R. The contents were gathered from many sources and structured in such a way that it provided the author with a useful reference guide for understanding a number of useful R functions. DO.CALL The do.call function

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Weekly R-Tips: Visualizing Predictions

February 4, 2016
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Weekly R-Tips: Visualizing Predictions

Lets say that we estimated a linear regression model on time series data with lagged predictors. The goal is to estimate sales as a function of inventory, search volume, and media spend from two months ago. After using the lm function to perform linear regression, we predict sales using values from two month ago. If

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Weekly R-Tips: Importing Packages and User Inputs

December 11, 2015
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Weekly R-Tips: Importing Packages and User Inputs

Number 1: Importing Multiple Packages Anyone who has used R for some time has written code that required the use of multiple packages. In most cases, this will be done by using the library or require function to bring in the appropriate extensions. That’s nice and gets the desired result, but can’t we just import

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Automate the Boring Stuff: GGPlot2

November 26, 2015
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Automate the Boring Stuff: GGPlot2

The majority of my interaction with the ggplot2 package involves the interactive execution of code to visualize data within the context of exploratory data analysis. This is often a manual process and quite laborious. I recently sought to improve these tasks by creating a series of user defined functions that contained my most commonly used

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Applied Statistical Theory: Quantile Regression

November 13, 2015
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Applied Statistical Theory: Quantile Regression

This is part two of the ‘applied statistical theory’ series that will cover the bare essentials of various statistical techniques. As analysts, we need to know enough about what we’re doing to be dangerous and explain approaches to others. It’s not enough to say “I used X because the misclassification rate was low.” Standard linear

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Applied Statistical Theory: Belief Networks

October 21, 2015
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Applied Statistical Theory: Belief Networks

Applied statistical theory is a new series that will cover the basic methodology and framework behind various statistical procedures. As analysts, we need to know enough about what we’re doing to be dangerous and explain approaches to others. It’s not enough to say “I used X because the misclassification rate was low.” At the same

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Basic Forecasting

October 17, 2015
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Basic Forecasting

Forecasting refers to the process of using statistical procedures to predict future values of a time series based on historical trends. For businesses, being able gauge expected outcomes for a given time period is essential for managing marketing, planning, and finances. For example, an advertising agency may want to utilizes sales forecasts to identify which

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A Few Days of Python: Using R in Python

September 28, 2015
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A Few Days of Python: Using R in Python

Using R Functions in Python

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Working With SEM Keywords in R

September 20, 2015
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Working With SEM Keywords in R

The following post is taken from two previous posts from an older blog of mine that is no longer available. These are from several years ago, and related to two critical questions that I encountered. One, how can I automatically generate hundreds of thousands of keywords for a search engine marketing campaign. Two, how can I

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