Blog Archives

Spatiotemporal Data Mining: 2

October 6, 2011
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Spatiotemporal Data Mining: 2

There are many visual methods used to identify patterns in space and time. I've discussed some in prior threads and will show a few others briefly here. One of the most difficult questions I often hear from others regarding markov type approaches, is...

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Arc Diagram and spatiotemporal data mining visualization

September 23, 2011
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Arc Diagram and spatiotemporal data mining visualization

I won't spend too much time discussing this fascinating topic other than to say it relates very much to prior discussions about pattern discovery via visual data mining (see lexical dispersion plots for example).  I happened across an interesting ...

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Aug 4, 2011 "plunge" headlines are in the air tonight

August 4, 2011
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Aug 4, 2011 "plunge" headlines are in the air tonight

Today's financial headlines are littered with the word 'plunge.'  Considering today's (cl-cl) drop on the S&P500 was just about -5%, I don't know that I would exactly call that a plunge.         &nb...

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Pattern Recognition: forward Boxplot Trajectories using R

July 28, 2011
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Pattern  Recognition: forward Boxplot Trajectories using R

Although the following discussion can apply to the Quantitative Candlestick Pattern Recognition series, it is addressing the same issue as any basic conditional type system -- how and when to exit.  The following is one way to visualize and think ...

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Simulating Win/Loss streaks with R rle function

May 17, 2011
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Simulating Win/Loss streaks with R rle function

The following script allows you to simulate sample runs of Win, Loss, Breakeven streaks based on a random distribution, using the run length encoding function, rle in R. Associated probabilities are entered as a vector argument in the sample function.Y...

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High Low Clustering on intraday high frequency sampled data

May 10, 2011
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High Low Clustering on intraday high frequency sampled data

Nothing unusually exciting on this post, but I happened to be engaged in some particle based methods recently and made some simple visual observations as I was setting up some of the sampling environment in R.  I am also using Rkward and Ubuntu to...

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Can one beat a Random Walk– IMPOSSIBLE (you say?)

March 8, 2011
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Can one beat a Random Walk– IMPOSSIBLE (you say?)

Firstly, apologies for the long absence as I've been busy with a few things.  Secondly, apologies for the horrific use of caps in the title (for the grammar monitors).  Certainly, you'll gain something useful from today's musing, as it's a pr...

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Finally! A practical R book on Data Mining: "Data Mining With R, Learning with Case Studies," by Luis Torgo

November 19, 2010
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Finally! A practical R book on Data Mining:  "Data Mining With R, Learning with Case Studies," by Luis Torgo

I've been a bit busy lately with a few big things, however, I wanted to stop by and mention a fantastic book for those who have been following along the R examples.  Anyone who's followed my blog knows that I'm big on practical books with examples...

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Conditioning Systems on Regime Variables

August 10, 2010
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Conditioning Systems on Regime Variables

Here is a brief and simple example of switching systems based upon regime type (sometimes called gating). I've brought up the idea of conditioning systems based upon regimes many times in past posts. Some texts call this filtering, although I prefer t...

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Quantitative Candlestick Pattern Recognition (Part 2 — What’s this Natural Language Processing stuff?)

August 3, 2010
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Quantitative Candlestick Pattern Recognition (Part 2 — What’s this Natural Language Processing stuff?)

I wanted to briefly add one more thought regarding the temporal nature of probabilities as was alluded to in my correspondence with Adam, as well as the prior closing comments on the Chaos post (structure coalescing and dispersing).I will borrow from t...

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