"Russia is a riddle wrapped in a mystery inside an enigma." -- Winston Churchill, radio address in 1939 A couple of weeks ago, Graph of the Week published an article describing the significant improvement in medals won by the host...

In this tutorial I am going to share my R&D and trading experience using the well-known from statistics Autoregressive Moving Average Model (ARMA). There is a lot written about these models, however, I strongly recommend Introductory Time Series with R, which I find is a perfect combination between light theoretical background and practical implementations in

During the past few decades that I have been in graduate school (no, not literally) I have boycotted JSM on the notion that “I am not a statistician.” Ok, I am a renegade statistician, a statistician by training. JSM 2012 was held in San Diego, CA, one of the best places to spend a week during the summer. This...

The Iris data set is a famous for its use to compare unsupervised classifiers. The goal is to use information about flower characteristics to accurately classify the 3 species of Iris. We can look at scatter plots of the 4 variables in the data set and see that no single variable nor bivariate combination can achieve this. One approach to improve the separation

Introduction I've recently been interested in how to communicate information using color. I don't know much about the field of Color Theory, but it's an interesting topic to me. The selection of color palettes, in particular, has been a topic I've been faced with lately. I downloaded 18 different sequential color palettes from Cynthia Brewer's

AbstractVarious approaches exist to relate saturated hydraulic conductivity (Ks) to grain-size data. Most methods use a single grain-size parameter and hence omit the information encompassed by the entire grain-size distribution. This study compares two data-driven modelling methods—multiple linear regression and artificial neural networks—that use the entire grain-size distribution data as input for Ks prediction. Besides the predictive capacity of the methods,...

We quite regularly use genetic algorithms to optimise over the ad-hoc functions we develop when trying to solve problems in applied mathematics. However it’s a bit disconcerting to have your algorithm roam through a high dimensional solution space while not being able to picture what it’s doing or how close one solution is to another. … Continue reading...