1782 search results for "TIME SERIES"

The time series of JGB Interest Rate(10Y) over the last one year

January 29, 2015
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World wide quantitative easing does not seem to end. I live and work in Japan which has the lowest interest rate.Thanks to Quandl and RStudio, I can easily get the data of the interest rate and visualize it with R and dygraphs ...

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Change Point Detection in Time Series with R and Tableau

January 1, 2015
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Change Point Detection in Time Series with R and Tableau

Introduction Happy new year to all of you. Even if you still fight with the aftereffects of your new year’s party, the following is something that may help in getting you...

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A time series contest attempt

December 28, 2014
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A time series contest attempt

I saw the post a time series contest on Rob J Hyndman's blog. Since I am still wanting to play around with some bigger data sets, so I went to the source website https://drive.google.com/folderview?id=0BxmzB6Xm7Ga1MGxsdlMxbGllZnM&usp=shar...

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A time series classification contest

December 14, 2014
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A time series classification contest

Amongst today’s email was one from someone running a private competition to classify time series. Here are the essential details. The data are measurements from a medical diagnostic machine which takes 1 measurement every second, and after 32–1000 seconds, the time series must be classified into one of two classes. Some pre-classified training data is

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Twitter’s R package for detecting breakouts in time series

November 24, 2014
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Twitter’s R package for detecting breakouts in time series

With so many more devices and instruments connected to the "Internet of Things" these days, there's a whole lot more time series data available to analyze. But time series are typically quite noisy: how do you distinguish a short-term tick up or down from a true change in the underlying signal? To solve this problem, Twitter created the BreakoutDetection...

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Causality in Time Series – A look at 2 R packages (CausalImpact and Changepoint)

November 15, 2014
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My first blog post on Perceivant.comhttp://perceivant.com/causality-time-series-determining-impact-marketing-interventions/

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CausalImpact: A new open-source package for estimating causal effects in time series

September 10, 2014
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CausalImpact: A new open-source package for estimating causal effects in time series

How can we measure the number of additional clicks or sales that an AdWords campaign generated? How can we estimate the impact of a new feature on app downloads? How do we compare the effectiveness of publicity across countries?In principle, all of these questions can be answered through causal inference.In practice, estimating a causal effect...

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Specifying complicated groups of time series in hts

June 14, 2014
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With the latest version of the hts package for R, it is now possible to specify rather complicated grouping structures relatively easily. All aggregation structures can be represented as hierarchies or as cross-products of hierarchies. For example, a hierarchical time series may be based on geography: country, state, region, store. Often there is also a separate product hierarchy: product...

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Identifying periods of change in time series with GAMs

May 15, 2014
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Identifying periods of change in time series with GAMs

In previous posts (here and here) I looked at how generalized additive models (GAMs) can be used to model non-linear trends in time series data. In my previous post I extended the modelling approach to deal with seasonal data where we model both the within year (seasonal) and between year (trend) variation with separate smooth functions....

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Seasonal, or periodic, time series

March 20, 2014
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Seasonal, or periodic, time series

Monday, in our MAT8181 class, we’ve discussed seasonal unit roots from a practical perspective (the theory will be briefly mentioned in a few weeks, once we’ve seen multivariate models). Consider some time series , for instance traffic on French roads, > autoroute=read.table( + "http://freakonometrics.blog.free.fr/public/data/autoroute.csv", + header=TRUE,sep=";") > X=autoroute$a100 > T=1:length(X) > plot(T,X,type="l",xlim=c(0,120)) > reg=lm(X~T) > abline(reg,col="red") As discussed in a...

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