1877 search results for "time series"

Copulas and Financial Time Series

May 12, 2015
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Copulas and Financial Time Series

I was recently asked to write a survey on copulas for financial time series. The paper is, so far, unfortunately, in French, and is available on https://hal.archives-ouvertes.fr/. There is a description of various models, including some graphs and statistical outputs, obtained from read data. To illustrate, I’ve been using weekly log-returns of (crude) oil prices, Brent, Dubaï and Maya....

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Time Series Graphs & Eleven Stunning Ways You Can Use Them

April 22, 2015
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Time Series Graphs & Eleven Stunning Ways You Can Use Them

Many graphs use a time series, meaning they measure events over time. William Playfair (1759 - 1823) was a Scottish economist and pioneer of this approach. Playfair invented the line graph. The graph below–one of his most famous–depicts ho...

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Interactive time series with dygraphs

April 14, 2015
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Interactive time series with dygraphs

The dygraphs package is an R interface to the dygraphs JavaScript charting library. It provides rich facilities for charting time-series data in R, including: Automatically plots xts time-series objects (or objects convertible to xts). Rich interactive features including zoom/pan and series/point highlighting. Highly configurable axis and series display (including optional 2nd Y-axis). Display upper/lower bars (e.g. prediction

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Mixing Numbers and Symbols in Time Series Charts

April 8, 2015
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Mixing Numbers and Symbols in Time Series Charts

One of the things I’ve been trying to explore with my #f1datajunkie projects are ways of representing information that work both in a glanceable way as well as repaying deeper reading. I’ve also been looking at various ways of using text labels rather than markers to provide additional information around particular data points. For example,

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Modeling Count Time Series with tscount Package

March 31, 2015
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Modeling Count Time Series with tscount Package

The example below shows how to estimate a simple univariate Poisson time series model with the tscount package. While the model estimation is straightforward and yeilds very similar parameter estimates to the ones generated with the acp package (https://statcompute.wordpress.com/2015/03/29/autoregressive-conditional-poisson-model-i), the prediction mechanism is a bit tricky. 1) For the in-sample and the 1-step-ahead predictions: yhat_

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Is Time Series Clustering Meaningless? (lots of dplyr)

March 5, 2015
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A kind reader directed me in a comment on Experiments in Time Series Clustering to this paper. Clustering of Time Series Subsequences is Meaningless: Implications for Previous and Future Research Eamonn Keogh  and Jessica Lin Computer Science & Engineering Department University of California – Riverside http://www.cs.ucr.edu/~eamonn/meaningless.pdf As I said in my last post, I don’t know...

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Experiments in Time Series Clustering

March 2, 2015
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Last night I spotted this tweet about the R package TSclust. Thank you Pablo and Jose for #TSclust - time series clustering package in #rstats ! http://t.co/GBQtQnQ8Lr— Pasha Roberts (@pasharoberts) March 2, 2015 I should start by saying that I really don’t know what I’m doing, so be warned.  I thought it would interesting to apply TSclust to...

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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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