1723 search results for "Time series"

Application of Horizon Plots

July 31, 2012
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Application of Horizon Plots

for background please see prior posts Horizon Plot Already Available and Cubism Horizon Charts in R Good visualization simplifies, and stories are better told with effective and pretty visualizations. Although horizon plots are not immediately intuitiv...

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ScraperWiki in R

July 29, 2012
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ScraperWiki describes itself as an online tool for gathering, cleaning and analysing data from the web. It is a programming oriented approach, users can implement ETL processes in Python, PHP or Ruby, share these processes among the community (or pay for privacy) and schedule automated runs. The software behind the service is open source, and there is...

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Heaviside Signal Detection Part 1: Informed non-parametric testing

July 25, 2012
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Heaviside Signal Detection Part 1: Informed non-parametric testing

Steps may be frequently found in geophysical datasets, specifically timeseries (e.g. GPS).  A common approach to estimating the size of the offset is to assume (or estimate) what the statistical structure of the noise is and estimate the size and … Continue reading →

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Inspirational Stack Overflow Dendrogram Applied to Currencies

July 25, 2012
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Inspirational Stack Overflow Dendrogram Applied to Currencies

When I saw the answer to this Stack Overflow question, I immediately remembered working on my old post Clustering with Currencies and Fidelity Funds and just had to try to apply this technique.  As I should have guessed, it worked with only a mini...

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London Olympics and a prediction for the 100m final

July 22, 2012
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London Olympics and a prediction for the 100m final

It is less than a week before the 2012 Olympic games will start in London. No surprise therefore that the papers are all over it, including a lot of data and statistis around the games. The Economist investigated the potential financial impact on spons...

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Base versus grid graphics

Base versus grid graphics

In a comment in response to my latest post, Robert Young took issue with my characterization of grid as an R graphics package. Perhaps grid is better described as a “graphics support package,” but my primary point – and the main point of this post – is that to generate the display you want, it is sometimes necessary to use commands...

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Modeling Permanent and Gradual Process Changes with CDFs

July 20, 2012
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Modeling Permanent and Gradual Process Changes with CDFs

Spencer HerathSpecial thanks to Ben OgorekBackgroundI recently faced a process with a structural change resulting in an increase in the process mean.  The jump to the new mean was not immediate; rather, there was a gradual increase in values over time.  I had previously benefited from multi-staged process-behavior charts when encountering immediate process shifts, but now I needed a...

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Health Care Costs – Part 3, "Why You Are Paying More"

July 19, 2012
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Health Care Costs – Part 3, "Why You Are Paying More"

Malpractice - A Booming Industry? Perhaps authors Frank Sloan, Randall Bovbjerg and Penny Githens capture it best from their book Insuring Medical Malpractice: "If aging Doctor Kildare were to return to medical practice today, having been...

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Gamification Quantification

July 18, 2012
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Surveys become engaging when they become games, or at least, take on some of the characteristics of games.  This is the argument made by those advocating the gamification of marketing research [http://researchaccess.com/2011/12/market-researc...

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Holt-Winters forecast using ggplot2

July 16, 2012
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Holt-Winters forecast using ggplot2

R has great support for Holt-Winter filtering and forecasting. I sometimes use this functionality, HoltWinter & predict.HoltWinter, to forecast demand figures based on historical data. Using the HoltWinter functions in R is pretty straightforward. Let's say our dataset looks as follows; demand <- ts(BJsales, start = c(2000, 1), frequency =  Read more...

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