1654 search results for "Time series"

knitr Performance Report-Attempt 2

April 18, 2012
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knitr Performance Report-Attempt 2

Over the years I have changed my learning process from reading thoroughly first before proceeding to reading minimally and then applying immediately.  I very quickly see the gaps in my knowledge.  This method is far more painful but seems to ...

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Simple Moving Average Strategy with a Volatility Filter

April 18, 2012
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Simple Moving Average Strategy with a Volatility Filter

I would describe my trading approach as systematic long term trend following. A trend following strategy can be difficult mentally to trade after experiencing multiple consecutive losses when a trade reverses due to a volatility spike or the trend reverses. Volatility tends to increase when prices fall. This is not good for a long only … Continue reading...

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Piggybacking and Hopefully Publicizing R Experts

April 9, 2012
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Piggybacking and Hopefully Publicizing R Experts

I was inspired by the Revolution Analytics blog post http://blog.revolutionanalytics.com/2009/11/charting-time-series-as-calendar-heat-maps-in-r.html on the d3.js style calendar heat map that Paul Bleicher from Humedica developed in R.  In an effo...

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Using bigmemory for a distance matrix

April 7, 2012
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Using bigmemory for a distance matrix

The process of working on metadata and temperature series gives rise to several situations where I need to calculate the distance from every station to every other station. With a small number of stations this can be done easily on the fly with the result stored in a matrix. The matrix has rows and columns

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R-Bloggers’ Web-Presence

April 6, 2012
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We love them, we hate them: RANKINGS!Rankings are an inevitable tool to keep the human rat race going. In this regard I'll pick up my last two posts (HERE & HERE) and have some fun with it by using it to analyse R-Bloggers' web presence. I will use...

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Resampling Hierarchically Structured Data Recursively

April 4, 2012
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Resampling Hierarchically Structured Data Recursively

That's a mouthful! I presented this topic to a group of Vandy statisticians a few days ago. My notes (essentially reproduced in this post) are recorded at the Dept. of Biostatistics wiki: HowToBootstrapCorrelatedData. The presentation covers some bootstrap strategies for hierarchically structured (correlated) data, but focuses on the multi-stage bootstrap; an extension of that described

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Web-Scraping in R

April 2, 2012
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Web-Scraping in R

Web-scraping, or web-crawling, sounds like a seedy activity worthy of an Interpol investigative department. The reality, however, is far less nefarious. Web-scraping is any procedure by which someone extracts data from the internet. Given that it’s possible to get the internet on computers these days; web-scrapping opens an array of interesting possibilities to social-science researchers

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Introduction to ORE Embedded R Script Execution

April 2, 2012
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Introduction to ORE Embedded R Script Execution

This Oracle R Enterprise (ORE) tutorial, on embedded R execution, is the third in a series to help users get started using ORE. See these links for the first tutorial on the transparency layer and second tutorial on the statistics engine. Oracle R Enterprise is a component in the Oracle Advanced Analytics Option of Oracle Database Enterprise...

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Surveys, Assumptions, and the Need for Data Collection Alternatives

April 2, 2012
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Surveys, Assumptions, and the Need for Data Collection Alternatives

This is a long post. My previous posts have mostly been about my thoughts on various research subjects. This one reports an actual analysis. If you don’t want to read the whole thing, here are the highlights: We really need to stop using surveys so much. If we have to use surveys, it’s probably best

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R 2.15.0 is released

March 30, 2012
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R 2.15.0 is released

Bellow is the announcement made by Peter Dalgaard: The build system rolled up R-2.15.0.tar.gz (codename “Easter Beagle”) at 9:00 this morning. This is the first release of the 2.15 series and contains several new features and changes; see the list below for details. You can get the source code from http://cran.r-project.org/src/base/R-2/R-2.15.0.tar.gz or wait for it to be mirrored at...

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