1721 search results for "Time series"

To the Basics: Bayesian Inference on A Binomial Proportion

July 4, 2012
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To the Basics: Bayesian Inference on A Binomial Proportion

Think of something observable – countable – that you care about with only one outcome or another. It could be the votes cast in a two-way election in your town, or the free throw shots the center on your favorite...

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precise pangolin (Ubuntu 12.04)

July 2, 2012
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precise pangolin (Ubuntu 12.04)

Following the crash of my hard drive right before leaving Kyoto, I bought a cheap Compaq Presario CQ57 to reinstall Ubuntu 12.04 over the weekend (and have a laptop available before leaving for Australia…)  It took about one hour to install from the DVD and everything seems to be working out of the box. The

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My first competition at Kaggle

July 2, 2012
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My first competition at Kaggle

For me Kaggle becomes a social network for data scientist, as stackoverflow.com or github.com for programmers. If you are data scientist, machine learner or statistician you better off to have a profile there, otherwise you do not exist. Nevertheless, I won’t bet on rosy future for data scientist as journalists suggest (sexy job for next

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impacTwit : How big is your work on twitter?

June 29, 2012
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impacTwit : How big is your work on twitter?

There’s a great Tom Waits song from the album “Mule Variations” called “Big in Japan”. The beauty of saying you’re big in Japan is that no one can ever really verify the statement (or at least that was more true in 1999). You might assert “my work is big on twitter”, and hey, how would I know?...

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Solving Big Problems with Oracle R Enterprise, Part II

June 27, 2012
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Solving Big Problems with Oracle R Enterprise, Part II

Part II – Solving Big Problems with Oracle R Enterprise In the first post in this series (see https://blogs.oracle.com/R/entry/solving_big_problems_with_oracle), we showed how you can use R to perform historical rate of return calculations against investment data sourced from a spreadsheet.  We demonstrated the calculations against sample data for a small set of accounts.  While this worked...

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Factor Attribution 2

June 26, 2012
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Factor Attribution 2

I want to continue with Factor Attribution theme that I presented in the Factor Attribution post. I have re-organized the code logic into the following 4 functions: factor.rolling.regression – Factor Attribution over given rolling window factor.rolling.regression.detail.plot – detail time-series plot and histogram for each factor factor.rolling.regression.style.plot – historical style plot for selected 2 factors factor.rolling.regression.bt.plot

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Bayesian Nonparametrics in R

June 25, 2012
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Bayesian Nonparametrics in R

On July 25th, I’ll be presenting at the Seattle R Meetup about implementing Bayesian nonparametrics in R. If you’re not sure what Bayesian nonparametric methods are, they’re a family of methods that allow you to fit traditional statistical models, such as mixture models or latent factor models, without having to fully specify the number of

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Hodgkin-Huxley model in R

June 24, 2012
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Hodgkin-Huxley model in R

One of the great research papers of the 20th century celebrates its 60th anniversary in a few weeks time: A quantitative description of membrane current and its application to conduction and excitation in nerve by Alan Hodgkin and Andrew Huxley. Only a...

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Actuarial models with R, Meielisalp

June 23, 2012
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Actuarial models with R, Meielisalp

I will be giving a short course in Switzerland next week, at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering organized by ETH Zürich, https://www.rmetrics.org/. The long...

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The R-Podcast Screencast 2: Visualization with ggplot2

June 23, 2012
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Here is the second screencast episode of the R-Podcast to accompany episode 8 of the R-Podcast: Visualization with ggplot2. In this screencast I demonstrate a real-time session of using ggplot2 to create boxplots for a visualization of hockey attendance in the NHL. The R code created in this screencast is available in our GitHub repository,

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