2297 search results for "time series"

Mapping IPv4 Address (with Hilbert curves) in R

January 2, 2015
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Mapping IPv4 Address (with Hilbert curves) in R

While there’s an unholy affinity in the infosec commuinty with slapping IPv4 addresses onto a world map, that isn’t the only way to spatially visualize IP addresses. A better approach (when tabluation with bar charts, tables or other standard visualization techniques won’t do) is to map IPv4 addresses into Hilbert space-filling curve. You can get a good feel...

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Querying the Bitcoin blockchain with R

January 2, 2015
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Querying the Bitcoin blockchain with R

The crypto-currency Bitcoin and the way it generates “trustless trust” is one of the hottest topics when it comes to technological innovations right now. The way Bitcoin transactions always backtrace the whole transaction list since the first discovered block (the Genesis block) does not only work for finance. The first startups such as Blockstream

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Locality Sensitive Hashing In R Part 1

January 1, 2015
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Introduction In the next series of posts I will try to explain base concepts Locality Sensitive Hashing technique. Note, that I will try to follow general functional programming style. So I will use R’s Higher-Order Functions instead of traditional R’s *apply functions family (I suppose this post will be more readable for non R users). Also I will use brilliant...

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Locality Sensitive Hashing in R

January 1, 2015
By

Introduction In the next series of posts I will try to explain base concepts Locality Sensitive Hashing technique. Note, that I will try to follow general functional programming style. So I will use R’s Higher-Order Functions instead of traditional R’s *apply functions family (I suppose this post will be more readable for non R users). Also I will use brilliant...

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Sequence of shopping carts in-depth analysis with R – Clustering

December 27, 2014
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Sequence of shopping carts in-depth analysis with R – Clustering

This is the second part of the in-depth sequence analysis. In the previous post, we processed data to the required format, plotted a Sankey diagram, and did some distribution, frequency, time lapse and entropy analysis with visualization. For dessert, clustering! Clustering is an exploratory data analysis method aimed at finding automatically homogeneous groups or clusters in... Read More »

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A Way To Model Execution On Individual Legs Of A Spread In Quantstrat

December 23, 2014
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A Way To Model Execution On Individual Legs Of A Spread In Quantstrat

In this post, I’ll attempt to address a question I’ve seen tossed around time and again regarding quantstrat. “How do … Continue reading →

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Does Trend Following Work?

December 23, 2014
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Does Trend Following Work?

I’m not sure how I came across it, but I have had Jez Liberty’s Au.Tra.Sy blog in my reader since around 2009. Since then, he has tracked well-known trend following systems and reported monthly performance figures. These are things like moving average crossovers, Bollinger band breakouts and stuff like that.The systems had a very good month...

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A small introduction to the ROCR package

December 19, 2014
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A small introduction to the ROCR package

I've been doing some classification with logistic regression in brain imaging recently. I have been using the ROCR package, which is helpful at estimating performance measures and plotting these measures over a range of cutoffs. The prediction and performance functions are the workhorses of most of the analyses in ROCR I've been doing. For those

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htmlwidgets: JavaScript data visualization for R

December 18, 2014
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htmlwidgets: JavaScript data visualization for R

Today we’re excited to announce htmlwidgets, a new framework that brings the best of JavaScript data visualization libraries to R. There are already several packages that take advantage of the framework (leaflet, dygraphs, networkD3, DataTables, and rthreejs) with hopefully many more to come. An htmlwidget works just like an R plot except it produces an interactive web

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An introduction to rtsetse, a detailed population simulation in R

December 11, 2014
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An introduction to rtsetse, a detailed population simulation in R

In this post I introduce R code to simulate tsetse fly populations I’m developing for the Liverpool School for Tropical Medicine starting in 2014. I will outline some background and point you to the code and user interface that are under development. In subsequent posts I’ll cover particular aspects of implementation. African sleeping sickness is a serious...

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