1723 search results for "Time series"

Project Euler — problem 5

May 30, 2012
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I spent around 40 minutes on the last post yesterday, which delayed my bedding time and caused my sleepiness in the morning. So, I’m starting to write earlier tonight. The fifth problem is to calculate the smallest composite for given numbers. 2520 is … Continue reading →

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R 2.15.1 scheduled for June 22

May 30, 2012
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The next release of open-source R, codenamed "Roasted Marshmallows", is scheduled to be released on June 22, according to this announcement on the r-announce mailing list. Don't expect too many changes in this update: despite the fact that "there have been very few issues with 2.15.0 ... some people may be waiting superstitiously for a .1 release". This will...

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ABC+EL=no D(ata)

May 27, 2012
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ABC+EL=no D(ata)

It took us a loooong while but we finally ended up completing a paper on ABC using empirical likelihood (EL) that was started by me listening to Brunero Liseo’s tutorial in O’Bayes-2011 in Shanghai… Brunero mentioned empirical likelihood as a semi-parametric technique w/o much Bayesian connections and this got me thinking

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A complete Bayesian model for sensory profiling data

May 22, 2012
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A complete Bayesian model for sensory profiling data

In this post I will try to add an important parts in the sensory profiling model I have been building. This concerns the question: 'Are all panelists equally reproducible?'. Obviously the answer is no, some are better than others. From this observation...

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CFP: the 10th Australasian Data Mining Conference (AusDM 2012)

May 20, 2012
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CFP: the 10th Australasian Data Mining Conference (AusDM 2012)

The Tenth Australasian Data Mining Conference (AusDM 2012) Sydney, Australia 5-7 December 2012 http://ausdm12.togaware.com/ Data mining, the art and science of intelligent analysis of (usually large) data sets for meaningful (and previously unknown) insights, is now being actively applied in … Continue reading →

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Another cut at market randomness

May 20, 2012
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Another cut at market randomness

I have some background in computer security and one day found myself tasked with assessing the quality of randomness for session id tokens generated by popular web frameworks (namely Java and .NET). As it turns out, NIST have developed a series of tests for just this purpose detailed here.As a non-believer in the absolute randomness of markets, I thought...

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garch() uncertainty

May 16, 2012
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garch() uncertainty

As part of an on-going paper with Kerrie Mengersen and Pierre Pudlo, we are using a GARCH(1,1) model as a target. Thus, the model is of the form which is a somehow puzzling object: the latent (variance) part is deterministic and can be reconstructed exactly given the series and the parameters. However, estimation is not

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Global Homicide Rates by Government Type

May 16, 2012
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Global Homicide Rates by Government Type

Surprising results For purposes of this article, any mention of homicide rates refers to reported homicide rates. Open vs Closed In mostly open countries (full democracies), the homicide rates are rather low when compared to other types of...

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Extending the sensory profiling data model

May 16, 2012
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Extending the sensory profiling data model

In this post I extend the multiplicative Bayesian sensory profiling model with effects for rounds and sessions. Is is not a difficult extension, but it brings the need for informative priors into the model. I do believe round and session effects exist,...

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Criticism 3 of NHST: Essential Information is Lost When Transforming 2D Data into a 1D Measure

May 14, 2012
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Criticism 3 of NHST: Essential Information is Lost When Transforming 2D Data into a 1D Measure

Introduction Continuing on with my series on the weaknesses of NHST, I’d like to focus on an issue that’s not specific to NHST, but rather one that’s relevant to all quantitative analysis: the destruction caused by an inappropriate reduction of dimensionality. In our case, we’ll be concerned with the loss of essential information caused by

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