1510 search results for "regression"

Realized beta and beta equal 1

August 30, 2011
By
Realized beta and beta equal 1

What does beta look like in the out-of-sample period for the portfolios generated to have beta equal to 1? In the comments Ian Priest wonders if the results in “The effect of beta equal 1″ are due to a shift in beta from the estimation period to the out-of-sample period.  (The current post will make … Continue reading...

Read more »

SIGKDD 2011 Conference — Days 2/3/4 Summary

August 27, 2011
By
SIGKDD 2011 Conference — Days 2/3/4 Summary

<< My review of Day 1. I am summarizing all of the days together since each talk was short, and I was too exhausted to write a post after each day. Due to the broken-up schedule of the KDD sessions, I group everything together instead of switching back and forth among a dozen different topics. By far the most enjoyable...

Read more »

Forecasting in R: Modeling GDP and dealing with trend.

August 25, 2011
By
Forecasting in R: Modeling GDP and dealing with trend.

Okay so we want to forecast GDP. How do we even begin such a burdensome ordeal?Well each time series has 4 components that we wish to deal with and those are seasonality, trend, cyclicality and error.  If we deal with seasonally adjusted data we d...

Read more »

Things I learned at useR!2011

August 25, 2011
By
Things I learned at useR!2011

The title says “things” but conferences are mainly about people. Some of it can be serendipitous.  For example, one day I sat next to Jonathan Rougier at lunch because I had a question for him about climate models.  When Jonathan left, I started a conversation with the person on my other side.  That was most … Continue reading...

Read more »

The problem with R? Too much new stuff!

August 23, 2011
By

In a tongue-in-cheek post at the Information Management blog, Steve Miller shares his "frustration" with R: package developers keep on releasing new functionality for R that makes his own work obsolete. For example, there's now pre-packaged functionality in R for enhanced dotplots, Economist-style graphics, additive regression models and more, which all obviate the need for Steve to implement such...

Read more »

Time Series Analysis and Mining with R

August 23, 2011
By
Time Series Analysis and Mining with R

Time series data are widely seen in analytics. Some examples are stock indexes/prices, currency exchange rates and electrocardiogram (ECG). Traditional time series analysis focuses on smoothing, decomposition and forecasting, and there are many R functions and packages available for those … Continue reading →

Read more »

SIGKDD 2011 Conference — Day 1 (Graph Mining and David Blei/Topic Models)

August 22, 2011
By
SIGKDD 2011 Conference — Day 1 (Graph Mining and David Blei/Topic Models)

I have been waiting for the KDD conference to come to California, and I was ecstatic to see it held in San Diego this year. AdMeld did an awesome job displaying KDD ads on the sites that I visit, sometimes multiple times per page. That’s good targeting! Mining and Learning on Graphs Workshop 2011 I had originally planned to attend the...

Read more »

Last and final on Richter’s painting

August 22, 2011
By
Last and final on Richter’s painting

For a quick recap, Pierre and I supervised a team project at Ensae last year, on a statistical critique of the abstract painting 1024 Colours by painter Gerhard Richter. The four students, Clémence Bonniot, Anne Degrave, Guillaume Roussellet and Astrid Tricaud, did an outstanding job. Here is a selection of graphs and results they produced.

Read more »

More useless statistics

August 22, 2011
By
More useless statistics

Over at the ExploringDataBlog, Ron Pearson just wrote a post about the cases when means are useless. In fact, it’s possible to calculate a whole load of stats on your data and still not really understand it. The canonical dataset for demonstrating this (spoiler alert: if you are doing an intro to stats course, you

Read more »

useR! 2011 roundup

August 19, 2011
By
useR! 2011 roundup

As I stand here at Heathrow waiting for my flight back to the States, I thought I'd dash off a few quick reflections of the userR! 2011 conference at University Warwick. It was an outstanding event. There's something about a conference of just a few hundred attendees (there were about 450) that creates a sense of camaraderie and common...

Read more »