1955 search results for "time series"

Nuts and Bolts of Quantstrat, Part I

September 8, 2014
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Nuts and Bolts of Quantstrat, Part I

Recently, I gave a webinar on some introductory quantstrat. Here’s the link. So to follow up on it, I’m going … Continue reading →

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Transport Map Book

September 8, 2014
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Transport Map Book

The Transport Map Books are available for each local authority district in England and present a series of maps related to commuting behaviour. The data are derived from multiple sources including: the 2011 Census, Department for Transport estimates and the results of a research project looking at carbon dioxide emissions linked to the...

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analyze the world values survey (wvs) with r

September 2, 2014
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a global barometer of public opinion, the world values survey (wvs) clocks in as your best source of cross-cultural moods, attitudes.   you might find its most famous product sweepingly general, but who among us has never ever swept a smidgen of n...

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David Smith, the useR! 2014 Interview

August 25, 2014
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David Smith, the useR! 2014 Interview

“At one point, the only source for daily R news was David Smith’s blog.” —...

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Of Needles and Haystacks: Building an Accurate Statewide Dropout Early Warning System in Wisconsin

August 25, 2014
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Of Needles and Haystacks: Building an Accurate Statewide Dropout Early Warning System in Wisconsin

For the past two years I have been working on the Wisconsin Dropout Early Warning System, a predictive model of on time high school graduation for students in grades 6-9 in Wisconsin. The goal of this project is to help schools and educators have an ea...

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JAGS and Stan

August 24, 2014
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JAGS and Stan

During the last year I have been running some estimations in both JAGS and Stan. In that period I have seen one example where JAGS could not get me decent samples (in the sense of low Rhat and high number of effective samples) but that was data which I...

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Extracting Latent Variables from Rating Scales: Factor Analysis vs. Nonnegative Matrix Factorization

August 21, 2014
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Extracting Latent Variables from Rating Scales: Factor Analysis vs. Nonnegative Matrix Factorization

For many of us, factor analysis provides a gateway to learning how to run and interpret nonnegative matrix factorization (NMF). This post will analyze a set of ratings on a 218 item adjective checklist using both principal axis factor analysis and NMF....

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Quantitative Finance applications in R – 8

August 12, 2014
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Quantitative Finance applications in R – 8

The latest in a series by Daniel Hanson Introduction Correlations between holdings in a portfolio are of course a key component in financial risk management. Borrowing a tool common in fields such as bioinformatics and genetics, we will look at how to use heat maps in R for visualizing correlations among financial returns, and examine behavior in both a...

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Exploiting Heterogeneity to Reveal Consumer Preference: Data Matrix Factorization

August 11, 2014
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Exploiting Heterogeneity to Reveal Consumer Preference: Data Matrix Factorization

We begin with a data matrix, a set of numbers arrayed so that each row contains information from a different consumer. Marketing research focuses on the consumer, but the columns are permitted more freedom, although they ought to tell us something abou...

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What your twitter friends say about you and your interests

August 10, 2014
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What your twitter friends say about you and your interests

This post is first in a series that looks at the inferences you can make using social media data. The …Continue reading →

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