1695 search results for "time series"

What is probabilistic truth? Part 2 – Everything is conditional

May 24, 2013
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What is probabilistic truth? Part 2 – Everything is conditional

Read Part 1 When making a statement of the form “1/2 is the correct probability that this coin will land tails”, there are a few things which are left unsaid, but which are typically implied. The statement is one about the probability of an unknown event occurring, and it would seem reasonable to write this

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An R debugging example

May 21, 2013
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The steps taken to fix an R problem. Task To prepare for the Portfolio Probe blog post called “Implied alpha and minimum variance”, I tried to update a matrix of daily stock prices using a function I had written for the purpose. Error When I tried to do what I wanted, I got: > univclose130518 The post An...

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Non-Verbal Reasoning Test – Concerto

May 20, 2013
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Non-Verbal Reasoning Test – Concerto

I have just released my first complete test of non-verbal problem solving skills.  It is run on Concerto (an R-based application development platform targeted at primarily test developers)  Try it out by following the link below.Non-Verbal Re...

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What is probabilistic truth?

May 18, 2013
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What is probabilistic truth?

I am currently working on a validation metric for binary prediction models. That is, models which make predictions about outcomes that can take on either of two possible states (eg Dead/not dead, heads/tails, cat in picture/no cat in picture, etc.) The most commonly used metric for this class of models is AUC, which assesses the

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Stack Exchange: Why I dropped out

May 13, 2013
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Stack Exchange: Why I dropped out

Stack Exchange is a series of question-and-answer sites, including Stack Overflow for programming and Cross Validated for statistics. I was introduced to these sites at a short talk by Barry Rowlingson at the 2011 UseR! meeting, “Why R-help must die!“ These sites have a lot of advantages over R-help: The format is easier to read,

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Feature Selection 2 – Genetic Boogaloo

May 8, 2013
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Feature Selection 2 – Genetic Boogaloo

Previously, I talked about genetic algorithms (GA) for feature selection and illustrated the algorithm using a modified version of the GA R package and simulated data. The data were simulated with 200 non-informative predictors and 12 linear effects and three non-linear effects. Quadratic discriminant analysis (QDA) was used to model the data. The last set of...

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AIC & BIC vs. Crossvalidation

May 4, 2013
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AIC & BIC vs. Crossvalidation

Model selection is a process of seeking the model in a set of candidate models that gives the best balance between model fit and complexity (Burnham & Anderson 2002). I have always used AIC for that. But you can also…Read more →

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A Crash Course in R

May 1, 2013
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This code has been kindly contributed by Robin Edwards

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Feature Selection Strikes Back (Part 1)

April 29, 2013
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Feature Selection Strikes Back (Part 1)

In the feature selection chapter, we describe several search procedures ("wrappers") that can be used to optimize the number of predictors. Some techniques were described in more detail than others. Although we do describe genetic algorithms and how they can be used for reducing the dimensions of the data, this is the first of series of blog posts that...

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A Call for Context-Aware Measurement

April 25, 2013
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A Call for Context-Aware Measurement

Context awareness seems to be everywhere, and everyone seems to be saying that context matters.  Gartner foresees "a game-changing opportunity" in what it calls context-aware computing.  The title of their report states it best, "Context Shap...

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