1657 search results for "time series"

Did an Excel error bring down the London Whale?

February 11, 2013
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When JP Morgan Chase announced it had lost more than 2 billion dollars on the capital markets back in May 2012, many pointed to the actions of rogue trader Bruno Iksil as the cause. But was the "London Whale" — the nickname he was given by other traders for his outsized positions — the victim not of hubris, but...

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F1Stats – Correlations Between Qualifying, Grid and Race Classification

February 9, 2013
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F1Stats – Correlations Between Qualifying, Grid and Race Classification

Following directly on from F1Stats – Visually Comparing Qualifying and Grid Positions with Race Classification, and continuing in my attempt to replicate some of the methodology and results used in A Tale of Two Motorsports: A Graphical-Statistical Analysis of How Practice, Qualifying, and Past SuccessRelate to Finish Position in NASCAR and Formula One Racing, here’s

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Data analysis class

February 7, 2013
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Data analysis class

I've been writing software to help others do data analysis for a number of years and at the same time trying to work up my nerve to try my own analysis. Why let other people have all the fun? So, when I saw that Jeffrey Leek, biostatistician at Johns Hopkins and coauthor of Simply Statistics, was teaching...

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Modelling memory and news trajectories

February 6, 2013
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Modelling memory and news trajectories

Modelling memory In the text below I present two models I've made to quantify and visualise the diverging trajectories of memory and news events, and conclude that linear regression may be used to test which model best describes the story. First, though, I contextualise this with an illustration from the...

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Maximize Your Expectations!

January 30, 2013
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Maximize Your Expectations!

A Problem A major problem in secondary data analysis is that you didn't get to decide what data was collected. Lets say you were interested in how many times a student has read the Twilight books). Specifically, you want to know how effective the ads for...

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F1Stats – Visually Comparing Qualifying and Grid Positions with Race Classification

January 30, 2013
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F1Stats – Visually Comparing Qualifying and Grid Positions with Race Classification

Following the roundabout tour of F1Stats – A Prequel to Getting Started With Rank Correlations, here’s a walk through of my attempt to replicate the first part of A Tale of Two

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Modeling Residential Electricity Usage with R

January 30, 2013
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Modeling Residential Electricity Usage with R

Wow, I can’t believe it has been 11 months since my last blog posting!  The next series of postings will be related to the retail energy field.  Residential power usage is satisfying to model as it can be forecast fairly accurately with the right inputs.  Partly as a consequence of deregulation there is now more data more available than...

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Hilary: the most poisoned baby name in US history

January 29, 2013
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Hilary: the most poisoned baby name in US history

I’ve always had a special fondness for my name, which — according to Ryan Gosling in “Lars and the Real Girl” — is a scientific fact for most people (Ryan Gosling constitutes scientific proof in my book). Plus, the root … Continue reading →

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Strata’s Data Driven Business Day

January 29, 2013
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The tagline for O'Reilly Strata conference series — Making Data Work — has meant that it's always been popular with practitioners, primarily data scientists working with Big Data in real-world environments. Recent Strata events have also attracted more business-oriented attendees, with events focused more on processes and outcomes than on the implementation details. On Tuesday February 26, Strata Santa...

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The components garch model in the rugarch package

January 28, 2013
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The components garch model in the rugarch package

How to fit and use the components model. Previously Related posts are: A practical introduction to garch modeling Variability of garch estimates garch estimation on impossibly long series Variance targeting in garch estimation The model The components model (created by Engle and Lee) generally works better than the more common garch(1,1) model.  Some hints about … Continue reading...

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