1740 search results for "time series"

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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garch and the distribution of returns

April 22, 2013
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garch and the distribution of returns

Using garch to learn a little about the distribution of returns. Previously There are posts on garch — in particular: A practical introduction to garch modeling The components garch model in the rugarch package garch and long tails There has also been discussion of the distribution of returns, including a satire called “The distribution of … Continue reading...

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In Praise of Quandl!

April 18, 2013
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Data - the econometrician's life-blood! Can't function without it.So, when a new source of data becomes available - especially one that's sophisticated, reliable, and FREE - it's time to sit up and take notice. Quandl is a recent Canadian start-up that delivers economic and financial time-series data, and then some.It's an interesting business model. When you go...

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Mapping the GDELT data (and some Russian protests, too)

April 15, 2013
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Mapping the GDELT data (and some Russian protests, too)

(This article was first published on Quantifying Memory, and kindly contributed to R-bloggers) In this post I show how to select relevant bits of the GDELT data in R and present some introductory ideas about how to visualise it as a network map. I've included all the code used to generate the illustrations. Because of this, if you here...

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Using R — Working with Geospatial Data

April 14, 2013
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Using R — Working with Geospatial Data

This entry is part 6 of 12 in the series Using RGIS, an acronym that brings joy to some and strikes fear in the heart of those not interested in buying expensive software. Luckily fight or flight can be saved for another day because you …   read more ...

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Spring Cleaning Data: 5 of 6- 2 ifelse vs Merge

April 12, 2013
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The blog in the data cleaning series looks at separating out the Federal Reserve Districts. What I wanted was two additional columns, where I had the name of the city and the number for each district. Since I was on a separation kick I thought it would...

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