1543 search results for "time series"

Body Weight in the United States – Part 2, "Non Factors"

June 13, 2012
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Body Weight in the United States – Part 2, "Non Factors"

Sometimes the story isn't what is a trend, but rather what is not a trend. In this second installment about body weight in the U.S., listing what doesn't seem to be contributing factors will help narrow down what might actually be the p...

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In case you missed it: May 2012 Roundup

June 13, 2012
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In case you missed them, here are some articles from May of particular interest to R users. R tops the annual KDNuggets Data Mining Software poll for the first time. R 2.15.1 is scheduled for June 22. (Revolution R Enterprise 6, released on June 5, is based on 2.14.2.) A tutorial uses R, Hadoop, and the RHadoop project to...

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Data distillation with Hadoop and R

June 11, 2012
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Data distillation with Hadoop and R

We're definitely in the age of Big Data: today, there are many more sources of data readily available to us to analyze than there were even a couple of years ago. But what about extracting useful information from novel data streams that are often noisy and minutely transactional ... aye, there's the rub. One of the great things about...

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R starter resources

June 8, 2012
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R starter resources

I’m hardly the first person you would want to talk to about learning statistics in R. But if you’re bent on teaching yourself R, and you’ve ended up at my blog, here are some resources I found useful. (No opinions here about whether R is good/bad better/worse than Excel, Minitab, Matlab, Octave, SPSS, Stata, SAS,

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Facts About R Packages (2)

June 6, 2012
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R Packages All Well maintained?There are so many R packages, can they all be trusted? or are they well maintained? To answer this question, we just need to take a look of their archive histories. If a package has many versions, we can take that as the authors spent a lot of time to make their packages perfect, these...

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Download and parse EDHEC hedge fund indexes

June 4, 2012
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Download and parse EDHEC hedge fund indexes

In our pre-conference workshop, Brian Peterson and I worked with the EDHEC hedge fund indexes as a way to demonstrate how to use PortfolioAnalytics within the context of long-term allocation problems. Although they are not investible, these indexes are probably more representative than most given that they are, in fact, meta-indexes. Other indexes might be

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11 Million Yellow Slips – City of Toronto Parking Tickets, 2008-2011

June 2, 2012
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11 Million Yellow Slips – City of Toronto Parking Tickets, 2008-2011

IntroductionI don't know about you, but I really hate getting parking tickets. Sometimes I feel like it's all just a giant cash grab. Really? I can't park there between the hours of 11 and 3, but every other time is okay? Well, why the hell not?Bu...

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Predicting NBA Playoff Games – Results and Update 1

June 1, 2012
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Predicting NBA Playoff Games – Results and Update 1

Game ResultsI recently made a post about developing an algorithm to predict the NBA playoffs, and I concluded with 2 predictions. Although Miami beat the Celtics to make my algorithm 1-0 in terms of predictions, it fell to 1-1 when the Thunder beat th...

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Predicting NBA Playoff Games – Results and Update 1

June 1, 2012
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Predicting NBA Playoff Games – Results and Update 1

Game ResultsI recently made a post about developing an algorithm to predict the NBA playoffs, and I concluded with 2 predictions. Although Miami beat the Celtics to make my algorithm 1-0 in terms of predictions, it fell to 1-1 when the Thunder beat th...

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Term structure of interest rate spread volatility : Unit root test

Term structure of interest rate spread volatility : Unit root test

Recently, I was working on my master's thesis and came across an interesting observation regarding the term structure of interest rate spread volatility that I wish to share. Let me first try and throw some light on the jargon that I have used. To begi...

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