1646 search results for "time series"

Volatility from daily or monthly: garch evidence

October 29, 2012
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Volatility from daily or monthly: garch evidence

Should you use daily or monthly returns to estimate volatility? Does garch explain why volatility estimated with daily data tends to be bigger than if it is estimated with monthly data? Previously There are a number of previous posts — with the variance compression tag — that discuss the phenomenon of volatility estimated with daily … Continue reading...

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How Scenic is the HS2 Route?

October 29, 2012
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How Scenic is the HS2 Route?

It is fairly clear from the duration between this and my last post that various other things have been getting in the way of updates. Anyway, I shall try and post a few updates on news and things I have been working on recently in the coming weeks before getting back to regular posting! Back

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How Scenic is the HS2 Route?

October 29, 2012
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How Scenic is the HS2 Route?

It is fairly clear from the duration between this and my last post that various other things have been getting in the way of updates. Anyway, I shall try and post a few updates on news and things I have been working on recently in the coming weeks befo...

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Break even ratios for development investment decisions

October 22, 2012
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Break even ratios for development investment decisions

Developers are constantly being told that it is worth making the effort when writing code to make it maintainable (whatever that might be). Looking at this effort as an investment what kind of return has to be achieved to make it worthwhile? Short answer: The percentage saving during maintenance has to be twice as great

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Predict User’s Return Visit within a day part-3

October 22, 2012
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Predict User’s Return Visit within a day part-3

Welcome to the last part of the series on predicting user’s revisit to the website. In the  first part of series, I generated the logistic regression model for prediction problem whether a user will come back on  website in next 24 hours. In the second part, I discussed about model improvement and seen the model accuracy.

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Going to the Movies…

October 22, 2012
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Going to the Movies…

Today, let us have a look at movies. The Internet Movie Database (IMDb) has some data dumps available on their website. It's a subset of the information available on the IMDb site, but it's more than enough. I will spare you my code to convert these da...

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Carl Morris Symposium on Large-Scale Data Inference (2/3)

October 20, 2012
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Carl Morris Symposium on Large-Scale Data Inference (2/3)

Continuing the summary of last week’s symposium on statistics and data visualization (see part 1 and part 3)… Here I describe Dianne Cook’s discussion of visual inference, and Rob Kass’ talk on statistics in cognitive neuroscience. [Edit: I've added a few … Continue reading →

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Soccer is all about money (?) – Part 3: More plots & analyses

October 19, 2012
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Soccer is all about money (?) – Part 3: More plots & analyses

Let's play around a bit more with the dataset we built in Part 1 of this series.Now we are going to compare data from more championships in Europe.Let's check out the first divisions from the following countries:- Germany (1. Bundesliga)- England (Premier League)- Spain (Primera División)- Italy (Serie A)- France (League 1)If you want to replicate the...

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analyze the national health interview survey (nhis) with r

October 16, 2012
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the national health interview survey (nhis) is a household survey about health status and utilization.  each annual data set can be used to examine the disease burden and access to care that individuals and families are currently experiencing acro...

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Introduction to R: Installation, Using R as a Calculator, Operators

October 15, 2012
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Intro to R Hello, and welcome to my blog. The goal of this is to introduce people to R in a way that is easy to grasp. It's command line interface can be pretty intimidating, so hopefully this can help ease you into it. Chances are, if you're reading this, you're a close friend of mine (I don't have much...

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