1879 search results for "time series"

The case for data snooping

October 25, 2013
By
The case for data snooping

When we are backtesting automated trading systems, accidental data snooping or look forward errors are an easy mistake to make. The nature of the error in this context is making our predictions using the data we are trying to predict. Typically, it comes from a mistake with our calculations of time offsets somewhere. However, it can be a...

Read more »

Knoxville R User’s Group Meeting November 1

October 22, 2013
By
Knoxville R User’s Group Meeting November 1

The next meeting of the Knoxville R User’s Group will consist of four 20-minute talks followed by an open planning session. It will take place on Friday, November 1, from 2:00 p.m. to 4:00 p.m. at The University of Tennessee, … Continue reading →

Read more »

A Nation of Real Estate Agents

October 20, 2013
By
A Nation of Real Estate Agents

I read a series of articles related to the goings of the UK housing market, the likely effects of the new Help To Buy scheme, the 10% increase in mean London house price over the last year, and employment statistics. I failed to reproduce some numbers cited in the economist (below). This post talks about this.It all starts with this...

Read more »

The ACM 2013 Mining Big Data Camp and "Un-Conference"

October 17, 2013
By
The ACM 2013 Mining Big Data Camp and "Un-Conference"

by Joseph Rickert The 2013 Mining Big Data Camp was held last Saturday at Ebay’s Town Hall Conference Center in San Jose. The San Francisco chapter of the ACM has been sponsoring this data mining themed, “un-conference” event since 2009. Attendance, this year was lighter than I remembered in the past, however, the event continues to be a viable...

Read more »

Fearsome Engines Part 3: Which one should you use?

October 13, 2013
By
Fearsome Engines Part 3: Which one should you use?

There are lots of R engines emerging! I’ve interviewed members of each of the teams involved in these projects. In part 1 of this series, we covered the motivation of each project. Part 2 looked at the technical achievements and new features. This part tries to determine which projects are suitable for which users. Compatibility

Read more »

Fearsome Engines Part 2: Innovations and new features

October 13, 2013
By
Fearsome Engines Part 2: Innovations and new features

There are lots of R engines emerging! I’ve interviewed members of each of the teams involved in these projects. In part 1 of this series, we covered the motivation of each project. This part looks at the technical achievements and new features. Many of the innovations are performance improvements, reflecting the primary goal of several

Read more »

Some heuristics about spline smoothing

October 8, 2013
By
Some heuristics about spline smoothing

Let us continue our discussion on smoothing techniques in regression. Assume that . where is some unkown function, but assumed to be sufficently smooth. For instance, assume that  is continuous, that exists, and is continuous, that  exists and is also continuous, etc. If  is smooth enough, Taylor’s expansion can be used. Hence, for which can also be writen as for...

Read more »

Post 4: Sampling the person ability parameters

October 8, 2013
By
Post 4: Sampling the person ability parameters

The previous post outlined the general strategy of writing a MH within Gibbs sampler by breaking the code into two levels: a high level shell and a series of lower-level samplers which do the actual work. This post discusses the … Continue reading →

Read more »

The look of verifying data

October 7, 2013
By
The look of verifying data

Get data that fit before you fit data. Why verify? Garbage in, garbage out. How to verify The example data used here is daily (adjusted) prices of stocks.  By some magic that I’m yet to fathom, market data can be wondrously wrong even without the benefit of the possibility of transcription errors.  It doesn’t seem … Continue reading...

Read more »

analyze the panel study of income dynamics (psid) with r

October 7, 2013
By

the panel study of income dynamics (psid) is a one-trick pony.  better than anything else out there, this survey allows you to answer the question, "where are they now?"  after tracking the same nationally-representative cohort of americans (...

Read more »