1632 search results for "time series"

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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Online Course from Statistics.com: Advanced Programming in R

May 30, 2012
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  Hadley Wickham teaches “Programming in R – Advanced,” June 15 – July 13 online at Statistics.com. This is the third in a series of courses that cover programming in R, so if you are new to the subject you should start with our Jul 27 course “Introduction to R: Data Handling.” Upcoming Courses: Jun 15:  Advanced Programming in R...

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Project Euler — problem 5

May 30, 2012
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I spent around 40 minutes on the last post yesterday, which delayed my bedding time and caused my sleepiness in the morning. So, I’m starting to write earlier tonight. The fifth problem is to calculate the smallest composite for given numbers. 2520 is … Continue reading →

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