1702 search results for "time series"

its the Gramma an punctuashun wot its’ about, Rgiht?

October 4, 2012
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its the Gramma an punctuashun wot its’ about, Rgiht?

This is another of those confluence style posts, where a handful of things I’ve read in quick succession seem to phase lock in my mind: (brought to mind in part via @downes a week or so ago: How to Synch 32 Metronomes) The first was a post by Alan Levine on Making Text Work, which

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Emerging as Low Vol

October 2, 2012
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Emerging as Low Vol

Extending the series begun with When Russell 2000 is Low Vol, I thought I should take a look at Emerging Market stocks during periods of low relative volatility to the S&P 500.  So you can replicate even without access to expensive data, let

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Quantifying student feedback using Org mode and R

September 30, 2012
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Quantifying student feedback using Org mode and R

As the term has progressed, my LSM2241 lectures are getting more consistent. I’m aiming to use 45 slides for what is officially a two hour lecture, although in reality it lasts about 90 minutes. We take a break at about 50 … Continue reading →

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Guest post: Visualizing data using a 3D printer

September 25, 2012
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Guest post: Visualizing data using a 3D printer

In a break from my usual obsessions and interests here is a guest blog post by Ian Walker. I'm posting it because I think it is rather cool and hope it will be of interest to some of my regular readers. Ian is perhaps best known (in the blogosphere) f...

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Variance targeting in garch estimation

September 24, 2012
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Variance targeting in garch estimation

What is variance targeting in garch estimation?  And what is its effect? Previously Related posts are: A practical introduction to garch modeling Variability of garch estimates garch estimation on impossibly long series The last two of these show the variability of garch estimates on simulated series where we know the right answer.  In response to … Continue reading...

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Universal portfolio, part 11

September 23, 2012
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Universal portfolio, part 11

First an apology, the links to the Universal Portfolio paper have stopped working.  This is because the personal webpage of Thomas Cover at Stanford has been taken down, but fortunately the content moved elsewhere.  The new link is Universal ...

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Football model; plots and usage

September 23, 2012
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Football model; plots and usage

After reading data, making a predictions display and building a football data model it is time to put this to validate a bit more (regression plots) and put to usage. It appears that the regression plots in the car package were not ...

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FinancialInstrument Moves to CRAN

September 19, 2012
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FinancialInstrument Moves to CRAN

I thought I would break up the posts about GSOC (no, I’m not done yet – there are a few more to do) with a quick note about FinancialInstrument. The FinancialInstrument package provides a construct for defining and storing meta-data for tradable contracts (referred to as instruments, e.g., stocks, futures, options, etc.). The package can

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Automatic drug utilization reports with R and ggplot2

September 18, 2012
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Automatic drug utilization reports with R and ggplot2

This program takes a data set of drug utilisation of 4 fictional drugs in 10 fictional hospitals and plots each time-series with a locally weighted regression (Lowess) trend line. It also places an time-series trend of the usage for each … Continue reading →

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Example 10.2: Custom graphic layouts

September 17, 2012
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Example 10.2: Custom graphic layouts

In example 10.1 we introduced data from a CPAP machine. In brief, it's hard to tell exactly what's being recorded in the data set, but it seems to be related to the pattern of breathing. Measurements are taken five times a second, leading to on the o...

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