1536 search results for "time series"

Andrew gone NUTS!

November 23, 2011
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Andrew gone NUTS!

Matthew Hoffman and Andrew Gelman have posted a paper on arXiv entitled “The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo” and developing an improvement on the Hamiltonian Monte Carlo algorithm called NUTS (!). Here is the abstract: Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the

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Volume by Price Charts using R

November 23, 2011
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Volume by Price Charts using R

R-Bloggers is a wonderful site which offers some great ideas for analysis.While I have been busy of late, hence could not do much with R, I was inspired by this post by Eric Nguyen on Volume by Price chart. This chart can be used with a great effe...

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Asynchrony in market data

November 21, 2011
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Asynchrony in market data

Be careful if you have global daily data. The issue Markets around the world are open at different times.  November 21 for the Tokyo stock market is different from November 21 for the London stock market.  The New York stock market has yet a different November 21. The effect The major effect is that correlations … Continue reading...

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Let the Lagging Lead

November 18, 2011
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Let the Lagging Lead

THIS IS NOT INVESTMENT ADVICE AND WILL PROBABLY WIPE OUT ALL YOUR MONEY IF PURSUED.  While exploring utilities, I discovered a strange phenomenon that I have not quite thoroughly understood, but I attribute to the business cycle.  If I dust o...

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GEO2R: Web App to Analyze Gene Expression in GEO Datasets Using R

November 17, 2011
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GEO2R: Web App to Analyze Gene Expression in GEO Datasets Using R

Gene Expression Omnibus is NCBI's repository for publicly available gene expression data with thousands of datasets having over 600,000 samples with array or sequencing data. You can download data from GEO using FTP, or download and load the data direc...

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GScholarXScraper: Hacking the GScholarScraper function with XPath

November 13, 2011
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GScholarXScraper: Hacking the GScholarScraper function with XPath

Kay Cichini recently wrote a word-cloud R function called GScholarScraper on his blog which when given a search string will scrape the associated search results returned by Google Scholar, across pages, and then produce a word-cloud visualisation. This was of interest to me because around the same time I posted an independent Google Scholar scraper function  get_google_scholar_df()

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Home Runs heating up?

November 12, 2011
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Home Runs heating up?

My intuition tells me that objects traveling through the air would meet more resistance when there is more moisture in the air. It turns out that my intuition is wrong. It still doesn’t make sense to me but apparently humid … Continue reading →

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A chart for marathoners

November 11, 2011
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A chart for marathoners

Here's a cool application of calendar heat maps: runner Andy used R to catalogue his daily running mileage over the last 2+ years: There are lots of ways to chart data like this (a simple time-series chart, for example), but sometimes looking at data in new ways offers fresh perspectives. For example, Andy notes: "Apparently I missed running on...

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Web Scraping Google Scholar: Part 2 (Complete Success)

November 8, 2011
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Web Scraping Google Scholar: Part 2 (Complete Success)

This is a followup to a post I uploaded earlier today about web scraping data off Google Scholar. In that post I was frustrated because I’m not smart enough to use xpathSApply to get the kind of results I wanted. However fast-forward to the evening whilst having dinner with a friend, as a passing remark,

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Evolving Domestic Frontier

November 1, 2011
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Evolving Domestic Frontier

When we learn the efficient frontier, most are misled to believe that the frontier is static and unchanging.  However, we should have all learned by recent experience that the frontier is as volatile as the assets that construct it.  If we lo...

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