1628 search results for "time series"

Another cut at market randomness

May 20, 2012
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Another cut at market randomness

I have some background in computer security and one day found myself tasked with assessing the quality of randomness for session id tokens generated by popular web frameworks (namely Java and .NET). As it turns out, NIST have developed a series of tests for just this purpose detailed here.As a non-believer in the absolute randomness of markets, I thought...

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garch() uncertainty

May 16, 2012
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garch() uncertainty

As part of an on-going paper with Kerrie Mengersen and Pierre Pudlo, we are using a GARCH(1,1) model as a target. Thus, the model is of the form which is a somehow puzzling object: the latent (variance) part is deterministic and can be reconstructed exactly given the series and the parameters. However, estimation is not

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Global Homicide Rates by Government Type

May 16, 2012
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Global Homicide Rates by Government Type

Surprising results For purposes of this article, any mention of homicide rates refers to reported homicide rates. Open vs Closed In mostly open countries (full democracies), the homicide rates are rather low when compared to other types of...

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Extending the sensory profiling data model

May 16, 2012
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Extending the sensory profiling data model

In this post I extend the multiplicative Bayesian sensory profiling model with effects for rounds and sessions. Is is not a difficult extension, but it brings the need for informative priors into the model. I do believe round and session effects exist,...

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Criticism 3 of NHST: Essential Information is Lost When Transforming 2D Data into a 1D Measure

May 14, 2012
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Criticism 3 of NHST: Essential Information is Lost When Transforming 2D Data into a 1D Measure

Introduction Continuing on with my series on the weaknesses of NHST, I’d like to focus on an issue that’s not specific to NHST, but rather one that’s relevant to all quantitative analysis: the destruction caused by an inappropriate reduction of dimensionality. In our case, we’ll be concerned with the loss of essential information caused by

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Criticism 2 of NHST: NHST Conflates Rare Events with Evidence Against the Null Hypothesis

May 12, 2012
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Introduction This is my second post in a series describing the weaknesses of the NHST paradigm. In the first post, I argued that NHST is a dangerous tool for a community of researchers because p-values cannot be interpreted properly without perfect knowledge of the research practices of other scientists — knowledge that we cannot hope

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In case you missed it: April 2012 Roundup

May 10, 2012
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In case you missed them, here are some articles from April of particular interest to R users. Information Age published a feature article on R, describing how new graduates are driving adoption of R in industry. Bob Muenchen has updated his list of R package equivalents to SAS and SPSS procedures. A history of Data Science, including Bill Cleveland's...

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Criticism 1 of NHST: Good Tools for Individual Researchers are not Good Tools for Research Communities

May 10, 2012
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Introduction Over my years as a graduate student, I have built up a long list of complaints about the use of Null Hypothesis Significance Testing (NHST) in the empirical sciences. In the next few weeks, I’m planning to publish a series of blog posts, each of which will articulate one specific weakness of NHST. The

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Simple Spatial Correlograms for Cross-Country Analysis in R

May 9, 2012
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Simple Spatial Correlograms for Cross-Country Analysis in R

Accounting for temporal dependence in econometric analysis is important, as the presence of temporal dependence violates the assumption that observations are independent units. Historically, much less attention has been paid to correcting for spatial dependence, which, if present, also violates this independence assumption. The comparability of temporal and spatial dependence is useful for illustrating why

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The first version of my “inference from iterative simulation using parallel sequences” paper!

May 9, 2012
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From August 1990. It was in the form of a note sent to all the people in the statistics group of Bell Labs, where I’d worked that summer. To all: Here’s the abstract of the work I’ve done this summer. It’s stored in the file, /fs5/gelman/abstract.bell, and copies of the Figures 1-3 are on Trevor’s The post The...

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