1740 search results for "time series"

Mid-August flotsam

August 20, 2012
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Mid-August flotsam

Reached mid-semester point, with quite a few new lectures to prepare. Nothing extremely complicated but, as always, the tricky part is finding a way to make it meaningful and memorable. Sometimes, and this is one of those times, I sound … Continue reading →

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Experience with Oracle R Enterprise in the Oracle micro-processor tools environment

August 17, 2012
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Experience with Oracle R Enterprise in the Oracle micro-processor tools environment

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The Setup (Part 1)

August 16, 2012
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The Setup (Part 1)

One of the more challenging things about beginning graduate school was learning what tools and software I needed in order to work efficiently. Unlike college where software requirements were laid out in front of me and everyone seemed to use … Continue reading →

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Minimum Expected Shortfall Portfolio, Part 1

August 8, 2012
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A few days ago, I wrote a piece on finding the minimum expected shortfall portfolio.  A few astute commenters quickly picked up where I was going with this -- using this as an alternative to low/minimum volatility portfolios.  What follo...

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The R-Podcast Episode 9: Adventures in Data Munging Part 1

August 5, 2012
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It’s great to be back with a new episode after an eventful break! This episode begins a series on my adventures in data munging, a.k.a data processing. I discuss three issues that demonstrate the flexibility and versatility R brings for recoding messy values, important inconsistent data files, and pinpointing problematic observations and variables. We also

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How do you say “We Will Do Whatever It Takes” in Thai?

August 2, 2012
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How do you say “We Will Do Whatever It Takes” in Thai?

As the market has already started to poke holes in Draghi’s promise, I thought it would be good to continue the series of posts that I began with the British version “We Will Do Whatever it Takes” with my favorite article written during the Asia ...

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CFP: AusDM 2012, deadline extended to 31 August 2012

August 2, 2012
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CFP: AusDM 2012, deadline extended to 31 August 2012

The Tenth Australasian Data Mining Conference (AusDM 2012) Sydney, Australia 5-7 December 2012 http://ausdm12.togaware.com/ Deadline extended to 31 August 2012 The Australasian Data Mining Conference has established itself as the premier Australasian meeting for both practitioners and researchers in data … Continue reading →

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Application of Horizon Plots

July 31, 2012
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Application of Horizon Plots

for background please see prior posts Horizon Plot Already Available and Cubism Horizon Charts in R Good visualization simplifies, and stories are better told with effective and pretty visualizations. Although horizon plots are not immediately intuitiv...

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ScraperWiki in R

July 29, 2012
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ScraperWiki describes itself as an online tool for gathering, cleaning and analysing data from the web. It is a programming oriented approach, users can implement ETL processes in Python, PHP or Ruby, share these processes among the community (or pay for privacy) and schedule automated runs. The software behind the service is open source, and there is...

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Heaviside Signal Detection Part 1: Informed non-parametric testing

July 25, 2012
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Heaviside Signal Detection Part 1: Informed non-parametric testing

Steps may be frequently found in geophysical datasets, specifically timeseries (e.g. GPS).  A common approach to estimating the size of the offset is to assume (or estimate) what the statistical structure of the noise is and estimate the size and … Continue reading →

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