1169 search results for "time series"

Even More JGB Yield Charts with R lattice

May 15, 2013
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Even More JGB Yield Charts with R lattice

See the last post for all the details. I just could not help creating a couple more.

Variations on Favorite Plot - Time Series Line of JGB Yields by Maturity

p2 <- xyplot(value ~ date | indexname, data = jgb.melt, 
type = "l", layout = c(length(unique(jgb.melt$indexname)),
...

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R code for generating multi-site stochastic precipitation

In water resource management, climate change, hydrology and related disciplines long time series of precipitation/rainfall data is required. Since historical records are relatively short, typically 50 years or less, mathematical/statistical models are ...

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Japan – JGB Yields–More Lattice Charts

May 15, 2013
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Japan – JGB Yields–More Lattice Charts

This blog is littered with posts about Japan. In one sentence, I think Japan presents opportunity and is a very interesting real-time test of much of my macro thinking. Proper visualization is absolutely essential for me to understand all of the dynami...

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Forecasting annual totals from monthly data

May 15, 2013
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Forecasting annual totals from monthly data

This question was posed on crossvalidated.com: I have a monthly time series (for 2009–2012 non-stationary, with seasonality). I can use ARIMA (or ETS) to obtain point and interval forecasts for each month of 2013, but I am interested in forecasting the total for the whole year, including prediction intervals. Is there an easy way in R to obtain interval...

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Stack Exchange: Why I dropped out

May 13, 2013
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Stack Exchange: Why I dropped out

Stack Exchange is a series of question-and-answer sites, including Stack Overflow for programming and Cross Validated for statistics. I was introduced to these sites at a short talk by Barry Rowlingson at the 2011 UseR! meeting, “Why R-help must die!“ These sites have a lot of advantages over R-help: The format is easier to read,

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The Guerilla Guide to R

May 12, 2013
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Update: I am aware the table of contents are being displayed in bullet form as I intended. The web template I'm using seems to be buggy. It also seems to think this page is in Indonesian...Working on it!

Table of Contents:

  1. Reading/Writing Files
    1. How to write lines of text into a file
    2. Trimming a huge (3.5GB) csv...

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A guide to speeding up R code

May 10, 2013
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Noam Ross recently shared a very useful guide to speeding up your R code. Get a bigger computer (for example, renting an instance on the Amazon cloud for a few cents an hour) Use parallel programming techniques Using the R byte-compiler Profiling and benchmarking your code Using high-performance packages (like xts, for time series) And lastly, rewriting your code...

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Feature Selection 2 – Genetic Boogaloo

May 8, 2013
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Feature Selection 2 – Genetic Boogaloo

Previously, I talked about genetic algorithms (GA) for feature selection and illustrated the algorithm using a modified version of the GA R package and simulated data. The data were simulated with 200 non-informative predictors and 12 linear effects and three non-linear effects. Quadratic discriminant analysis (QDA) was used to model the data. The last set of...

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Building a custom database of country time-series data using Quandl

May 8, 2013
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Building a custom database of country time-series data using Quandl

Encouraged by this post I had another look at quandl for collecting datasets from different agencies. Right now I need to get data for four countries on a couple of dozen indicators. This graphic is just a quick example with only two indicators of what I am aiming to be able to do. The process

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AIC & BIC vs. Crossvalidation

May 7, 2013
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AIC & BIC vs. Crossvalidation

Model selection is a process of seeking the model in a set of candidate models that gives the best balance between model fit and complexity (Burnham & Anderson 2002). I have always used AIC for that. But you can also…

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