1723 search results for "time series"

Using colClasses to Load Data More Quickly in R

September 5, 2013
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Specifying a colClasses argument to read.table or read.csv can save time on importing data, while also saving steps to specify classes for each variable later.For example, loading a 893 MB took 441 seconds to load when not using colClasses, b...

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Fair weather fans, redux

September 1, 2013
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Fair weather fans, redux

Fair weather fans, redux Or, A little larger small sample On August 11 the Victoria HarbourCats closed out their 2013 West Coast League season with a 4-3 win over the Bellingham Bells. In an earlier...

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MLB Rankings Using the Bradley-Terry Model

August 31, 2013
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MLB Rankings Using the Bradley-Terry Model

Today, I take my first shots at ranking Major League Baseball (MLB) teams. I see my efforts at prediction and ranking an ongoing process so that my models improve, the data I incorporate are more meaningful, and ultimately my predictions are largely accurate. For the first attempt, let’s rank MLB teams using the Bradley-Terry (BT) model. Before we discuss the rankings, we need...

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TV Ratings Myths

August 28, 2013
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TV Ratings Myths

TV Show Cancellations: Myths and Models TV shows are amazing ways to waste time and, on occasion, the story is so good that you actually start to care. The problem is that some shows get cancelled before they jump the shark. Classic examples are shows like

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Bayesian Estimation of Correlation – Now Robust!

August 28, 2013
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Bayesian Estimation of Correlation – Now Robust!

So in the last post I showed how to run the Bayesian counterpart of Pearson’s correlation test by estimating the parameters of a bivariate normal distribution. A problem with assuming normality is that the normal distribution isn’t robust against outliers. Let’s see what happens if we take the data from the last post with the finishing times...

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OpenCPU 1.0 release!

August 27, 2013
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OpenCPU 1.0 release!

After more than 3 years of development, we release the first official version of the OpenCPU system. Based on feedback and experiences from the beta series, OpenCPU version 1.0 has been rewritten entirely from scratch. The result is simple and flexible API that is easier to understand yet more powerful than before. With the new...

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Changeability of Value at Risk estimators

August 26, 2013
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Changeability of Value at Risk estimators

How does Value at Risk change through time for the same portfolio? Previously There has been a number of posts on Value at Risk, including a basic introduction to Value at Risk and Expected Shortfall. The components garch model was also described. Issue The historical method for Value at Risk is by far the most commonly … Continue reading...

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OpenCPU 1.0 release!

August 26, 2013
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After more than 3 years of development, we release the first official version of the OpenCPU system. Based on feedback and experiences from the beta series, OpenCPU version 1.0 has been rewritten entirely from scratch. The result is simple and flexible API that is easier to understand yet more powerful than before. With the new release also comes a new website and...

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The Bayesian Counterpart of Pearson’s Correlation Test

August 19, 2013
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The Bayesian Counterpart of Pearson’s Correlation Test

Except for maybe the t test, a contender for the title “most used and abused statistical test” is Pearson’s correlation test. Whenever someone wants to check if two variables relate somehow it is a safe bet (at least in psychology) that the first thing to be tested is the strength of a Pearson’s correlation. Only if that doesn’t...

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Working with climate data from the web in R

August 17, 2013
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Working with climate data from the web in R

I recently attended ScienceOnline Climate, a conference in Washington, D.C. at AAAS. You may have heard of the ScienceOnline annual meeting in North Carolina - this was one of their topical meetings focused on Climate Change. I moderated a session on working with data from the web in R, focusing on climate data. Search Twitter for...

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