Articles by Christoph

tempdisagg: converting quarterly time series to daily

February 10, 2020 | Christoph

Not having a time series at the desired frequency is a common problem for researchers and analysts. For example, instead of quarterly sales, they only have annual sales. Instead of a daily stock market index, they only have a weekly index. While there is no way to fully make up ...
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Predictive analytics: Some ways to waste time

August 17, 2012 | Christoph

I am starting to take part at different competitions at kaggle and crowdanalytics. The goal of most competitions is to predict a certain outcome given some covariables.  It is a lot of fun trying out different methods like random forests, boosted ...
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