Articles by Christoph

Seasonal Adjustment of Multiple Series

March 9, 2021 | Christoph

seasonal is an easy-to-use and full-featured R-interface to X-13ARIMA-SEATS, the seasonal adjustment software developed by the United States CensusBureau. The latest CRAN version of seasonal makes it much easier to adjust multiple time series. seasonal depends on the x13binary package to access pre-built binaries of X-13ARIMA-SEATS on ... [Read more...]

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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