Blog Archives

Air quality in Indian cities

December 17, 2016
By
Air quality in Indian cities

Seasonal air pollution in India The motivation for this blog post was a conference paper I recently heard that analysed five years of daily pollution data in an India city with a non-seasonal auto-regressive integrated moving average (ARIMA) model. In discussion after the presentation, there were differing views on whether such data should be modelled with a seasonal approach,...

Read more »

Extrapolation is tough for trees!

December 9, 2016
By
Extrapolation is tough for trees!

Out-of-sample extrapolation This post is an offshoot of some simple experiments I made to help clarify my thinking about some machine learning methods. In this experiment I fit four kinds of model to a super-simple artificial dataset with two columns, x and y; and then try to predict new values of y based on values of x that are...

Read more »

Why time series forecasts prediction intervals aren’t as good as we’d hope

December 6, 2016
By
Why time series forecasts prediction intervals aren’t as good as we’d hope

Five different sources of error When it comes to time series forecasts from a statistical model we have five sources of error: Random individual errors Random estimates of parameters (eg the coefficients for each autoregressive term) Uncertain...

Read more »

Error, trend, seasonality – ets and its forecast model friends

November 26, 2016
By
Error, trend, seasonality –  ets and its forecast model friends

A broad family of fast and effective forecast methods Exponential smoothing state space methods constitute a broad family of approaches to univariate time series forecasting that have been around for many decades and only in the twenty-first century pl...

Read more »

Declining sea ice in the Arctic

November 23, 2016
By
Declining sea ice in the Arctic

A number of data visualisations are circulating showing the disturbing rise in temperature at the North Pole and drop in coverage of Arctic sea ice. The current level of interest is credited to a tweet from Zack Labe, whose Twitter page is a great sou...

Read more »

Earthquake energy over time

November 18, 2016
By
Earthquake energy over time

Disclaimer on all that follows - I am not an earthquake scientist and have cobbled together this post from sources like Wikipedia, official open data, and a range of information sites. There may be mistakes and misinterpretations that follow. Energy release from earthquakes is extremely variable My last blog post left me interested in finding out more about energy...

Read more »

Extreme pie chart polishing

November 14, 2016
By
Extreme pie chart polishing

The usual response from statisticians and data professionals to pie charts ranges from lofty disdain to outright snobbery. But sometimes I think they’re the right tool for communication with a particular audience. Like others I was struck by this i...

Read more »

Timeseries forecasting using extreme gradient boosting

November 5, 2016
By
Timeseries forecasting using extreme gradient boosting

In the last few years there have been more attempts at a fresh approach to statistical timeseries forecasting using the increasingly accessible tools of machine learning. This means methods like neural networks and extreme gradient boosting, as supple...

Read more »

FiveThirtyEight’s polling data for the US Presidential election

October 28, 2016
By
FiveThirtyEight’s polling data for the US Presidential election

3,000+ voting intention surveys Like many others around the world, I have been watching with interest the democratic process in the United States of America. One of the most influential and watched websites is FiveThirtyEight.com, headed by Nate Silv...

Read more »

Tourism forecasting competition data in the Tcomp R package

October 18, 2016
By
Tourism forecasting competition data in the Tcomp R package

Tourism competition data The tourism forecasting competition described in Athanasopoulos et al (2011) was an important investigation into domain-specific time-series forecasting; a different approach from the broader-scope “M” series forecasting co...

Read more »

Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)