Using regression trees for forecasting double-seasonal time series with trend in R

(This article was first published on Peter Laurinec, and kindly contributed to R-bloggers) After blogging break caused by writing research papers, I managed to secure time to write something new about time series forecasting. This time I want to share with you my experiences with seasonal-trend time series forecasting using simple regression trees. Classification and…

via Using regression trees for forecasting double-seasonal time series with trend in R — R-bloggers

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Estadística y Machine Learning con R

Introducción

Capítulo I: Modelo lineal general.

Capítulo II: Extensiones al modelo de regresión lineal

Capítulo III: Modelos con Variables Cualitativas

Capítulo IV: Métodos de clasificación

Capítulo V: Agrupación de la información

Capítulo VI: Inferencia no parámetrica

Bilbliografía

 

Stock Trading Analytics and Optimization in Python with PyFolio, R’s PerformanceAnalytics, and backtrader.

(This article was first published on R – Curtis Miller’s Personal Website, and kindly contributed to R-bloggers) Introduction Having figured out how to perform walk-forward analysis in Python with backtrader, I want to have a look at evaluating a strategy’s performance. So far, I have cared about only one metric: the final value of the…

via Stock Trading Analytics and Optimization in Python with PyFolio, R’s PerformanceAnalytics, and backtrader — R-bloggers

“Econometrics vs. Machine Learning with Temporal Patterns”

“A few months ago, I did publish a (long) post entitled ‘some thoughts on economics, mathematics, econometrics, machine learning, etc‘. In that post, I was discussing possible differences between foundations of econometrics, and machine learning. I wanted to get back today on an important point, related to training/sampling datasets, when we have temporal data.” http://freakonometrics.hypotheses.org/48209

https://blocestadistica.wordpress.com/2016/04/06/econometrics-vs-machine-learning-with-temporal-patterns/