Tools to help verify the correct implementation of algorithms

Graphic convergence diagnostics for the BMR (Bayesian Macroeconometrics in R) package

R package for working with iButton Temperature Datasets

Experimental Features for Time Series

Anomaly Detection with R

Extracting order from time series

Search for periodic signals in noisy time series using Fourier methods

Notes from my odyssey in Time Series

Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints

One of the most exciting areas in all of data science right now is wearable computing - see for example this article . Companies like Fitbit, Nike, and Jawbone Up are racing to develop the most advanced algorithms to attract new users. The data linked to from the course website represent data collected from the accelerometers from the Samsung Ga…

BMTC Machine Learning Project

Sharpe ratio portfolio maximization by way of quadratic programming.

Identify time series outliers using tsoutliers without opening R. For your non-R-centric data pipelines.

Estimation of Hurst parameter of a fractional Gaussian noise on the basis of the modified Whittle maximum likelihood estimator in presence of outliers or an additive noise

Simulate probabilistic long-term effects in models with temporal dependence

This series covers SES, DES and TES techniques we use in time series.

R package to fix gaps in time series data

R Package to Backtest Time Series Models

kzfs — Multi-Scale Motions Separation with Periodogram