by IanRayner | Apr 3, 2016 |
In the real world we generally have only the data and no information about what generated the data. We can go far astray if we make the wrong assumptions.
by IanRayner | Apr 3, 2016 |
I have read most everything Nassim Nicholas Taleb has published. He is working on a new, more technical exposition to go along with his latest “Antifragile”. The draft of the book is called “Silent Risk” and is available on Taleb’s...
by IanRayner | Dec 10, 2015 |
My introduction to the fascinating world of web scraping using RSelenium on a Mac. Please note I have since updated this article.
by IanRayner | Feb 29, 2012 |
In my previous post I looked at the problem of detecting a change in a randomly generated time series. At some point in the time series, the mean and/or the standard deviation used to generate the series makes a step-change. In this post I want to look at a more...
by IanRayner | Feb 27, 2012 |
I thought I would share some of the basics of how to detect change in time series in a couple or three posts. I have been working on the math behind my manager-monitoring services with the objective of making them more rigorous. Rather than just looking at the...