13,152 reputation
13275
bio website linkedin.com/pub/andy-ross/14/…
location Columbia, MO
age 32
visits member for 3 years
seen 3 hours ago

Jan
17
comment What is the purpose of Internal`LocalizedBlock?
@Mr.Wizard just a little tidbit, if I recall correctly this was added for the purpose of fitted models being able to work with subscripted variables so I think Dan is right on here.
Jan
16
comment Why does TimeSeriesShift is just adding a fixed number of days?
That's probably why TimeSeriesShift does what it does. Both TimeSeries and TemporalData require unique time stamps. Also many algorithms are particular About uniform vs irregular spacing which is only preserved by a uniform shift.
Jan
15
comment Why does TimeSeriesShift is just adding a fixed number of days?
What should it do for January 29th?
Jan
14
comment Periodogram for irregularly spaced data
@Verbeia you should definitely file a suggestion with WRI for Periodogram to take TemporalData (and TimeSeries). This was on my todo list before I left I just didn't get to it.
Jan
9
comment Why is my data 10 times slower than random data when doing matrix multiplication
Computing the following Tally[ByteCount /@ Flatten[tb]] shows that some of your numbers have different byte counts due to large exponents. I doubt the data can be packed.
Jan
4
comment Rapid density estimation and rendering of decision regions
I'm glad to help.
Dec
25
comment Generate nonoverlapping random circles
Related mathematica.stackexchange.com/questions/2594/…
Dec
24
comment Fitting higher order ARIMA models hangs, never completes
@TomHayden you don't want to resample but want to assume regularity then just extract the values and fit with those.
Dec
24
comment What are the differences between these functions when used for NMaximize?
I seriously doubt repeated calls to NumericQ is the problem. It is likely that without NumericQ NMaximize is able to come up with an optimized expression for your function symbolically which it caches. With NumericQ it can't optimize/evaluate the expression symbolically.
Dec
23
comment Interpretation of CopulaDistribution
The reason for my down vote is that I don't feel this addresses the question at hand and would be more fitting as a comment or in chat.
Dec
22
comment Fitting higher order ARIMA models hangs, never completes
I think this might be considered a bug then. By setting TemporalRegularity to true it should completely ignore the actual time stamps in the fitting.
Dec
21
comment Why is Likelihood / LogLikelihood not working?
After addressing @Sjoerd C. de Vries point you need to add another set of list braces around {x1,x2,x3,x4} it is expecting a dataset not a single point and multinomial distributions are multivariate.
Dec
21
comment Time Series Analysis - How does it Difference?
Yes, it uses the orders of the model to do the differencing. I will say that R still has its place, where it lacks in automation and sometimes ease of use it makes up in completeness. Mathematica's time series functionality is great but still immature so there will be things you can't easily do that may cause you to turn to R. If you go there I recommend starting with auto.arima which is the closest I've seen to TimeSeriesModelFit. Incidentally you can get the best of both worlds by getting familiar with RLink.
Dec
20
comment Fitting higher order ARIMA models hangs, never completes
I believe EstimatedProcess is just using a different more general algorithm that doesn't scale particularly well but allows for the flexibility to fix some parameter values.
Dec
18
comment RandomVariate form a Specific Distribution with Restrictions
TruncatedDistribution may be what you are after.
Dec
12
comment Linux: Mathematica crashes when clicking documentation links very fast
The work around is to click slower :p
Dec
10
comment TemporalData, RandomFunction, Loops: Extracting data from TemporalData sets?
The graphs show the total number of paths at time t that have positive state. So, if we look at the last graph there are 50 paths with positive state until about t = 16.5 or so. At around t = 17.5 the number of paths with positive state is around 20.
Dec
8
comment Why are TimeSeries objects reported with head “TemporalData”?
I absolutely agree.
Dec
8
comment Why are TimeSeries objects reported with head “TemporalData”?
This is also true of EventSeries. Out of curiosity what information are you losing? You can always check for a single path with the "PathCount" property. There is also an undocumented "ObjectType" property which will tell you if it is a TimeSeries or generic TemnporalData object.
Dec
8
comment Copula - Correlation or Covariance
Allowing for the Covariance is more general than using a Correlation matrix. You can assume unit variance and they are equivalent.