Publications by Econometrics and Free Software
Easy time-series prediction with R: a tutorial with air traffic data from Lux Airport
In this blog post, I will show you how you can quickly and easily forecast a univariate time series. I am going to use data from the EU Open Data Portal on air passenger transport. You can find the data here. I downloaded the data in the TSV format for Luxembourg Airport, but you could repeat the analysis for any airport. Once you have the data, ...
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Searching for the optimal hyper-parameters of an ARIMA model in parallel: the tidy gridsearch approach
Introduction In this blog post, I’ll use the data that I cleaned in a previous blog post, which you can download here. If you want to follow along, download the monthly data. In the previous blog post, I used the auto.arima() function to very quickly get a “good-enough” model to predict future monthly total passengers flying from LuxAirport...
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Using a genetic algorithm for the hyperparameter optimization of a SARIMA model
Introduction In this blog post, I’ll use the data that I cleaned in a previous blog post, which you can download here. If you want to follow along, download the monthly data. In my last blog post I showed how to perform a grid search the “tidy” way. As an example, I looked for the right hyperparameters of a SARIMA model. However, the goal o...
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The best way to visit Luxembourguish castles is doing data science + combinatorial optimization
Inspired by David Schoch’s blog post, Traveling Beerdrinker Problem. Check out his blog, he has some amazing posts! Introduction Luxembourg, as any proper European country, is full of castles. According to Wikipedia, “By some optimistic estimates, there are as many as 130 castles in Luxembourg but more realistically there are probably just o...
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A tutorial on tidy cross-validation with R
Introduction This blog posts will use several packages from the {tidymodels} collection of packages, namely {recipes}, {rsample} and {parsnip} to train a random forest the tidy way. I will also use {mlrMBO} to tune the hyper-parameters of the random forest. Set up Let’s load the needed packages: library("tidyverse") library("tidymodels") libra...
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What hyper-parameters are, and what to do with them; an illustration with ridge regression
This blog post is an excerpt of my ebook Modern R with the tidyverse that you can read for free here. This is taken from Chapter 7, which deals with statistical models. In the text below, I explain what hyper-parameters are, and as an example I run a ridge regression using the {glmnet} package. The book is still being written, so comments are mor...
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Manipulate dates easily with {lubridate}
This blog post is an excerpt of my ebook Modern R with the tidyverse that you can read for free here. This is taken from Chapter 5, which presents the {tidyverse} packages and how to use them to compute descriptive statistics and manipulate data. In the text below, I scrape a table from Wikipedia, which shows when African countries gained indepen...
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Using the tidyverse for more than data manipulation: estimating pi with Monte Carlo methods
This blog post is an excerpt of my ebook Modern R with the tidyverse that you can read for free here. This is taken from Chapter 5, which presents the {tidyverse} packages and how to use them to compute descriptive statistics and manipulate data. In the text below, I show how you can use the {tidyverse} functions and principles for the estimation...
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Objects types and some useful R functions for beginners
This blog post is an excerpt of my ebook Modern R with the tidyverse that you can read for free here. This is taken from Chapter 2, which explains the different R objects you can manipulate as well as some functions to get you started. Objects, types and useful R functions to get started All objects in R have a given type. You already know most ...
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Some fun with {gganimate}
Your browser does not support the video tag. In this short blog post I show you how you can use the {gganimate} package to create animations from {ggplot2} graphs with data from UNU-WIDER. WIID data Just before Christmas, UNU-WIDER released a new edition of their World Income Inequality Database: *NEW #DATA*We’ve just released a new version o...
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