Message Boards Message Boards

Quantile Regression workflows workshop in Mathematica and R

Posted 5 years ago

This workshop was organized by "Orlando Machine Learning and Data Science Meetup". (Happened on 2019-02-23 between 15:00 and 17:00.)

The goals of this workshop are to introduce the theoretical background of Quantile Regression (QR), to demonstrate QR's practical (and superior) abilities to deal with "real life" time series data, and to teach how to rapidly create QR workflows using Mathematica or R.

The workshop has a dedicated GitHub project; see: https://github.com/antononcube/MathematicaVsR/tree/master/Projects/QuantileRegressionWorkflows .

Here is an example workflow with a Mathematica pipeline:

qrmon =
   QRMonUnit[distData]?
   QRMonEchoDataSummary?
   QRMonQuantileRegression[12]?
   QRMonPlot;

Here is an example workflow with an R pipeline:

devtools::install_github("antononcube/QRMon-R")
library(QRMon)

qrmon <-
     QRMonUnit( dfTemperatureData ) %>%
     QRMonEchoDataSummary() %>%
     QRMonQuantileRegression( df = 16, degree = 3, quantiles = seq(0.1,0.9,0.2) ) %>%
     QRMonPlot( datePlotQ = TRUE, dateOrigin = "1900-01-01" )

Movies

Movies of the presentation/workshop:

https://www.youtube.com/watch?v=PP2Ib6yx560 (Part 1);

https://www.youtube.com/watch?v=se819HqpiLE (Part 2).

Only 5 people out of 16 brought laptops; only one person attending the workshop had Mathematica installed. I did use Mathematica a lot though for both data and conceptual examples. Two hands-on examples were done with R; one with Mathematica.

References

[1] Anton Antonov, "A monad for Quantile Regression workflows", (2018), Wolfram Community.

[2] Anton Antonov, "Completing XKCD curve-fitting post with QRMon", (2018), Wolfram Community.

POSTED BY: Anton Antonov
2 Replies

Hi l van Veem,

You are correct the movies are hard to see and hear.

Here is a video of my presentation at Boston's userR! Meetup: "Boston useR! Meetup QuantileRegression Workflows 2019.04.18". (More details for that meetup are given here.)

The video is about using R and the package QRMon-R I implemented. But I do refer and use Mathematica examples with QRMon.

POSTED BY: Anton Antonov

The movies are difficult to see on the projector screen unfortunately. Looks like a nice workshop with slot of effort going in to it!

POSTED BY: l van Veen
Reply to this discussion
Community posts can be styled and formatted using the Markdown syntax.
Reply Preview
Attachments
Remove
or Discard

Group Abstract Group Abstract