The live-coding sessions
In the first live-streaming / live-coding session I demonstrated how to make Quantile Regression workflows using the software monad QRMon
and some of the underlying software design principles. (Namely "monadic programming".)
In the follow up live-coding session I discussed topics like outliers removal (data cleaning), anomaly detection, and structural breaks.
In the third live-coding session:
- First, we demonstrate and explain how to do QR-based time series simulations and their applications in Operations Research.
- Next, we discuss QR in 2D and 3D and a related application.
In the fourth live-coding session we discussed the following the topics.
- Review of previous sessions.
- Proclaiming the upcoming
ResourceFunction["QuantileRegression"]
.
- Predict tomorrow from today's data.
- Using NLP techniques on time series.
- Generation of QR workflows with natural language commands.
In the final, fifth live-coding session different questions are going to be answered.
- Can we apply Quantile Regression (QR) without the package QRMon?
- Yes, see the Wolfram Functions Repository item QuantileRegression.
- Are you computing QR using a moving window?
- Related, how QR compares to Local regression? Or LOESS?
- What do you do when the QR fitted curves (regression quantiles) intersect?
- How does QR fitted curve looks like over 3 points?
- What approximation to pick for reconstructing the conditional CDFs?
- Why use QR? Is it just for better visualization of the signal?
- What is the point of using those anomaly detection methods -- a human can easily do it?
- Can we use Neural Networks instead of QR?
- Are there implementations in other popular DS languages?
Notebooks
I did not save the notebook I made during the first live coding session, but I attached to this post a modified version of the notebook I used for a Meetup workshop 6-7 months ago. (See for more details the GitHub MathematicaVsR project "Quantile Regression Workflows".)
The notebook of the 2nd session is also attached. (I added a "References" section to it.)
Resource function
Instead of the software monad QRMon
used in the live-coding sessions the Wolfram Resource Function QuantileRegression
can be used. The resource page has many example applications that are also discussed in the live-coding sessions.