The live-coding sessions

1. 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".)

2. In the follow up live-coding session I discussed topics like outliers removal (data cleaning), anomaly detection, and structural breaks.

3. 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.

4. 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.

5. 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 CDF’s?
   • 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.

Attachments:

QRMon-Live-codin...nb

QRMon-Live-codin...nb

QRMon-Live-codin...nb

QRMon-Live-codin...nb