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[LiVE] Quantile Regression Workflows (WL Live-Stream Series)

Posted 6 years ago

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.

POSTED BY: Anton Antonov
11 Replies

Just uploaded the notebook from the final, 5th live-coding session.

POSTED BY: Anton Antonov

Thank you, Seth! WFR is a great way to introduce new, user derived functions in the way, say, CRAN does for R.

POSTED BY: Anton Antonov

Great work, Anton. Having the ResourceFunction available should help a lot of people.

POSTED BY: Seth Chandler
POSTED BY: Anton Antonov

Just uploaded the notebook from the 4th live-coding session.

POSTED BY: Anton Antonov
POSTED BY: Mohammad Bahrami

Just added/attached the notebook of the 3rd live-coding session.

POSTED BY: Anton Antonov

Join for the 3rd session now: https://www.twitch.tv/wolfram

POSTED BY: Mohammad Bahrami

Just attached/uploaded the "live" notebook of the second session.

POSTED BY: Anton Antonov

Great job Anton! Looking forward to your future live-streams (next one will be today Sep 13 at 1:30pm PT, Wolfram TwitchTV channel)

POSTED BY: Mohammad Bahrami
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