Josh TankardGradient descent with bounds and constraintsThe synthetic control method is “arguably the most important innovation in the evaluation literature in the last fifteen years”Jun 5Jun 5
Josh TankardSARIMAX in RustI have recently started learning the Rust programming language and I thought a good project to start with would be implementing an ARIMA…Mar 22Mar 22
Josh TankardForecasting with Fourier series: part IIUnlocking 1000x speed with better accuracyJan 4Jan 4
Josh TankardLinear regression with multiple targetsIn this article we will go through how linear regression can be used not only to predict a single variable, y, but a matrix of target…Nov 15, 2023Nov 15, 2023
Josh TankardForecasting with Fourier seriesThe main objective of this post is to uncover how Fourier series can be fitted to create timeseries forecasts for highly seasonal data just…Oct 31, 2023Oct 31, 2023
Josh TankardFrisch–Waugh–Lovell theorem & causal inferenceThe gold-standard for causal inference is the randomized controlled experiment. However, circumstances can arise where this is logistically…Oct 11, 2023Oct 11, 2023
Josh TankardLinear regression parameter confidence intervalsSometimes when we build linear regression models, we would like to know the confidence intervals for our intercepts and coefficients. This…Jun 14, 2023Jun 14, 2023
Josh TankardEfficient leave-one-out cross-validationI always assumed linear regression models utilised gradient descent to converge on the best sets of weights and bias that fit the data at…Jun 10, 2023Jun 10, 2023
Josh TankardBlock bootstrapping with time series and spatial dataBootstrapping in statistics is a technique to help discover the variation of a particular statistic of interest (such as the mean or…Feb 27, 20231Feb 27, 20231