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…8 min read·Mar 22, 2024----
Josh TankardForecasting with Fourier series: part IIUnlocking 1000x speed with better accuracy3 min read·Jan 4, 2024----
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…4 min read·Nov 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…9 min read·Oct 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…7 min read·Oct 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…5 min read·Jun 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…7 min read·Jun 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…6 min read·Feb 27, 2023----