Josh Tankard – Medium

Josh Tankard

Josh Tankard

Gradient descent with bounds and constraints

The synthetic control method is “arguably the most important innovation in the evaluation literature in the last fifteen years”

Jun 5

Gradient descent with bounds and constraints

Jun 5

Josh Tankard

SARIMAX in Rust

I have recently started learning the Rust programming language and I thought a good project to start with would be implementing an ARIMA…

Mar 22

SARIMAX in Rust

Mar 22

Josh Tankard

Forecasting with Fourier series: part II

Unlocking 1000x speed with better accuracy

Jan 4

Jan 4

Josh Tankard

Linear regression with multiple targets

In 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, 2023

Linear regression with multiple targets

Nov 15, 2023

Josh Tankard

Forecasting with Fourier series

The 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, 2023

Forecasting with Fourier series

Oct 31, 2023

Josh Tankard

Frisch–Waugh–Lovell theorem & causal inference

The gold-standard for causal inference is the randomized controlled experiment. However, circumstances can arise where this is logistically…

Oct 11, 2023

Oct 11, 2023

Josh Tankard

Linear regression parameter confidence intervals

Sometimes when we build linear regression models, we would like to know the confidence intervals for our intercepts and coefficients. This…

Jun 14, 2023

Linear regression parameter confidence intervals

Jun 14, 2023

Josh Tankard

Efficient leave-one-out cross-validation

I 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, 2023

Efficient leave-one-out cross-validation

Jun 10, 2023

Josh Tankard

Block bootstrapping with time series and spatial data

Bootstrapping in statistics is a technique to help discover the variation of a particular statistic of interest (such as the mean or…

Feb 27, 2023

Block bootstrapping with time series and spatial data

Feb 27, 2023

Josh Tankard

Josh Tankard

Based on Barcelona, working remotely. Into data analytics, engineering and experimentation. Personal page: jcatankard.github.io

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