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Willie Wheeler's personal blog. LearnStats.io for my statistics course and tutorials.
Data Science
Time Series
Anomaly Detection
Machine Learning
IoT
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Connecting a Raspberry Pi-based hygrometer to Azure IoT Central
Connecting a Raspberry Pi-based hygrometer to Azure IoT Central
Last week was hackathon week at work. I decided to do an Azure Internet of Things (IoT) project to learn more about Azure’s IoT offerings.
Willie Wheeler
Nov 12, 2020
Auto-instrumentation with OpenTelemetry
Auto-instrumentation with OpenTelemetry
App instrumentation generally involves significant manual effort, with application code invoking logging/metrics/tracing SDKs when…
Willie Wheeler
Aug 25, 2020
InfluxDB in 5 minutes
InfluxDB in 5 minutes
A quickstart for the truly impatient
Willie Wheeler
Oct 16, 2019
Two key challenges for time series analysis
Two key challenges for time series analysis
This post presents time series from a technical perspective, and presents two key challenges for time series analysis. It is based on the…
Willie Wheeler
Aug 31, 2019
How to make good decisions quickly
How to make good decisions quickly
On teams, decision-making by dictator and by committee both suck. Dictators generate mediocre decisions quickly, and committees generate…
Willie Wheeler
Aug 20, 2019
Stationarity testing using the Augmented Dickey-Fuller test
Stationarity testing using the Augmented Dickey-Fuller test
My team at work is building a time series anomaly detection system that automatically creates anomaly detectors to monitor application…
Willie Wheeler
Aug 17, 2019
Clean up your time series data with a Hampel filter
Clean up your time series data with a Hampel filter
When building models for forecasting time series, we generally want “clean” datasets. Usually this means we don’t want missing data and we…
Willie Wheeler
May 27, 2019
The bias-variance tradeoff
In my post Reducible vs irreducible error, I briefly explained how you can decompose prediction errors into reducible vs irreducible…
Willie Wheeler
Nov 3, 2018
Reducible vs irreducible error
Reducible vs irreducible error
Suppose that we want to predict a value Y based upon a set X = (X1, X2, …, Xp) of variables. For the predictions to have any chance of…
Willie Wheeler
Oct 29, 2018
Evaluating anomaly detection algorithms with receiver operating characteristic (ROC) curves
Evaluating anomaly detection algorithms with receiver operating characteristic (ROC) curves
Last week I wrote Evaluating anomaly detection algorithms with precision-recall curves, which explained one way of evaluating anomaly…
Willie Wheeler
Mar 6, 2018
Evaluating anomaly detection algorithms with precision-recall curves
Evaluating anomaly detection algorithms with precision-recall curves
Ideally, we would like anomaly detection algorithms to identify all and only anomalies. But in reality this is easier said than done, as…
Willie Wheeler
Feb 26, 2018
Java/Fortran Integration Using JNI
While Java/Fortran integration isn’t something I expect to have to do very often, I recently needed to do this, and so I figured I’d write…
Willie Wheeler
Aug 1, 2017
Nonlinear Regression in R
Nonlinear Regression in R
Yesterday I wrote about how to do polynomial regression in R, and noted that it’s really a form of linear regression.
Willie Wheeler
Aug 1, 2017
Polynomial Regression in R
Polynomial Regression in R
At first glance, polynomial fits would appear to involve nonlinear regression. In fact, polynomial fits are just linear fits involving…
Willie Wheeler
Aug 1, 2017
Monitoring Bookings and the Law of Large Numbers
When monitoring bookings, one common approach is to use historical levels as a baseline, and then alert if the current level is x% lower…
Willie Wheeler
Aug 1, 2017
Anomaly Detection Using STL
Anomaly Detection Using STL
This post describes a way to model the midpoint of a time series involving seasonal and trend components. We’ll take a high-level look at…
Willie Wheeler
Aug 1, 2017
On being open-minded
On being open-minded
Some years ago, my company did a leadership training event where they brought in an improvisation expert to help people practice the art of…
Willie Wheeler
Jul 20, 2017
What “One Team” means to me
At Expedia we have a cultural norm called “One Team”. At a high level, the idea behind it is that as the company grows (and happily it has…
Willie Wheeler
Jun 29, 2017
Transformation in neural networks
Transformation in neural networks
In Getting started with Tensorflow I mentioned that I’m taking a deep learning course by Tommy Mulc at Expedia. This week we covered…
Willie Wheeler
Feb 21, 2017
Getting started with Tensorflow
Getting started with Tensorflow
I’m taking a deep learning course at Expedia, taught by my colleague Tommy Mulc. It’s fast-paced as we have more material to cover than we…
Willie Wheeler
Feb 18, 2017
Feedback is a gift
Feedback is a gift
Where I work, we have a biannual feedback forum where hundreds of managers and senior ICs from all over the world get in a large room and…
Willie Wheeler
Jan 14, 2017
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