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#timeseries

2 posts2 participants0 posts today

#30DayChartChallenge Día 11: Stripes! Mi versión: ¡El código de barras del pánico del mercado! 😱

Este gráfico muestra una línea de tiempo (1993-2025) donde cada raya vertical representa un día en que el VIX cerró ≥ 30 (¡alta tensión!).

El concepto clave aquí es el **Volatility Clustering**: la alta volatilidad no se distribuye uniformemente, ¡viene en rachas! Los densos grupos de rayas identifican visualmente las grandes crisis (Dot-com, GFC '08, Covid '20...). Los largos periodos en blanco son la calma relativa.

Es una forma directa de ver la *persistencia* y los *regímenes* de la volatilidad del mercado. ¡Olvida las medias simples, el estrés viene en oleadas! 🌊

🛠️ Hecho con #rstats, #ggplot2, #quantmod.
📂 Código/Repo: t.ly/-vd9u

Foi publicado o artigo "A Multi-Step Multivariate Fuzzy-based Time Series Forecasting on Internet of Things Data" no periódico IEEE Internet of Things Journal de autoria dos incansáveis Hugo Bitencourt, Patricia Lucas, Omid Orang, eu e Frederico Gadelha Guimarães. Tenho muito orgulho de fazer parte deste grupo de pessoas que amam e não se cansam de pesquisar. Que time!

O artigo está disponível no link doi.org/10.1109/JIOT.2025.3549 e todo feedback é bem vindo!

Very interesting paper in #Nature showing the phenological shift of #plants due to #ClimateChange . They combined a number of datasets on the occurence of changes that indicate spring, like flowering or leaf out. I show two of the longest time series, the leaf-out dates in the UK recorded by the Marsham family, and the blooming of cherry trees in Japan, documented in diaries and chronicles.

nature.com/articles/s41558-022

I have a #timeseries of values at low temporal resolution where the values represent an average of the respective surrounding intervals.
I wish to up-sample this sequence to a higher temporal resolution in such a way that the average of the up-sampled values is equal to the corresponding value from the original time series.
Does an #algorithm for the kind of interpolation I am looking for exist? (not Pandas' resample or SciPy's signal.resample.) And is there an implementation of it in #Python?

Integrated Topographic Corrections Improve Forest Mapping Using Landsat Imagery
--
doi.org/10.1016/j.jag.2022.102 <-- shared 2022 paper
--
“HIGHLIGHTS:
• [They] evaluated the impacts of topographic correction on forest mapping in the mountains.
• The enhanced C-correction and the physical model reduced topographic effects.
• The corrected Landsat imagery time series resulted in higher accuracy.
• Terrain information improved classification but not as much as topographic correction.
• [They] recommend using topographic correction for forest cover mapping..."
#GIS #spatial #AtmosphericCorrection #IlluminationCondition #LandCover #ModelComparison #TimeSeries #TopographicCorrection #remotesensing #comparasion #topographic #correction #NDVI #forest #vegetation #model #modeling #spatialanalyis #accuracy #forestcover #Russia #Georgia #CaucasusMountains #spatiotemporal #landsat #elevation #DEM

(1/3) I am excited to run a workshop tomorrow about analyzing time series with cluster analysis methods as part of the "Workshops for Ukraine" series organized by Dariia Mykhailyshyna. 

📆 When: Thursday, October 17th, 18:00 - 20:00 CEST

Registration required a donation of at least 20 EUR.

Replied to Estelle Platini

"The ‘science of finance’ is first and foremost a collective ethos. Its real achievement is not objective discovery but ethical articulation. […] It fixes the underlying terrain, it shows them the proper path to follow, and it compels them to stay on track. Without this anchor, all capitalists — whether they are small, anonymous day traders, legendary investors such as Warren Buffet, or professional fund managers like Bill Gross — would be utterly lost.

"Finance theory establishes the elementary particles of capitalization and the boundaries of accumulation. It gives capitalists the basic building blocks of investment; it tells them how to quantify these entities as numerical ‘variables’; and it provides them with a universal algorithm that reduces these variables into the single magnitude of present value."

(Nitzan and Bichler, 2009) 🧶

(1/3) Book of the Week - Forecasting: Principles and Practice ❤️❤️❤️

If I need to choose three books to take to a remote island, Forecasting: Principles and Practice by Rob J. Hyndman and George Athanasopoulos would be one of them (the ISLR and Statistical Rethinking would be the other ones 😎).

This book is one of the down-to-earth books for getting started with time series analysis and forecasting 🎯.

Another great talk from the PyData London 2024 - Backtesting and error metrics for modern time series forecasting by Kishan Manani

Backtesting is the time series forecasting equivalent to the machine learning cross-validation approach for training and testing models.

youtube.com/watch?v=dSTXd8Hx72