“Lockdown WORKS”

Tamino favors LASSO LOESS and piecewise linear models. I favor splines, especially penalized smoothing splines via the R package pspline, using generalized cross validation to set the smoothing parameter. Tamino looks for breaks in the piecewise linear case to check for and test for significant changes. I use the first and higher derivatives of the spline.

Both methods are sound and good.

I don’t know how you might use a random forest regression for this purpose, but I bet there is a way. I doubt it is as good, though.

Response

  1. […] With respect to series describing the COVID-19 pandemic, Tamino has used piecewise linear models. I have mentioned how I prefered penalized (regression) splines. I intended to illustrate something comparable with what Tamino does (see also), but, then, I […]

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Sophia Bennett is an art historian and freelance writer with a passion for exploring the intersections between nature, symbolism, and artistic expression. With a background in Renaissance and modern art, Sophia enjoys uncovering the hidden meanings behind iconic works and sharing her insights with art lovers of all levels. When she’s not visiting museums or researching the latest trends in contemporary art, you can find her hiking in the countryside, always chasing the next rainbow.