Distributed Solar: The Democratizaton of Energy
Category Archives: model-free forecasting
Phase Plane plots of COVID-19 deaths with uncertainties
I. Introduction. It’s time to fulfill the promise made in “Phase plane plots of COVID-19 deaths“, a blog post from 2nd May 2020, and produce the same with uncertainty clouds about the functional trajectories(*). To begin, here are some assumptions … Continue reading
Posted in American Statistical Association, Andrew Harvey, anomaly detection, count data regression, COVID-19, dependent data, dlm package, Durbin and Koopman, dynamic linear models, epidemiology, filtering, forecasting, Kalman filter, LaTeX, model-free forecasting, Monte Carlo Statistical Methods, numerical algorithms, numerical linear algebra, population biology, population dynamics, prediction, R, R statistical programming language, regression, statistical learning, stochastic algorithms
Tagged prediction intervals
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Calculating Derivatives from Random Forests
(Comment on prediction intervals for random forests, and links to a paper.) (Edits to repair smudges, 2020-06-28, about 0945 EDT. Closing comment, 2020-06-30, 1450 EDT.) There are lots of ways of learning about mathematical constructs, even about actual machines. One … Continue reading
Posted in bridge to somewhere, Calculus, dependent data, dynamic generalized linear models, dynamical systems, ensemble methods, ensemble models, filtering, forecasting, hierarchical clustering, linear regression, model-free forecasting, Monte Carlo Statistical Methods, non-mechanistic modeling, non-parametric model, non-parametric statistics, numerical algorithms, prediction, R statistical programming language, random forests, regression, sampling, splines, statistical learning, statistical series, statistics, time derivatives, time series
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What happens when time sampling density of a series matches its growth
This is the newly updated map of COVID-19 cases in the United States, updated, presumably, because of the new emphasis upon testing: How do we know this is the recent of recent testing? Look at the map of active cases: … Continue reading
Posted in American Association for the Advancement of Science, American Statistical Association, anti-intellectualism, anti-science, climate denial, corruption, data science, data visualization, Donald Trump, dump Trump, epidemiology, experimental science, exponential growth, forecasting, Kalman filter, model-free forecasting, nonlinear systems, open data, penalized spline regression, population dynamics, sampling algorithms, statistical ecology, statistical models, statistical regression, statistical series, statistics, sustainability, the right to know, the stack of lies
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A response to a post on RealClimate
(Updated 2342 EDT, 28 June 2019.) This is a response to a post on RealClimate which primarily concerned economist Ross McKitrick’s op-ed in the Financial Post condemning the geophysical community for disregarding Roger Pielke, Jr’s arguments. Pielke, in that link, … Continue reading
Posted in American Association for the Advancement of Science, American Meteorological Association, American Statistical Association, AMETSOC, Bayesian, climate change, ecology, Ecology Action, environment, evidence, experimental design, Frequentist, global warming, Hyper Anthropocene, machine learning, model comparison, model-free forecasting, multivariate statistics, science, science denier, statistical series, statistics, time series
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Stream flow and P-splines: Using built-in estimates for smoothing
Mother Brook in Dedham Massachusetts was the first man-made canal in the United States. Dug in 1639, it connects the Charles River at Dedham, to the Neponset River in the Hyde Park section of Boston. It was originally an important … Continue reading
Posted in American Statistical Association, citizen data, citizen science, Clausius-Clapeyron equation, Commonwealth of Massachusetts, cross-validation, data science, dependent data, descriptive statistics, dynamic linear models, empirical likelihood, environment, flooding, floods, Grant Foster, hydrology, likelihood-free, meteorological models, model-free forecasting, non-mechanistic modeling, non-parametric, non-parametric model, non-parametric statistics, numerical algorithms, precipitation, quantitative ecology, statistical dependence, statistical series, stream flow, Tamino, the bootstrap, time series, water vapor
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Series, symmetrized Normalized Compressed Divergences and their logit transforms
(Major update on 11th January 2019. Minor update on 16th January 2019.) On comparing things The idea of a calculating a distance between series for various purposes has received scholarly attention for quite some time. The most common application is … Continue reading
Posted in Akaike Information Criterion, bridge to somewhere, computation, content-free inference, data science, descriptive statistics, divergence measures, engineering, George Sughihara, information theoretic statistics, likelihood-free, machine learning, mathematics, model comparison, model-free forecasting, multivariate statistics, non-mechanistic modeling, non-parametric statistics, numerical algorithms, statistics, theoretical physics, thermodynamics, time series
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“One of the most interesting things about the MIP ensembles is that the mean of all the models generally has higher skill than any individual model.” We hold these truths to be self-evident, that all models are created equal, that … Continue reading
Less evidence for a global warming hiatus, and urging more use of Bayesian model averaging in climate science
(This post has been significantly updated midday 15th February 2018.) I’ve written about the supposed global warming hiatus of 2001-2014 before: “‘Overestimated global warming over the past 20 years’ (Fyfe, Gillett, Zwiers, 2013)”, 28 August 2013 “Warming Slowdown?”, Azimuth, Part … Continue reading
Posted in American Statistical Association, Andrew Parnell, anomaly detection, Anthropocene, Bayesian, Bayesian model averaging, Berkeley Earth Surface Temperature project, BEST, climate change, David Spiegelhalter, dependent data, Dublin, GISTEMP, global warming, Grant Foster, HadCRUT4, hiatus, Hyper Anthropocene, JAGS, Markov Chain Monte Carlo, Martyn Plummer, Mathematics and Climate Research Network, MCMC, model-free forecasting, Niamh Cahill, Significance, statistics, Stefan Rahmstorf, Tamino
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What are the odds of net zero?
What’s the Question? A question was posed by a colleague a couple of months ago: What are the odds of a stock closing at the same price it opened? I found the question interesting, because, at first, it appeared to … Continue reading
Eli on “Tom [Karl]’s trick and experimental design“
A very fine post at Eli’s blog for students of statistics, meteorology, and climate (like myself) titled: Tom’s trick and experimental design Excerpt: This and the graph from Menne at the top shows that Karl’s trick is working. Although we … Continue reading
“Hurricanes, Sea Level, and Baloney” (from Tamino)
Originally posted on Open Mind:
WUWT has a post in which Neil Frank proclaims that Hillary Clinton is no hurricane expert but he is. (Frank’s post was originally published on The Daily Caller, but was reprinted on WUWT with permission.)…
Cathy O’Neil’s WEAPONS OF MATH DESTRUCTION: A Review
(Revised and updated Monday, 24th October 2016.) Weapons of Math Destruction, Cathy O’Neil, published by Crown Random House, 2016. This is a thoughtful and very approachable introduction and review to the societal and personal consequences of data mining, data science, … Continue reading
Posted in citizen data, citizen science, citizenship, civilization, compassion, complex systems, criminal justice, Daniel Kahneman, data science, deep recurrent neural networks, destructive economic development, economics, education, engineering, ethics, Google, ignorance, Joseph Schumpeter, life purpose, machine learning, Mathbabe, mathematics, mathematics education, maths, model comparison, model-free forecasting, numerical analysis, numerical software, open data, optimization, organizational failures, planning, politics, prediction, prediction markets, privacy, rationality, reason, reasonableness, risk, silly tech devices, smart data, sociology, Techno Utopias, testing, the value of financial assets, transparency
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“All models are wrong. Some models are useful.” — George Box
(Image courtesy of the Damien Garcia.) As a statistician and quant, I’ve thought hard about that oft-cited Boxism. I’m not sure I agree. It’s not that there is such a thing as a perfect model, or correct model, whatever in … Continue reading
Posted in abstraction, American Association for the Advancement of Science, astronomy, astrophysics, mathematics, model-free forecasting, numerics, perceptions, physical materialism, physics, rationality, reason, reasonableness, science, spatial statistics, splines, statistics, the right to know, theoretical physics, time series
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Carbon Sinks in Crisis — It Looks Like the World’s Largest Rainforest is Starting to Bleed Greenhouse Gasses
Originally posted on robertscribbler:
Back in 2005, and again in 2010, the vast Amazon rainforest, which has been aptly described as the world’s lungs, briefly lost its ability to take in atmospheric carbon dioxide. Its drought-stressed trees were not growing…
Posted in bifurcations, carbon dioxide, carbon dioxide sequestration, changepoint detection, climate, climate change, climate disruption, disruption, dynamical systems, environment, exponential growth, fossil fuels, geophysics, global warming, IPCC, Lévy flights, Lorenz, Minsky moment, model-free forecasting, physics, population biology, population dynamics, Principles of Planetary Climate, quantitative biology, quantitative ecology, random walk processes, Ray Pierrehumbert, reason, reasonableness, regime shifts, risk, Stefan Rahmstorf, the right to be and act stupid, the tragedy of our present civilization, UU Humanists
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Repaired R code for Markov spatial simulation of hurricane tracks from historical trajectories
(Slight update, 28th June 2020.) I’m currently studying random walk and diffusion processes and their connections with random fields. I’m interested in this because at the core of dynamic linear models, Kalman filters, and state-space methods there is a random … Continue reading
Posted in American Meteorological Association, American Statistical Association, AMETSOC, Arthur Charpentier, atmosphere, diffusion, diffusion processes, dynamic linear models, dynamical systems, environment, geophysics, hurricanes, Kalman filter, Kerry Emanuel, Lévy flights, Lorenz, Markov chain random fields, mathematics, mathematics education, maths, MCMC, mesh models, meteorological models, meteorology, model-free forecasting, Monte Carlo Statistical Methods, numerical analysis, numerical software, oceanography, open data, open source scientific software, physics, random walk processes, random walks, science, spatial statistics, state-space models, statistical dependence, statistics, stochastic algorithms, stochastics, time series
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