Category Archives: non-parametric statistics

Procrustes tangent distance is better than SNCD

Posted on 24 February 2019 by

I’ve written two posts here on using a Symmetrized Normalized Compression Divergence or SNCD for comparing time series. One introduced the SNCD and described its relationship to compression distance, and the other applied the SNCD to clustering days at a … Continue reading →

Posted in data science, dependent data, descriptive statistics, divergence measures, hydrology, Ian Dryden, information theoretic statistics, J.T.Kent, Kanti Mardia, non-parametric statistics, normalized compression divergence, quantitative ecology, R statistical programming language, spatial statistics, statistical series, time series | Leave a comment

Stream flow and P-splines: Using built-in estimates for smoothing

Posted on 28 January 2019 by

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 | 2 Comments

Series, symmetrized Normalized Compressed Divergences and their logit transforms

Posted on 3 January 2019 by

(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 | 4 Comments