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You're reading from  Clojure for Data Science

Product typeBook
Published inSep 2015
Reading LevelIntermediate
Publisher
ISBN-139781784397180
Edition1st Edition
Languages
Clojure
Concepts
Data Analysis
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Author (1)
Henry Garner
Henry Garner
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Henry Garner

Henry Garner is a graduate from the University of Oxford and an experienced developer, CTO, and coach. He started his technical career at Britain's largest telecoms provider, BT, working with a traditional data warehouse infrastructure. As a part of a small team for 3 years, he built sophisticated data models to derive insight from raw data and use web applications to present the results. These applications were used internally by senior executives and operatives to track both business and systems performance. He then went on to co-found Likely, a social media analytics start-up. As the CTO, he set the technical direction, leading to the introduction of an event-based append-only data pipeline modeled after the Lambda architecture. He adopted Clojure in 2011 and led a hybrid team of programmers and data scientists, building content recommendation engines based on collaborative filtering and clustering techniques. He developed a syllabus and copresented a series of evening classes from Likely's offices for professional developers who wanted to learn Clojure. Henry now works with growing businesses, consulting in both a development and technical leadership capacity. He presents regularly at seminars and Clojure meetups in and around London.
Read more about Henry Garner

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Discrete time models

Discrete time models, such as the ones we have been looking at so far, separate time into slices at regular intervals. For us to be able to predict future values of time slices, we assume that they are dependent on past slices.

Note

Time series can also be analyzed with respect to frequency rather than time. We won't discuss frequency domain analysis in this chapter but the book's wiki at http://wiki.clojuredatascience.com contains links to further resources.

In the following, let yt denote the value of an observation at time t. The simplest time series possible would be one where the value of each time slice is the same as the one directly preceding it. The predictor for such a series would be:

This is to say that the prediction at time t + 1 given t is equal to the observed value at time t. Notice that this definition is recursive: the value at time t depends on the value at t - 1. The value at t - 1 depends on the value at t - 2, and so on.

We could model this "constant...

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Clojure for Data Science
Published in: Sep 2015Publisher: ISBN-13: 9781784397180
© 2015 Packt Publishing Limited All Rights Reserved

Author (1)

author image
Henry Garner

Henry Garner is a graduate from the University of Oxford and an experienced developer, CTO, and coach. He started his technical career at Britain's largest telecoms provider, BT, working with a traditional data warehouse infrastructure. As a part of a small team for 3 years, he built sophisticated data models to derive insight from raw data and use web applications to present the results. These applications were used internally by senior executives and operatives to track both business and systems performance. He then went on to co-found Likely, a social media analytics start-up. As the CTO, he set the technical direction, leading to the introduction of an event-based append-only data pipeline modeled after the Lambda architecture. He adopted Clojure in 2011 and led a hybrid team of programmers and data scientists, building content recommendation engines based on collaborative filtering and clustering techniques. He developed a syllabus and copresented a series of evening classes from Likely's offices for professional developers who wanted to learn Clojure. Henry now works with growing businesses, consulting in both a development and technical leadership capacity. He presents regularly at seminars and Clojure meetups in and around London.
Read more about Henry Garner

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