Hi guys, long time no see. I have just struggled some hardships recently and having done this post makes me feel a lot relieved at the current time. Having good time reading and enjoy yourself.

Final Project of Bayesian Statistics Course (Duke University)

R Lab from Bayesian Statistics Course provided by Duke University on Coursera

Hi guys!!! Just finished the thesis defense. A easy-to-read post for digesting the despair and desolution in the past few months

Just a simple implementation, the mathematical basis is involved in the preparation

EXAMPLE 2.1, Bayesian Forecasting and Dynamics Models (Mike West and Jeff Harrison, 1997)

For the purpose of revision of key knowledge

Long time no see guys !!!

First part with Poisson regression only !!!

Computational Statistics for Fun !!!

Based on STA 250: Statistics by Surya T Tokdar http://www2.stat.duke.edu/~st118/sta250/

Based on Doing Bayesian Data Analysis - Kruschke’s book (2nd edition 2015)

This is a first part on Dynamic Linear Models. Major reference is from Mike West (1997) To be continue !!!

This is solely a data exploration !!! The custom function is collected mainly from Nikolaos Kourentzes (2014), which the forecasts is compared with FPP3

This is just an experiment for future work and project. The result is consistent with conclusion from Rob Hyndman !!!

Using Bayesian Optimization to allocate weight between assets

Using classical methods such as ARIMA, ARIMAX and ETS with the use of combination forecasting to produce a reasonable results