Seminar/Xmas Dinner (London) - Tomas Petricek - Deedle: Data & Time Series

Full title: Introduction to Deedle: Effective Data & Time Series Analysis

We invite you to our 2014 Thalesians Xmas seminar by Tomas Petricek on Deedle followed by dinner at La Tasca in Canary Wharf. The 3 course dinner includes:

Starter: Matured manchego cheese and rustica tomatoesMain Course: Selection of tapas (Chorizo, Pescado Blanco Frito, Patatas Bravas con Alioli, Costillas De Cerdo, Pollo con salsa and salad) and paellaDessert: Gluten-free chocolate & toffee tart

Abstract:

Deedle (http://bluemountaincapital.github.io/Deedle) is a new open-source library for data and time series manipulation. It supports wide range of operations such as slicing, joining and aligning, handling of missing values, grouping and aggregation, statistics and more. Deedle is written in F#, but it also provides an easy to use C# interface. In this talk, we’ll demonstrate Deedle by analyzing time series financial data from historical currency exchange rates. Then we’ll try to understand the US government spending with data from Freebase and WorldBank and finally, we’ll explore the Titanic survivals data set. Although the main focus of the talk is the Deedle library, we will demonstrate the entire “data science” stack for F# along the way.

We will:

• Use F# Data type providers to fetch data from the internet·
• Align, process and explore data using Deedle
• Perform advanced statistical computations using the R type provider
• Visualize data using R’s ggplot and F# visualization and reporting libraries

Biography

Tomas Petricek is a long-term F# enthusiast, frequent conference speaker and an author of “Real-World Fun­ctional Programming”. He is a co-founder of F# Works (www.fsharpworks.com) where he provides training and consulting services. Tomas contributed to the development of F# as a contractor at Microsoft Research, authored Try F# tutorials on financial computing and recently spent 3 months in New York, working on financial data analytics tools for F# at BlueMountain Capital.