R Benutzer Treffen Köln / R user meeting in Cologne

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Institut für Soziologie und Sozialpsychologie (großer Seminarraum)

Greinstrasse 2 · Köln

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Institut für Soziologie und Sozialpsychologie (großer Seminarraum)

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Agenda:

18:00 Willkommen

Ab 18:15 Vorträge:

(1) Introduction to Julia for R Users (Hans Werner Borchers)

Julia (http://julialang.org/) is a high-performance dynamic programming language for scientific computing, with a syntax that is familiar to users of other technical computing environments (Matlab, Python, R, etc.). It provides a sophisticated compiler, high performance with numerical accuracy, and extensive mathematical function libraries.

Some of the highlights of Julia are an implementation of automated differentiation, an optimization modelling language, also integrating some of the optimization solvers available from the COIN-OR project, and user-contributed packages for time series, statistics and machine learning, or operations research.

(2) Dynamic Linear Models and Kalman Filtering (Holger Zien)

One of the problems most commonly presented to everybody working in statistics is forecasting time series. The textbook answer is to fit an ARMA model to the data and to use the model for prediction. This approach works well for long and stationary time series. However, often the actual time series one is given to analyze are more complicated. They are ridiculously short and clearly non-stationary. Dynamic Linear Models (DLM) and Kalman Filtering go one step beyond ARMA models and may be applied to these more complicated data. I will give a brief introduction into their mathematical background and will talk about my experience using them in practice.

20:00 Klönen, Kölsch und andere Köstlichkeiten im LUX (http://www.restaurant-lux.com/cms/front_content.php?idcat=10)

Ort:

Um zum großen Seminarraum zu gelangen:

Rechts am (gelben) Vorderhaus vorbei,

durch das große Tor,

die kleine Treppe hinaufsteigen und das Hintergebäude betreten,

links, dem langen Gang folgen, noch einmal links und einen Platz suchen.

Die nächste Haltestelle ist "Weißhausstraße" (Linie 18).

Für eine Wegbeschreibgung siehe z.B. Openstreetmap (http://osm.org/go/0GC8_DcSt--?m=).