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A Matter of Time: A Brief History of Time Series in R and Beyond

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Jared L.
A Matter of Time: A Brief History of Time Series in R and Beyond

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We have more time series, this month from Jeff Ryan, the creator of the xts and quantmod packages.

Thank you to the Visiting Nurse Service of New York for hosting us at the Daily Planet (https://bit.ly/2IryeJZ), I mean Daily News, Building

About the Talk:
Time series are everywhere, and fundamentally different than all other data. To effectively work with these series demands highly specialized tools--as dates, times, notation, calendars, time zones, and more must be carefully managed while doing even basic operations like subsetting, merging, aggregating and dealing with missingness. If not handled properly, all of your analysis could be at risk. Specialized tools for time have been part of R since the beginning, but have seen enormous changes over the last decade. In this talk we’ll explore where we started, what we have now and what might be on the horizon. I'll try to show the whole story in code and tell my unique perspective as someone who’s been lucky enough to be part of its history--and actively working on crafting its future for R, and beyond.

About Jeff:
Jeff Ryan is a practitioner in the quantitative hedge fund space and a long time contributor to R in both finance and data management. He introduced quantmod and xts in 2007, and co-founded the successful R/Finance conference, held annually since 2009. Over the years he's watched how time series went from an esoteric topic to the hottest thing in databases. He thinks this increased focus is only getting started. He's a bit opinionated, and enjoys building simple but powerful tools that can stand the test of time. Jeff is currently working on what he believes is be the next big step in time series management.

Pizza (https://bit.ly/pizzapoll) begins at 6:30, the talk starts at 7, then after we head to the local bar.

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