Wolfram Live-Coding Series on Quantile Regression workflows

A month or so ago I was invited to make Quantile Regression presentations at the Wolfram Research Twitch channel.

The live-coding sessions

  1. In the first
    live-streaming / live-coding session
    I demonstrated how to make
    Quantile Regression
    workflows using the software monad QRMon
    and some of the underlying software design principles. (Namely
    “monadic programming”.)
  2. In the follow up live-coding session I discussed topics like outliers removal (data cleaning), anomaly detection, and structural breaks.
  3. In the third live-coding session:
    • First, we demonstrate and explain how to do QR-based time series simulations and their applications in Operations Research.
    • Next, we discuss QR in 2D and 3D and a related application.
  4. In the fourth live-coding session we discussed the following the topics.
    • Brief review of previous sessions.
    • Proclaiming the upcoming ResourceFunction["QuantileRegression"].
    • Predict tomorrow from today’s data.
    • Using NLP techniques on time series.
    • Generation of QR workflows with natural language commands.

Notebooks

  • The notebook of the 2nd session is also attached. (I added a “References” section to it.)

Update (2019-11-13)

A few days ago the Wolfram Function Repository entry QuantileRegression was approved. The resource description page has many of the topics discussed in the live-coding sessions on Quantile regression.

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