Interpretable Outlier Detection with Counts Outlier Detector (COD)
Overview of the Counts Outliers Detector (COD)
Recent posts
Applying Einstein’s Principle of Simplicity Across Disciplines
Albert Einstein’s quote, “Everything should be made as simple as possible, but not simpler,” encapsulates a fundamental principle in science and analytics. It emphasizes the importance of simplicity and clarity while cautioning against oversimplification that can lead to loss of essential detail ...
Testing and Evaluating Outlier Detectors Using Doping
Outlier detection presents significant challenges, particularly in evaluating the effectiveness of outlier detection algorithms. Traditional methods of evaluation, such as those used in predictive modeling, are often inapplicable due to the lack of labeled data. This article introduces a method k...
Copula, GARCH, and Other Financial Models
An in-depth look at financial models such as Copula and GARCH, their importance in quantitative analysis, and practical applications with Python.
Understanding Uncertainty in Statistical Estimates: Confidence and Prediction Intervals
Statistical estimates always have some uncertainty. Consider a simple example of modeling house prices based solely on their area using linear regression. A prediction from this model wouldn’t reveal the exact value of a house based on its area, because different houses of the same size can have ...
Disaggregating Energy Consumption: The NILM Algorithms
Non-intrusive load monitoring (NILM) is an advanced technique that disaggregates a building’s total energy consumption into the usage patterns of individual appliances, all without requiring hardware installation on each device. This approach not only offers a cost-effective and scalable solution...
Central Limit Theorems: A Comprehensive Overview
The Central Limit Theorem (CLT) is one of the cornerstone results in probability theory and statistics. It provides a foundational understanding of how the distribution of sums of random variables behaves. At its core, the CLT asserts that under certain conditions, the sum of a large number of ra...
Non-Intrusive Load Monitoring: A Comprehensive Guide
Non-intrusive load monitoring (NILM) is a technique for monitoring energy consumption in buildings without the need for hardware installation on individual appliances. This makes it a cost-effective and scalable solution for increasing energy efficiency and lowering energy consumption. This artic...
Streamlining Your Workflow with Pre-commit Hooks in Python Projects
In the world of software development, maintaining code quality and consistency is crucial. Git hooks, particularly pre-commit hooks, are a powerful tool that can automate and enforce these standards before code is committed to the repository. This article will guide you through the steps to set u...
Common Probability Distributions in Clinical Trials
In statistics, probability distributions are essential for determining the probabilities of various outcomes in an experiment. They provide the mathematical framework to describe how data behaves under different conditions and assumptions. This is particularly important in clinical trials, where ...