time series forecasting #1

July 30, 2010
  • marginalization of regression variables and observation as time series
  • time domain vs frequency domain methods for time series analysis
  • spectral analysis of time series – frequency domain modeling – useful in detecting cyclic activity
  • voidbase project – frequency-domain queue analysis
  • case for voidbase vs existing open source complex event processing solutions (Esper/Cayuga) – focus of voidbase is on ease of abstraction of traditional online data sources, simple framework for online algorithm development – and in general more exploratory focus aimed at online portal / search engine market (+ not so mach CEP as just interactive real-time time series econometrics)
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