I really need to find hot (and sexy) topics

50 days ago (here), I was supposed to be very optimistic about the probability that I could reach a million viewed pages on that blog (over a bit more than two years). Unfortunately, the wind has changed and today, the probability is quite low…

 base=read.table("millionb.csv",sep=";",header=TRUE)
X1=cumsum(base$nombre)
base=read.table("million2b.csv",sep=";",header=TRUE)
X2=cumsum(base$nombre)
X=X1+X2
 D=as.Date(as.character(base$date),"%m/%d/%Y")
kt=which(D==as.Date("01/06/2010","%d/%m/%Y"))
D0=as.Date("08/11/2008","%d/%m/%Y")
D=D0+1:length(X1)
P=rep(NA,(length(X)-kt)+1)
for(h in 0:(length(X)-kt)){
model  <- arima(X[1:(kt+h)],c(7 1,7),method="CSS") 
 forecast <- predict(model,200)
u=max(D[1:kt+h])+1:300
k=which(u==as.Date("01/01/2011","%d/%m/%Y"))
(P[h+1]=1-pnorm(1000000,forecast$pred[k],forecast$se[k]))
}
plot( D[length(D)-length(P)]+1:220,c(P,rep(NA,220-length(P))),
ylab="Probability to reach 1,000,000",xlab="",
type="l",col="red",ylim=c(0,1))
So, I guess my posts on multiple internal rates of return, or Young’s inequality will have to wait next year… I really need to find some more sexy post to attract readers.. Challenge accepted !


6 thoughts on “I really need to find hot (and sexy) topics”

  1. À propos de ce cours sur les modèles statistiques appliquées au climat, est-ce possible d’avoir plus de détail.

    Merci

    REPONSE: c’est ici, http://www.crm.umontreal.ca/Climat11/index.php

    C’est organisé par Jean-François Angers (Montréal), Anne-Catherine Favre (Laval), Luc Perreault (Institut de recherche d’Hydro-Québec) et Richard L. Smith (North Carolina). Que de beaux noms !

  2. Je ne comprends rien aux 3/4 des posts (non qu’ils soient peu clairs mais plutôt du fait que je n’ai pas vraiment le courage d’approfondir) mais j’adore l’esprit du blog.

    Continuez.

    PS : il serait intéressant de montrer le graphique accompagné d’une légende expliquant ce que représentent les courbes pour déterminer le temps de réaction de chacun. Un peu à la manière de ça http://phortail.org/blagues/illusio… .

    REPONSE: pour le graph du haut, tout est expliuqué ici et , quant au graph du bas, j’avoue malheureusement ne pas avoir réussi à obtenir ce genre de courbes en faisant mes études de stats… en tous les cas, merci pour les encouragements !

  3. I also have such a hope and my blog has received over 75% more visitors than last year, however, still far away from your “million project”. Since you are familiar with climate model, finance and econometrics, why not consider test some of climate model to predict quantitative trading strategies performance, in another words, try to apply weather prediction to stock, as I heard weather prediction is harder than stock prediction. Just my 2 cents.

    RESPONSE: actually, I come from the econometric/statistics/finance world… usually I try to adapt financial models to climate series. For instance, a few years ago, with a bright student (David Sibaï, in a paper online here), we used the ACD (autoregressive conditional duration model), introduced by Robert Engle on financial time series, on hydrological series, to understand flood events and their dynamics… But I keep that in mind… Actually, there will be a short (crash) course on statistical models for climate in a month in Montréal, and I will attend it !

  4. It’s always about you isn’t it ? Me, me, me and my million pages 🙂

    RESPONSE: you got it…. this blog is the story of my life ! At least, it is a topic I can legitimately talk about..

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