Dissecting Diophantine Equations

The word Diophantine refers to Diophantus, the third century mathematician from Alexandria. Numbers are the fundamental building blocks of mathematics, so he started thinking about problems for which we need integer solutions. For example, how many horses do we need to achieve a particular task? Even if the exact answer is 15.5, we cannot really … Continue reading Dissecting Diophantine Equations

What Is Long Memory In Time Series Analysis

We encounter time series data very frequently in the real world. Some common examples include real time sensors, surveillance video, stock market, astrophysics, speech recognition, and so on. In order to study time series data, we try to extract various characteristics that tend to define it. One of the most important things to think about … Continue reading What Is Long Memory In Time Series Analysis

Estimating The Predictability Of Time Series Data – Part II

In the previous blog post, we discussed various types of time series data. We understood the concepts of stationarity and shocks. In this blog post, we will continue to discuss how we can estimate the predictability of time series data. People say that future is unpredictable. But that's grossly reductive! What they actually mean to … Continue reading Estimating The Predictability Of Time Series Data – Part II

Estimating The Predictability Of Time Series Data – Part I

Time series data refers to a sequence of measurements made over time. The frequency of these measurements are usually fixed, say once every second or once every hour. We encounter time series data in a variety of scenarios in the real world. Some examples include stock market data, sensor data, speech data, and so on. … Continue reading Estimating The Predictability Of Time Series Data – Part I