We have more time series, this month from Jeff Ryan, the creator of the xts & quantmod packages.|
Thank you to the Visiting Nurse Service of New York for hosting us at the Daily Planet (https://bit.ly/2IryeJZ), I mean Daily News, Building
About the Talk:
Time series are everywhere, & fundamentally different than all other data. To effectively work with these series demands highly specialized tools--as dates, times, notation, calendars, time zones, & more must be carefully managed while doing even basic operations like subsetting, merging, aggregating & dealing with missingness. If not handled properly, all of your analysis could be at risk. Specialized tools for time have been part of R since the beginning, but have seen enormous changes over the last decade. In this talk well explore where we started, what we have now & what might be on the horizon. I'll try to show the whole story in code & tell my unique perspective as someone whos been lucky enough to be part of its history--and actively working on crafting its future for R, & beyond.
Jeff Ryan is a practitioner in the quantitative hedge fund space & a long time contributor to R in both finance & data management. He introduced quantmod & xts in 2007, & co-founded the successful R/Finance conference, held annually since 2009. Over the years he's watched how time series went from an esoteric topic to the hottest thing in databases. He thinks this increased focus is only getting started. He's a bit opinionated, & enjoys building simple but powerful tools that can stand the test of time. Jeff is currently working on what he believes is be the next big step in time series management.
Pizza (https://bit.ly/pizzapoll) begins at 6:30, the talk starts at 7, then after we head to the local bar.