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well done #54

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microprediction opened this issue Jul 25, 2020 · 1 comment

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microprediction commented Jul 25, 2020

Just saying hi. This is very nice work indeed. The application of your work at http://dev.microprediction.org/crawling.html may be more than obvious as this is essentially an online CDF estimation contest (or collection of the same). I've put tdigest top of my list at https://github.com/microprediction/microprediction/projects/4 to ensure it is included. This will, by the way, generate plenty of comparative data that might help your research publications. Happy to explain further. See also http://dev.microprediction.org/july.html

Contributor Author

microprediction commented Jul 28, 2020 •

edited

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TDigest is now ALIVE and running ...
https://github.com/microprediction/microprediction/blob/master/crawler_examples/decastyle_cat.py
and appears on the leaderboards under the nom de plume "Decastyle Cat", for example:
http://www.microprediction.org/leaderboard.html
It seems to be improving the fit for
http://dev.microprediction.org/stream_dashboard.html?stream=z1~three_body_y~70&horizon=70
for example, and also the distribution of Ethereum price changes:
http://dev.microprediction.org/stream_dashboard.html?stream=c5_ethereum&horizon=310

GO TDigest

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