diff --git a/.gitignore b/.gitignore index dc5fb57..2c35f34 100644 --- a/.gitignore +++ b/.gitignore @@ -86,4 +86,5 @@ data/* # Ignore html files for now # TODO: Remove later *.html -25_07_phd_defense/index_cache +index_cache +index_files diff --git a/.vscode/settings.json b/.vscode/settings.json index 7dad5ea..25e8c29 100644 --- a/.vscode/settings.json +++ b/.vscode/settings.json @@ -1,8 +1,8 @@ { "files.autoSave": "off", "files.exclude": { - "**/.git": true, - ".git": true + "**/.git": false, + ".git": false }, "todo-tree.tree.hideTreeWhenEmpty": false } \ No newline at end of file diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/_extension.yml b/_extensions/quarto-ext/fontawesome/_extension.yml similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/_extension.yml rename to _extensions/quarto-ext/fontawesome/_extension.yml diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/css/all.css b/_extensions/quarto-ext/fontawesome/assets/css/all.css similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/css/all.css rename to _extensions/quarto-ext/fontawesome/assets/css/all.css diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/css/all.min.css b/_extensions/quarto-ext/fontawesome/assets/css/all.min.css similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/css/all.min.css rename to _extensions/quarto-ext/fontawesome/assets/css/all.min.css diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/css/latex-fontsize.css b/_extensions/quarto-ext/fontawesome/assets/css/latex-fontsize.css similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/css/latex-fontsize.css rename to _extensions/quarto-ext/fontawesome/assets/css/latex-fontsize.css diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-brands-400.ttf b/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-brands-400.ttf similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-brands-400.ttf rename to _extensions/quarto-ext/fontawesome/assets/webfonts/fa-brands-400.ttf diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-brands-400.woff2 b/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-brands-400.woff2 similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-brands-400.woff2 rename to _extensions/quarto-ext/fontawesome/assets/webfonts/fa-brands-400.woff2 diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-regular-400.ttf b/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-regular-400.ttf similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-regular-400.ttf rename to _extensions/quarto-ext/fontawesome/assets/webfonts/fa-regular-400.ttf diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-regular-400.woff2 b/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-regular-400.woff2 similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-regular-400.woff2 rename to _extensions/quarto-ext/fontawesome/assets/webfonts/fa-regular-400.woff2 diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-solid-900.ttf b/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-solid-900.ttf similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-solid-900.ttf rename to _extensions/quarto-ext/fontawesome/assets/webfonts/fa-solid-900.ttf diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-solid-900.woff2 b/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-solid-900.woff2 similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-solid-900.woff2 rename to _extensions/quarto-ext/fontawesome/assets/webfonts/fa-solid-900.woff2 diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-v4compatibility.ttf b/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-v4compatibility.ttf similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-v4compatibility.ttf rename to _extensions/quarto-ext/fontawesome/assets/webfonts/fa-v4compatibility.ttf diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-v4compatibility.woff2 b/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-v4compatibility.woff2 similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/assets/webfonts/fa-v4compatibility.woff2 rename to _extensions/quarto-ext/fontawesome/assets/webfonts/fa-v4compatibility.woff2 diff --git a/25_07_phd_defense/_extensions/quarto-ext/fontawesome/fontawesome.lua b/_extensions/quarto-ext/fontawesome/fontawesome.lua similarity index 100% rename from 25_07_phd_defense/_extensions/quarto-ext/fontawesome/fontawesome.lua rename to _extensions/quarto-ext/fontawesome/fontawesome.lua diff --git a/25_07_phd_defense/app.qmd b/app.qmd similarity index 100% rename from 25_07_phd_defense/app.qmd rename to app.qmd diff --git a/25_07_phd_defense/assets/01_common.R b/assets/01_common.R similarity index 100% rename from 25_07_phd_defense/assets/01_common.R rename to assets/01_common.R diff --git a/25_07_phd_defense/assets/crps_learning/algos_changing.gif b/assets/crps_learning/algos_changing.gif similarity index 100% rename from 25_07_phd_defense/assets/crps_learning/algos_changing.gif rename to assets/crps_learning/algos_changing.gif diff --git a/25_07_phd_defense/assets/crps_learning/algos_constant.gif b/assets/crps_learning/algos_constant.gif similarity index 100% rename from 25_07_phd_defense/assets/crps_learning/algos_constant.gif rename to assets/crps_learning/algos_constant.gif diff --git a/25_07_phd_defense/assets/crps_learning/pre_vs_post.gif b/assets/crps_learning/pre_vs_post.gif similarity index 100% rename from 25_07_phd_defense/assets/crps_learning/pre_vs_post.gif rename to assets/crps_learning/pre_vs_post.gif diff --git a/25_07_phd_defense/assets/crps_learning/pre_vs_post_lambda.gif b/assets/crps_learning/pre_vs_post_lambda.gif similarity index 100% rename from 25_07_phd_defense/assets/crps_learning/pre_vs_post_lambda.gif rename to assets/crps_learning/pre_vs_post_lambda.gif diff --git a/25_07_phd_defense/assets/crps_learning/uneven_grid.gif b/assets/crps_learning/uneven_grid.gif similarity index 100% rename from 25_07_phd_defense/assets/crps_learning/uneven_grid.gif rename to assets/crps_learning/uneven_grid.gif diff --git a/25_07_phd_defense/assets/crps_learning/weights_lambda.gif b/assets/crps_learning/weights_lambda.gif similarity index 100% rename from 25_07_phd_defense/assets/crps_learning/weights_lambda.gif rename to assets/crps_learning/weights_lambda.gif diff --git a/25_07_phd_defense/assets/library.bib b/assets/library.bib similarity index 100% rename from 25_07_phd_defense/assets/library.bib rename to assets/library.bib diff --git a/25_07_phd_defense/assets/logos_combined.xcf b/assets/logos_combined.xcf similarity index 100% rename from 25_07_phd_defense/assets/logos_combined.xcf rename to assets/logos_combined.xcf diff --git a/25_07_phd_defense/assets/make_knots_data.R b/assets/make_knots_data.R similarity index 100% rename from 25_07_phd_defense/assets/make_knots_data.R rename to assets/make_knots_data.R diff --git a/25_07_phd_defense/assets/voldep/crps_classic.Rdata b/assets/voldep/crps_classic.Rdata similarity index 100% rename from 25_07_phd_defense/assets/voldep/crps_classic.Rdata rename to assets/voldep/crps_classic.Rdata diff --git a/25_07_phd_defense/assets/voldep/crps_df.Rdata b/assets/voldep/crps_df.Rdata similarity index 100% rename from 25_07_phd_defense/assets/voldep/crps_df.Rdata rename to assets/voldep/crps_df.Rdata diff --git a/25_07_phd_defense/assets/voldep/energy_classic.Rdata b/assets/voldep/energy_classic.Rdata similarity index 100% rename from 25_07_phd_defense/assets/voldep/energy_classic.Rdata rename to assets/voldep/energy_classic.Rdata diff --git a/25_07_phd_defense/assets/voldep/energy_df.Rdata b/assets/voldep/energy_df.Rdata similarity index 100% rename from 25_07_phd_defense/assets/voldep/energy_df.Rdata rename to assets/voldep/energy_df.Rdata diff --git a/25_07_phd_defense/assets/voldep/plot_quant_df.Rdata b/assets/voldep/plot_quant_df.Rdata similarity index 100% rename from 25_07_phd_defense/assets/voldep/plot_quant_df.Rdata rename to assets/voldep/plot_quant_df.Rdata diff --git a/25_07_phd_defense/assets/voldep/plot_rho_df.Rdata b/assets/voldep/plot_rho_df.Rdata similarity index 100% rename from 25_07_phd_defense/assets/voldep/plot_rho_df.Rdata rename to assets/voldep/plot_rho_df.Rdata diff --git a/25_07_phd_defense/assets/voldep/rmsq_df.Rdata b/assets/voldep/rmsq_df.Rdata similarity index 100% rename from 25_07_phd_defense/assets/voldep/rmsq_df.Rdata rename to assets/voldep/rmsq_df.Rdata diff --git a/25_07_phd_defense/clean.scss b/clean.scss similarity index 100% rename from 25_07_phd_defense/clean.scss rename to clean.scss diff --git a/25_07_phd_defense/custom.scss b/custom.scss similarity index 100% rename from 25_07_phd_defense/custom.scss rename to custom.scss diff --git a/25_07_phd_defense/index.qmd b/index.qmd similarity index 97% rename from 25_07_phd_defense/index.qmd rename to index.qmd index 852eb0d..07c4cf4 100644 --- a/25_07_phd_defense/index.qmd +++ b/index.qmd @@ -10,7 +10,7 @@ affiliations: name: University of Duisburg-Essen, House of Energy, Climate and Finance format: revealjs: - embed-resources: true + embed-resources: false footer: "" logo: assets/logos_combined.png theme: [default, sydney.scss, custom.scss] @@ -808,65 +808,10 @@ We receive the constant solution for high values of $\lambda$ when setting $d=1$ ## The Proposed CRPS-Learning Algorithm -:::: {.columns} +```{r, fig.align="left", echo=FALSE, out.width = "1000px", cache = TRUE} +knitr::include_graphics("assets/crps_learning/algorithm_1.svg") +``` -::: {.column width="48%"} - -**Initialization:** - -Array of expert predicitons: $\widehat{X}_{t,k,p}$ - -Vector of Prediction targets: $Y_t$ - -Starting Weights: $w_0=(w_{0,1},\ldots, w_{0,K})$, - -Penalization parameter: $\lambda\geq 0$ - -B-spline and penalty matrices $B$ and $D$ on $\mathcal{P}= (p_1,\ldots,p_M)$ - -Hat matrix: $$\mathcal{H} = B(B'B+ \lambda D'D)^{-1} B'$$ - -Cumulative Regret: $R_{0,k} = 0$ - -Range parameter: $E_{0,k}=0$ - -::: - -::: {.column width="2%"} - -::: - -::: {.column width="48%"} - -**Core**: - -for(t in 1:T) { for(p in $\mathcal{P}$) { - -     $\widetilde{X}_{t,k}(p) = \sum_{k=1}^K w_{t-1,k,p} \widehat{X}_{t,k}(p)$ .grey[\# Prediction] - -     for(k in 1:K){ - -       $r_{t,k,p} = \text{QL}_p^{\nabla}(\widehat{X}_{t,k}(p),Y_t) - \text{QL}_p^{\nabla}(\widetilde{X}_{t}(p),Y_t)$ - -       $E_{t,k,p} = \max(E_{t-1,k,p}, |r_{t,k,p}|)$ - -       $\eta_{t,k,p}=\min\left(1/2E_{t,k,p}, \sqrt{\log(K)/ \sum_{i=1}^t (r^2_{i, k,p})}\right)$ - -       $R_{t,k,p} = R_{t-1,k,p} + \frac{1}{2} \left( r_{t,k,p} \left( 1+ \eta_{t,k,p} r_{t,k,p} \right) + 2E_{t,k,p} \mathbb{1}(\eta_{t,k,p}r_{t,k,p} > \frac{1}{2}) \right)$ - -       $w_{t,k,p} = \eta_{t,k,p} \exp \left(- \eta_{t,k,p} R_{t,k,p} \right) w_{0,k,p} / \left( \frac{1}{K} \sum_{k = 1}^K \eta_{t,k,p} \exp \left( - \eta_{t,k,p} R_{t,k,p}\right) \right)$ - -   }.grey[\#k]}.grey[\#p] - -   for(k in 1:K){ - -     $w_{t,k} = \mathcal{H} w_{t,k}(\mathcal{P})$ .grey[\# Smoothing] - -} .grey[\#k]} .grey[\#t] - -::: - -:::: ## Simulation Study @@ -3180,9 +3125,12 @@ Accounting for heteroscedasticity or stabilizing the variance via log transforma :::: -## References +## References + +::: {.scrollable} ```{r refs1, echo=FALSE, results="asis"} PrintBibliography(my_bib, .opts = list(style = "text")) ``` +:::: \ No newline at end of file diff --git a/25_07_phd_defense/sydney.scss b/sydney.scss similarity index 100% rename from 25_07_phd_defense/sydney.scss rename to sydney.scss