I’m taking a sabbatical week over the holidays. This week’s posts will serve as a sort of report of what I got up to the previous day instead of the usual schedule – wish me luck that I achieve even half of what I’d like to.
As I sit here slowly sipping on my tea I realize it may have been an incredibly bad idea to stay up until 8am trying to convince Haskellthat I really honestly don't care about types as much as it seems to.
It's really quite funny how weird a statically typed language feels after many years of dynamic languages. Yes, I know, this is a Numerical and that is a Double, figure it the fuck out man! It's not that difficult! You'd think the hardest part about Haskell would be that it is incredibly strict about the functional programming thing, but no, here I am, having trouble with the most basic of concepts.
But! I prevailed!
I had in my hands a lovely algorithm that can in theory perform rudimentary predictions of how my spending is going to behave in the next few days. During my morning exercise I realized the implementation doesn't actually do what I think it does, but hey, at least I have the algorithm figured out :)
The idea is really quite simple:
- Smoothen data with a rolling average (a 7 day window seems to produce the nicest curve)
- The first unknown data point is simply the expected value (weighed average) of the last few points
- Expand weighed average window to include the new data point
- Calculate next one
- Repeat for as long as it makes sense - the more into the future you go, the more wrong you are
After reading a bunch of papers on data mining time series yesterday I realized that I'm thinking way too much into this. Sure SVM's are the best at predicting financial time series and people have extremely good results with backpropagation neural networks - somehow - but I honestly don't need this complexity. I'm just making a simple tool for myself and it's more important to have some result than the optimal result.
And either way, according to the papers a neural network is only marginally better than the sliding window approach, and even then only when you're dealing with data when far-away points have a lot of impact on the future and/or there is a lot of repetition - none of which happens here.
- Type-System Criteria (tbray.org)
- Sabbatical week day 2: I fail at Octave (swizec.com)
- Learning me a Haskell (swizec.com)
- Non-Sabbatical (ringingtrue.net)
- How to insert a file to an Image datatype in sql2005 (stackoverflow.com)
Learned something new?
Read more Software Engineering Lessons from Production
I write articles with real insight into the career and skills of a modern software engineer. "Raw and honest from the heart!" as one reader described them. Fueled by lessons learned over 20 years of building production code for side-projects, small businesses, and hyper growth startups. Both successful and not.
Subscribe below 👇
Software Engineering Lessons from Production
Join Swizec's Newsletter and get insightful emails 💌 on mindsets, tactics, and technical skills for your career. Real lessons from building production software. No bullshit.
"Man, love your simple writing! Yours is the only newsletter I open and only blog that I give a fuck to read & scroll till the end. And wow always take away lessons with me. Inspiring! And very relatable. 👌"
Senior Mindset Book
Get promoted, earn a bigger salary, work for top companiesLearn more
Have a burning question that you think I can answer? Hit me up on twitter and I'll do my best.
Who am I and who do I help? I'm Swizec Teller and I turn coders into engineers with "Raw and honest from the heart!" writing. No bullshit. Real insights into the career and skills of a modern software engineer.
Want to become a true senior engineer? Take ownership, have autonomy, and be a force multiplier on your team. The Senior Engineer Mindset ebook can help 👉 swizec.com/senior-mindset. These are the shifts in mindset that unlocked my career.
Curious about Serverless and the modern backend? Check out Serverless Handbook, for frontend engineers 👉 ServerlessHandbook.dev
Want to Stop copy pasting D3 examples and create data visualizations of your own? Learn how to build scalable dataviz React components your whole team can understand with React for Data Visualization
Did someone amazing share this letter with you? Wonderful! You can sign up for my weekly letters for software engineers on their path to greatness, here: swizec.com/blog
By the way, just in case no one has told you it yet today: I love and appreciate you for who you are ❤️