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Matheus Nogueira

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Matheus Nogueira

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May 24

What Does It Mean to Model a Time Series?

Before learning which model to use, it helps to understand what a model actually is.

What Does It Mean to Model a Time Series?

Matheus Nogueira

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6d ago

Search, Shrink or Compress: Three Ways to Rescue Linear Regression from Too Many Features

Too many features break linear regression. Best subset, ridge, lasso and PCR each fix it by trading a little bias for much less variance.

Search, Shrink or Compress: Three Ways to Rescue Linear Regression from Too Many Features

Matheus Nogueira

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Nov 5

One Recipe, Many Distributions — and How Not to Fool Yourself: GLMs, Cross-Validation and the…

The GLM recipe goes beyond classification. Then: how to estimate test error with cross-validation, and uncertainty with the bootstrap.

One Recipe, Many Distributions — and How Not to Fool Yourself: GLMs, Cross-Validation and the…

Matheus Nogueira

·

Oct 22

Classification Is Not More of the Same: Logistic Regression, Discriminant Analysis, and How to…

The loss classification wants can’t be optimised. This lecture rebuilds it around probabilities and asks how to judge a classifier.

Classification Is Not More of the Same: Logistic Regression, Discriminant Analysis, and How to…

Matheus Nogueira

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Oct 14

When Linear Regression Breaks: Five Ways the Assumptions Fail, and How to Compute β̂ Without…

Every guarantee of least squares rests on assumptions. This lecture asks what happens when real data breaks them, and what to do about it.

When Linear Regression Breaks: Five Ways the Assumptions Fail, and How to Compute β̂ Without…

Matheus Nogueira

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Sep 28

Linear Regression: Least Squares, Inference, and How Far a “Simple” Model Stretches

Linear regression is the one model in the course we can take apart completely — and taking it apart is exactly what makes it stretch…

Linear Regression: Least Squares, Inference, and How Far a “Simple” Model Stretches

Matheus Nogueira

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Sep 9

Foundations of Statistical Learning: From Rules to Data, and What Makes an Estimate Good

Machine learning starts with a single inversion — stop writing the rules, learn them from the answers — and the whole first lecture is the…

Foundations of Statistical Learning: From Rules to Data, and What Makes an Estimate Good

Matheus Nogueira

·

Jun 3

Time Series EDA — a visual exploration of seasonality

Using ten years of Rio de Janeiro temperatures to hunt for daily, weekly, and annual patterns — one chart at a time.

Time Series EDA — a visual exploration of seasonality

Matheus Nogueira

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Oct 6, 2025

Julia for Time Series: ScoreDrivenModels.jl

Time Series Modeling and Forecasting with ScoreDrivenModels in Julia

Julia for Time Series: ScoreDrivenModels.jl

Matheus Nogueira

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Jul 7, 2025

Julia for Time Series: StateSpaceModels.jl

Time Series Modeling and Forecasting with StateSpaceModels in Julia

Julia for Time Series: StateSpaceModels.jl

Matheus Nogueira

Matheus Nogueira

Data Scientist @ Gridify. Computer Engineer & MSc, Operations Research (PUC-Rio). Passionate about studying & teaching ML, statistics, time series & more.

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