Alex Bocharov
Principal Quantum Software Design Engineer †, QuArC, Microsoft
Research
E-mail: alexeib@microsoft.com ; Alexei.Bocharov@microsoft.com
Mail: c/o Microsoft Corp., One Microsoft Way, Redmond WA 98052-6399, USA
† (unofficial title)
My other portrait
© 2003-2006, Ludmila Zamiatina
(This is a two-sided iso-area
mask, made out of single traditional 6” Origami square. One side is my portrait
as a young man – the other side is my portrait now. Published
with a kind permission of my wife Ludmila.)
*Breaking News*: I have joined Quantum Architecture and
Computation Group (QuArC
)
Older News: Time
Series Foundation Beta is public (see below)
I am
passionate about all kinds of mathematical algorithms. My background is in pure
mathematics, but I had been active in mathematical software development and
publishing for more than 10 years before joining Microsoft.
After working
for more than five years on the core Algebra and Calculus features of Mathematica® (http://www.wolfram.com) I went on to work
as a principal contractor developing an algebraic application that has been
subsequently published as firmware for Casio® Algebra FX scientific calculator
and Casio® ClassPad 300.
There is a lot of my code implementing both symbolic
and numeric math running commercially.
My current projects are in the areas of Quantum
compilation, Time Series Analysis and Forecasting, Text Mining
TSF Beta 2.0.6 is now publicly
available as a Microsoft Research download at
http://research.microsoft.com/en-us/projects/tsf/ or directly at http://research.microsoft.com/en-us/downloads/d599b5d2-5a99-4ee5-8c04-c180eb9044d9/
The release
is based on Sho 2.0.6 (see http://research.microsoft.com/en-us/projects/sho/
)
Scott Yih and Chris Meek are my principal collaborators
in the area of Keyword Analysis.
Algorithm and
components coming from our keyword research platform power selected features
and interfaces in these web applications.
Keyword Services Platform (see also Wikipedia:KSP)
Microsoft Dynamics CRM (see also Wikipedia:CRM)
The following
paper on stability of time series forecasting has been presented at Data Mining and Information Engineering 2006 Conference
and published in the Proceedings (“Data Mining VII”, WIT Press, 2006, pp.141 –
150)
Stability Analysis
of Time Series Forecasting with ART Models
Alexei Bocharov, David Chickering,
David Heckerman
In technical terms the cases of long
range forecasting instability are characterized by rapid growth of mean
absolute prediction error with time, which may or may not be accompanied by
significant growth of predicted standard deviation. In practice the cases of
instability where predict StDev stays tame are
especially misleading, since they can furnish unreliable predictions with
little or no visual cues that would characterize them as unreliable. The method
described in the paper is designed to detect and control the long range
forecasting instabilities and to cull the unreliable predictions.
A version of this paper has been reprinted as a part of A Jump Start to SQL Server BI book.
A wealth of
Data Mining news briefs, tutorials, scenarios discussions and tips are being
posted at the ever-expanding http://www.sqlserverdatamining.com.
Computational finance is my newly
found hobby. I’ll start here by making fun of various trading myths in a series
of short essays and papers.
Here is one: "Key Reversal Myth"
Here is another: "Covered Call vs Naked Put
Dilemma"
No, I am not
a “Save the Whales” activist (yet) – I simply like and admire the whales. Some
pictures are available through either of the links below (but prepare for a
40MB download).
Whales/Whales.mht Whales\Whales.ppt © Alex Bocharov, 2004
