Statistical Computing and Event Processing

Introduction

Click the links below to watch a series of short tutorials on how to incorporate complex mathematical analysis, modeling and simulations from MATLAB, R and Python into your real-time event-based applications.

Using MATLAB, R, and Python are just three options for incorporating complex analytics into Spotfire® Streaming. Spotfire® itself provides a number of powerful analytical products including Spotfire®, Spotfire® Data Science, and Spotfire® Enterprise Runtime for R. In particular, the details of using TERR and R with Spotfire® Streaming are quite different, and those wanting an overview of using Spotfire® Streaming with TERR and PMML models might refer to the Introduction to Spotfire® Streaming Analytics in 3 Hours course.

About this Video Series

In this series of seven short video tutorials, Adam Diamant, Quantitative Analyst and Solutions Architect, demonstrates the power of the Spotfire® Streaming platform and its support for complex mathematical computations via a high performance low latency event server, 150+ pre-built connectivity points, and an Eclipse-based rapid application development environment.

By marrying this technology with the leading software in mathematical modeling and statistical analysis (R or MATLAB), you can create a powerful computing engine that can be used for a variety of financial applications including, but not limited to: quantitative risk modeling, fixed income and option pricing, portfolio optimization, time series analysis and filtering, data cleansing, fraud detection, and even market simulation and back testing.

Spotfire® Streaming includes support for complete integration of the MATLAB/R environment into your Eventflow applications and also seamlessly incorporates your existing MATLAB/R scripts.

1. Introducing StreamBase and statistical computing
2. Opening and closing the MATLAB connection
3. Passing data from StreamBase to MATLAB
4. Passing data from MATLAB to StreamBase
5. Evaluating expressions in MATLAB from within StreamBase
6. Evaluating functions in MATLAB from within StreamBase
7. Example integrations

Download MATLAB and R Code Examples

Use your Spotfire® Streaming Studio to download the MATLAB adapter and numerous code examples of how to use MATLAB and R in Spotfire® Streaming. Also within the StreamBase Component Exchange: additional components to kick start your own development of event-based applications.

Within the component exchange there are example components for MATLAB adapter use as well as example applications using MATLAB. In addition, there is an older component that shows the use of R in Spotfire® Streaming. Please note that we recommend the current shipped sample "sample_terr" over the component. To access samples shipped with the product, open studio, click on File and click "Load StreamBase Sample".  Type in "TERR" in the text box to be shown only the TERR sample.