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Day: August 17, 2022

Calculating the Hurst Exponent in R

Sang-Heon Lee does some analysis:

Pairs trading literature use the Hurst exponent frequently since it gives an simple and intuitive indicator for the behavior of stock returns. Using S&P 500 returns, let’s learn how to estimate it using R code manually and then use R package conveniently.

Click through for those two examples, as well as a more detailed explanation of the math driving this. H/T R-Bloggers.

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Interpreting Kernel SHAP

Michael Mayer digs into Kernel SHAP:

In their 2017 paper on SHAP, Scott Lundberg and Su-In Lee presented Kernel SHAP, an algorithm to calculate SHAP values for any model with numeric predictions. Compared to Monte-Carlo sampling (e.g. implemented in R package “fastshap”), Kernel SHAP is much more efficient.

I had one problem with Kernel SHAP: I never really understood how it works!

Needless to say, Michael knows Kernel SHAP a lot better now, considering there’s now a kernelshap package for us.

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Migrating Databases between SQL Managed Instances

Etienne Lopes performs a migration:

In this post I’m going to show a very simple way to migrate a database between two SQL Server managed Instances in Azure. I’m not a big fan of bacpac files (although I work with it when necessary) so I’ll use a different approach here. Besides, when creating a bacpac file using SSMS there are some schema validations that occur at the beginning that will abort the bacpac generation for example if the database holds three-part names inside stored procedures. While not supported in SQL Azure DB it is supported in SQL Managed Instances (as are cross-database queries), and it can be quite frustrating to experience this show stopper when using bacpac’s to migrate or copy databases between Managed Instances.

Click through for the demo. And yeah, I’ve run into limiting factors with bacpacs, such as having certificates for encrypting data (even if you back those up separately).

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T-SQL Tuesday 153 Roundup

Kevin Kline musters the troops:

I received a great collection of blog posts in response to T-SQL Tuesday 153 which I kicked off on Tuesday, August 2nd – asking you to write about a conference or event that had a significant event on their life. As one of the small handful of people who attended every PASS Summit from its founding through the pandemic lockdown, I’ve witnessed so many transformational experiences firsthand.

Human beings are social creatures and though we as IT pros like to focus on hard technology skills first and foremost, I think we can all admit that having a great social experience at a conference like the PASS Summit in North America, SQLBits in the UK, or Data Platform Summit in India is at least as important as the technical learning.

Read on for a summary of several posts.

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Backup Jobs and Dropped Databases

Chad Callihan reasons through a use case:

I’m a big fan of Ola Hallengren’s SQL Server maintenance scripts and would recommend that anyone working with SQL Server check them out. They have served me well over the years. As it relates to today’s blog post, maybe too well…

I recently ran into a strange situation with the DatabaseBackup stored procedure that had me scratching my head: a backup job completing successfully for a database that didn’t exist.

Confused? So was I. Let’s take a look at how it happened.

Click through for the scenario.

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Adding an Existing Data Factory to GitHub

Andy Leonard has a three-parter for us. Part 1 shows you how to create a GitHub account and repo:

The unabridged topic of source control with github is beyond the scope of this post. There are a number of ways to accomplish the tasks described in this post and series. I welcome your suggestions in the comments.

This post is written to help Azure Data Factory developers get started using github.

Part 2 connects a Data Factory to the repository:

For the purposes of this demo, accept the defaults for “Publish branch” and “Root folder.” Check the “Import existing resources to repository” checkbox under the “Import existing resource” property, select the main branch in the “Import resource into this branch” property, and then click the “Apply” button:

Part 3 handles changes:

Applying what we’ve configured and learned thus far, let’s put this to work in a code-management workflow.

When it’s time to make a change, first create a new branch. I can hear some of you thinking, “Why, Andy? Why create a new branch?” That’s an excellent question. I am so glad you asked! Think of the new branch as a temporary copy of the current state of my Azure Data Factory. 

This series works from the assumption that you don’t have any real experience with Git (or GitHub) for source control, and maybe not much source control experience at all.

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