MATLAB is a high-level language and interactive programming environment developed by MathWorks. It is the foundation for a number of other tools related to statistical analysis, including Statistics Toolbox, Optimization Toolbox, Curve Fitting Toolbox and Neural Network Toolbox.

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13 views

How we can find trend of time series and turning points?

I want something like this in a time series: Currently I'm using some linear interpolation to find trend and turning points. What other methods can I use to find these turning points in a time ...
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6 views

Get residuals from real data and estimated arima model in matlab [on hold]

I need to estimate ARIMA model parameters and get residuals from the real data and the ARIMA model. Is the infer right function to do that? Currently I am doing this: ...
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11 views

Creating a Radial basis function kernel matrix in matlab

I never used matlab, and I have this code about kernalized locality sensitive functions. I think that the following code is trying to create the kernalized matrix of a RBF kernel function: ...
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12 views

Generalized Method of Moments implementation with QR decomposition and cluster robust SE

I am trying to implement a cluster robust feasible GMM estimator in Matlab. Now the general procedure is as follows: Compute preliminary GMM estimate $\hat\theta_1$ using $\hat{W}_1 =(1/n Z'Z)^{-1}$ ...
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2answers
16 views

Non-linear transformation to increase separability between clusters

I want to do a classification on PC scores. I have a 400 dimensional matrix, e.g. 2000*400 (2000 number of samples and 400 dimensions). I fist apply PCA on it and take it to 3D, i.e. 2000*3. There are ...
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1answer
18 views

Unbalanced sensitivity and specificity with high total accuracy in a binary classification case

I'm using MATLAB R2016a for binary classification (time series prediction) of a financial case. I have a good total accuracy (70~75%) but specificity is about 90% and sensitivity is about 60% and vice ...
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0answers
5 views

Is it possible to test the difference of two regressors in a GLM in matlab?

In matlab, the function fitglm can be used to fit a GLM and test the hypothesis that the weight of a regressor is not zero. However, is it possible to use the result for post hoc multiple comparisons ...
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16 views

Deep neural networks compatible with non Nvidia cards [closed]

I was ready to implement deep learning ideas in Matlab that I discovred it only supports Cuda which is only provided with Nvidia graphic cards. Considering the fact that I already developed training ...
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0answers
18 views

Weighted Logistic Regression In Matlab [closed]

I have used glmfit as a logistic regression model by: ( d = 2) ...
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1answer
43 views

Low performance of SVM (and neural network) in out-of-sample data with high test accuracy of 10-fold cross validation in a financial time series

I'm using SVM and (neural network) for a time series prediction data-set in MATLAB R2016a with 800 samples. Currently I'm using 10-fold cross validation and grid search to find best SVM parameters. ...
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1answer
14 views

auto-encoder for unequal image sizes

I would like to use an autoencoder on my training images. The problem is that each image has different size and Matlab gives me an error: ...
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1answer
30 views

Is the matrix coeff from MATLAB's pca the same as the left singular vectors of the centered data?

Consider the SVD of a centered data matrix: $$ X_{centered} = U \Sigma V^T$$ where a column of $X_{centered}$ is: $$ X_{centered} = x^{(i)} - \frac{1}{N} \sum^N_{n=1} x^{(n)} $$ is the matrix $ U ...
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0answers
133 views
+50

How to extract distribution information from descriptive statistics?

In my thesis, I am trying to perform a Monte Carlo simulation with a set of parameters, where I take a random value from a known distribution to calculate a singe run of the simulation. However, for ...
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0answers
11 views

Best neural network architecture for binary inputs and output (MATLAB)?

My input features are binary (0 and 1) and my output is binary (0 and 1). Currently I'm using patternnet function of MATLAB R2016a with default properties. Any ...
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1answer
48 views

Recurrent Neural Network (LSTM/GRU) in Matlab?

I wish to explore Gated Recurrent Neural Networks (e.g. LSTM) in Matlab. The closest match I could find for this is the layrecnet. The description for this function is very short and not very clear ...
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0answers
19 views

In Matlab 2016 GP Tool Box ,significance of regression loss ?`

I used GP tool Box (Gaussian Process Regression) to predict and trained my model. While making so I found one term called 'regression loss'. I just used this one for my calculation and my regression ...
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1answer
46 views

Trouble from Time series and Support vector regression (Overfitting problem)!

Why I select the SVMR because It has shown its great advantage in small sample learning and do not require stationary process. However, I have trouble doing support vector regression for a month. Even ...
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1answer
85 views
+100

Something wrong with my implementation of the bias/variance diagnostic in polynomial regression

I'm trying to diagnosing bias/variance so I have the below code: ...
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1answer
24 views

Matlab gradient [closed]

In matlab, I must compute the symbolic gradient of a function f(x) with x a vector of dimension 2. For example : ...
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41 views

Differences in GARCH estimation when using R and Matlab?

For my thesis I'm fitting GARCH(1,1) models (standard GARCH, TGARCH and GJRGARCH) to some log returns of financial series using R. Judging from the p-values obtained using robust standard errors, it ...
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1answer
23 views

Support vector regression (LIBSVM) returns out of range outputs when I use out-of-sample data to predict one step ahead (MATLAB)?

I'm using SVR model in MATLAB R2016a using this option: options_z = ['-q -s 3 -t 2 -c ', C_param, ' -p ', epsilon, ' -g ,Kernel_scale]; I'm optimizing SVR ...
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1answer
32 views

In a random forest algorithm, how can one intrepret the importance of each feature?

I am in the process of building a Random Forest algorithm in MATLAB using the TreeBagger function. In the documentation, it returns 3 parameters about the importance of the input features. My ...
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0answers
13 views

Eliminating normal values from a data list

I have such data: The range of data is between 1-350000. When I plot the data within the range 1-1000; I have such a graph. Basically, I want to eliminate the values which are normal, like ...
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1answer
29 views

How does one visualize the self-organizing map of $n$-dimensional data

I have a data set consisting from $7$-dimensional data points. I want to produce a self-organizing map for this data to see how my data is clustered. I have been reading some tutorials from the ...
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0answers
20 views

Mixed-effects model: basic questions

I am trying to implement a mixed-effects regression model in Matlab to see the correlation between self-reported stress levels and some physiological features. Data comes from a longitudinal study so ...
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0answers
8 views

How to assign defined training set, val set and test set for training a Neural net in NNtoolbox?

To find an optimal number of hidden neurons and layers in my code using feedforward net, I use cross validation technique and cvpartition function to split data. Now my aim is to use this split data ...
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1answer
28 views

Initializing Fuzzy C means clustering

I have been performing fuzzy c means clustering using Matlab toolbox for my clustering problem. Unfortunately it leads to unstable performance since the selection of parameter membership (Uij) is ...
3
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2answers
62 views

Completely different results after each cross validation

I'm running some classification algorithms in MATLAB and validating them with a 10-fold cross validation. The problem is that every time I execute the cross validation, it gives a very different ...
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0answers
32 views

Testing dropout implementation

I have implemented dropout but on my particular task it does not seem to give any improvement so I am having a little doubts about the correctness of my implementation. Is there a reliable way to ...
0
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1answer
26 views

Training of Hopfield network in Matlab

I have a matrix 35x5 with -1/1 representing letters (one column one letter). I present the network the matrix as attractors. After, I flip 3 pixels to see if the net is able to recall the correct ...
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0answers
16 views

How to rescale data for multivariate t-pdf?

I try to evaluate the pdf of a multivariate t-distribution in Matlab. Unfortunately the function is only defined for a correlation matrix and not for a covariance matrix. I guess i can rescale the ...
0
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1answer
21 views

HMM toolbox matlab - joint distribution

I would like to use the HMM toolbox from matlab, but in the example of function hmmestimate they use only one variable distribution but I need to use joint distribution since I have multiple emission ...
0
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1answer
33 views

How to implement a multiple regression for AR models (time series)?

Let's say I have the following model: So I have an AR model of order 3, and I want to estimate A1, A2, and A3. I understand how regression normally works for two variables x and y. Also, after ...
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1answer
51 views

Linear hypothesis test on a simple GLM in MATLAB: linhyptest on glmfit?

I have a very simple GLM in MATLAB $$y=\beta_0+\beta_1x_1+\beta_2x_2+\epsilon,$$ which I fit with glmfit. Now I wish to test if $\beta_1=\beta_2$ with linear ...
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0answers
8 views

Calculate mutual information from kernel density estimate

Suppose I have a binary signal that I convolve with a gaussian (in other words, a gaussian with an area of 1 and a width of sigma is centred on every value of 1 in my vector of 1s and 0s). This gives ...
1
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1answer
30 views

Choleski decomposition of the covariance matrix

I have a process described as $r_t = \mu + \Sigma_t^{1/2}z_t$ where $z_t$ is let's say a standard normal distribution residual and $\Sigma_t$ is the conditional covariance matrix. The $t$ stands ...
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0answers
40 views

ADF Test Variation between tseries::adf.test in R and Matlab adftest

I'm having an issue getting the p-values out of the ADF Test to match between the tseries package in R and the output in Matlab. Using the example from the Matlab help located in the help files ...
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0answers
21 views

Reconstruction of projected data with LDA

I am trying to reconstruct data from the projections obtained with LDA. The idea would be to evaluate the reconstruction errors obtained from reduced sets of LDA factors. A similar question was asked ...
1
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1answer
34 views

How to partition leave-one-subject-out (not leave-one-example-out) cross-validation in MATLAB?

I am currently extracting 16 features from 7 samples all of different length. Now I would like to apply the data using multiple classification algorithms with cross validation. I already done this by ...
0
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1answer
65 views

Weighted mean formula for two groups of unequal size

I am very confused with the weighted mean formula. Wikipedia lists the formula as $\bar{x} = \frac{\sum_{i=1}^{n} w_{i}x_{i}}{\sum_{i=1}^{n} w_{i}}$. The article also includes a basic numerical ...
0
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0answers
25 views

Could neural network models be used to model a data-set containing 4 inputs -> time, current, temperature, state of charge and 1 output -> Voltage

I have a battery measurements data-set containing 4 inputs -> time, current, temperature, state of charge and output -> Voltage Although I have mentioned time, the time values vary in sets of ...
1
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0answers
23 views

Calculating eigenvectors for PCA and obtaining a different result from Matlab/EViews

Based on the variance-covariance matrix $$\begin{pmatrix}0.62 & 0.62\\ 0.62 & 0.72\end{pmatrix},$$ I have calculated the following eigenvalues $$λ_1 = 0.0500, \;λ_2 = 1.2840.$$ I then ...
0
votes
1answer
59 views

How to use final svm regression model to predict new values of the dataset

I understand svm_predict function can be used to estimate or predict test output, but the arguments passed are like this svm_estimate = svmpredict(y, X, model); ...
0
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0answers
15 views

Feature importance RF

What is the difference between 'DeltaCriterionDecisionSplit' in the Treebagger function and predictorImportance() function from tree ensemble in matlab? Thanks.
1
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1answer
31 views

Use cross-validation trained models for out-of-sample prediction or train a new model using whole data?

I'm using support vector regression(SVR) model and 5-fold cross validation for price prediction. which one is more appropriate after training models for ...
0
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1answer
42 views

ANFIS with cross-validation?

Can I use cross-validation k-fold for making FIS and optimization it with ANFIS or ANFIS itself has cross-validation? First my data was divided into two group randomly. One for making model and other ...
2
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0answers
20 views

Understanding Probability Density Functions [duplicate]

I am having trouble understanding probability density functions. What exactly is a probability density function? Does it give you the probability of a value occurring? See my MATLAB code below: ...
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0answers
24 views

Calculating distribution minimum and maximum values from known p5/mode/p95 values

I am defining triangular and Beta-Pert distributions in MATLAB to produce random samples for Monte Carlo analysis. This is a trivial task if the minimum, maximum and mode are known using: ...
2
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0answers
44 views

Importance of complicated linear algebra for data scientist

I've already finished Andrew Ng's machine learning course and now working with textbook 'The Elements of Statistical Learning'. I'm successfully implementing equations and concepts described there ...
3
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0answers
17 views

Implementing the Wald Test in PEST Procedure

I'm trying to code a PEST sequence in MATLAB but am unsure about how and when the Wald test is actually implemented. Having read the MATLAB help page for the test, I think my confusion lies with what ...