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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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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8 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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20 views

Nonlinear square optimization task in matlab [on hold]

let us suppose that we have following task:Find the optimal value of weights so that minimize following equation where var-means variance of given x1 variable, also we have constraint that ...
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1answer
23 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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19 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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7 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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4 views

mvregress matlab — weights [closed]

I have a multivariate linear regression problem. There are 3 responses. Slopes and intercepts are independent. There is only one explanatory variable. I can fit the model just fine. The issue I'm ...
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1answer
18 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 ...
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2answers
53 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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20 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 ...
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1answer
18 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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14 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 ...
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1answer
19 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 ...
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1answer
29 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
41 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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7 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 ...
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1answer
26 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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24 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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19 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 ...
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1answer
23 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 ...
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1answer
62 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 ...
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23 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 ...
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22 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 ...
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1answer
50 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); ...
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15 views

Feature importance RF

What is the difference between 'DeltaCriterionDecisionSplit' in the Treebagger function and predictorImportance() function from tree ensemble in matlab? Thanks.
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1answer
28 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 ...
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30 views

Maximum likelihood estimate custom pdf in matlab [migrated]

I have a custom pdf that has 3 parameters (X,n,k), where X represents the data (vector) and n,k are two scalars. I want to calculate the mle for this custom pdf, so I wrote this in matlab: ...
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1answer
36 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 ...
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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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19 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: ...
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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 ...
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13 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 ...
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1answer
91 views

cross validation and validation( to find RMS error and correlation ) in matlab

Dear Experts; i have text data (sample points are 324) of different climatic parameters. 3rd column of each text file was contained some missing or NaN data. Using Scatter data interpolation in ...
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16 views

goodness of fit using chi2gof probability distribution curves in matlab

We have sample data,that we need to make goodness of fit to find the best fit using chi2gof in Matlab this is the used code: ...
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63 views

Any methods to reduce the execution time taken by support vector regression libsvm algorithm?

I am currently working on dataset with 4 input dimensions and 1 output, in each approximately 7000 values hence overall 7000X5 dataset. I chose to use support vector regression and this takes a long ...
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45 views

Error in Linear Regression Parameters: Using mean measurement vs. all measurements

I have a set of measurements y taken at 17 different values of x, with 50 repeated measurements at each value of x. They follow a simple linear relationship y = mx + c, and I am fitting the parameters ...
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28 views

How to compute the conditional probability distribution with given joint distributions and marginal distribution?

I am trying to compute the conditional distribution p(a|c) with given equation consists of a set of marginal distribution and joint distribution. Variables A,B,C have Markov property A->B->C. $p(a|c) ...
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17 views

Understand Exponential Moving Averages in Matlab

I'm unable to manually replicate the exponential moving average values that I see when using MATLAB's tsmovavg function. There seems to be some ambiguity online ...
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21 views

Calculation of decision boundaries with Perceptron

here i will train perceptron and plot decision boundaries (target is generated so I am sure that it is lineary separable). For sake of the example, there is no bias. ...
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1answer
55 views

Is this model the Lasso model?

The following model is about optimization problem with restrictions, The goal is to find the optimal solution of matrix W. I want to know that is this model the ...
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19 views

Matlab random forest conditional importance measure for highly correlated predictors

I am running a random forest model with the intent of using the variable importance measures as a part of my analysis. I currently need to do the analysis in Matlab. My predictors will certainly be ...
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42 views

Why is it that a larger 'k' value fails to converge but a smaller 'k' converges?

I'm doing clustering via GMM, which is initialized first by k-means. I am using a data matrix that cannot be classified as small by any standards, they are usually of the size ...
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31 views

Student’s T-test

I am currently doing research using Matlab where I am looking at a variable in convective weather (i.e. 200 values of CO2 content) and comparing it to the same variable with a different length in ...
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19 views

How to use the off-diagonal terms of the covariance matrix when calculating confidence intervals?

The nonlinear fitting routine I use is MATLAB's fitnlm and it gives the covariance matrix. How can I take into account the off-diagonal values of this matrix to ...
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22 views

Distance Estimation from Signal Level?

So, I want to learn about machine learning and apply it to my project. I have set of data which includes position of a car and unknown emitter signal level. I have to estimate the distance based on ...
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22 views

Singular matrix in GMM based on variational Bayes computation

I have implemented some codes according to the variational inference here. In the code $W_k$ is computed according to $$ W_k^{-1}=W_0^{-1}+N_kS_k+\frac{\beta_0N_k}{\beta_0+N_k}(\bar x_k-\mu_0)(\bar ...
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19 views

Fitting Neural Network or Radial Basis Function to 2D surface

I am trying to fit both a neural network and radial basis functions to a 2D plot that presents a pronounced peak. However, the neural network is unable to reach the magnitude of the peak, while the ...
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1answer
50 views

K-nearest neighbour imputation of missing values

I have a dataset where the columns correspond to features and the rows correspond to data points. I have around 5'000 data points and 8 features. Now, I would like to impute the missing values with ...
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31 views

The cost value of the cross entropy in the CNN

I am recently encountering problem in the obtained cost function calculated by cross entropy function. The problem is that the value of the cost function doesn't change during the training process. ...
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1answer
27 views

Different Granger causality results in Matlab versus R

I'm trying to test for Granger causality of two data sets A and B. The time series length is 106. First I used Matlab function granger_cause and the results are as ...