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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8 views

Follow up tests for ANOVA and Kruskal-Wallis in MATLAB

For my non-parametric data I am using a Kruskal-Wallis test and for parametric an ANOVA test. In the MATLAB documentation it just says to use 'multcompare(stats)' function as a follow up which gives ...
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7 views

How to use Artificial Bee Colony to optimize the gamma and sigma^2 parameter of LSSVM? [on hold]

I have downloaded an Artificial Bee Colony package from http://yarpiz.com/297/ypea114-artificial-bee-colony and tried to apply it into my work on finding ways optimize the gamma and sigma^2 parameter ...
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0answers
25 views

Implementation of PCA using SVD without creating covariance matrix

So I'm currently taking a Machine Learning course and have correctly submitted my implementation of PCA. I used SVD. Here it is Octave. ...
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0answers
13 views

Write a function computing “exponential average” in MATLAB [on hold]

Write a function called exp_average that computes the “exponentially weighted moving average,” or “exponential average” for short, of a sequence of scalars. The ...
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2answers
56 views

Logistic Regression or Linear Regression

Say I have the following hypothetical scenario: I have a material that I can freely configure, starting with 10 different strength properties. ...
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0answers
4 views

Cross Correlation lag control [on hold]

I am cross correlating two signals: A=1000 elements and B with 3500 elements. I do it with matlab xcorr and it gives me 3500*2-1 elements. In a loop i do it many times. But from xcorr result I am only ...
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0answers
22 views

variance of a mixture in terms of the mean and variance of each component

I am following the MATLAB example to fit a mixture of two normal distribution that you can find here At some point it is defined the inital guess for the standard deviation as: ...
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0answers
31 views

How to compute percent of variance explained in X and Y for each component of a PLSR?

I am not a mathematician and my question is probably trivial but I did not manage to find an answer on the web. I need to compute the percent of variance explained (eigenvalues?) in X and Y for each ...
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0answers
6 views

How to use logic gates with time-series values simulink?

In Simulink, based on the comparison between a constant and a time-varying series, I want to generate another time varying series. But the problem is: when I try to directly compare the two signals ...
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0answers
21 views

Is Logistic Regression Appropriate for this Question?

I am attempting to predict the ranking of NBA teams next season based on the number of games they won this season. To do this, I thought I could use a logistic regression with historical data. As ...
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1answer
45 views

Instruct me about K-Means Clustering

I have been instructed by my supervisor to run K-means in Matlab on my data which is comprised of sensory data observations that pertain to 7 outcomes, which I have labeled using numbers from 0 to 7. ...
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0answers
19 views

MATLAB: How to import a batch of image iteratively in a folder and export processed image iteratively? [migrated]

Here is what I need to do: All images (40,000 of them) are under a file and they are all named "roof_*.jpg"; ...
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0answers
15 views

Innovations algorithm in Matlab [migrated]

This seems like it's supposed to be a simple task but going through the "predict" documentation in Matlab I found this to look unnecessarily complicated so I could be looking in the wrong direction. ...
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0answers
5 views

Matlab : Correct way of determining mean in post-processing of features

I need to post process the feature vectors of N = 1000 images, each of dimension m = 100 converting the real valued features to ...
2
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1answer
78 views

TOO low estimated SVM probability for most of the negative test examples?

I am using LIBSVM (as well as the fitcsvm and fitSVMPosterior of ...
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0answers
32 views

How am I going to understand this bootstrapping?

I already feel like I'm spamming this site! However, after several days of scratching my head and thinking things over, I cannot really answer this myself. I want to get a confidence interval of the ...
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1answer
37 views

Cross validation function from which programming language is more appropriate? [closed]

I'd like to use resample to achieve stable results of an unsupervised algorithm that finds clusters in data. I'll use k-fold cross validation repeated many times but I'm in doubt if I should use R or ...
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0answers
25 views

Why are there three parameters that can change during batch normalization according to MatConvNet implementation?

I was going through the MNIST example that comes with MatConvNet were they attempt to demonstrate how to use the API of their Batch Normalization. However if you take a look at the training file there ...
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0answers
26 views

Forecasting future returns of ARMA-GARCH in Matlab [closed]

I fitted an ARMA-GARCH model to a time series in Matlab. In order to validate the model I would like to shorten the time series, forecast the last values and compare it to the real values. I suppose ...
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0answers
17 views

Is it possible for the forward pass computed by a wrapper to not agree with a hard coded using MatConvNet?

I was implementing a super duper simple network and I wasn't able to have the forward pass match for both the wrapper and the hardcoded version of the network: ...
2
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0answers
35 views

How can I compute statistical significance with cross-validation? [duplicate]

I've done nested cross-validation with 10 outer runs and 10 inner runs to evaluate different classifiers. In the end I average the accuracies of the 10 outer cross-validation runs to get a final ...
2
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1answer
35 views

statistical difference between two linear regression slopes in matlab

I have the following data, which I'm analysing in matlab: ...
1
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0answers
17 views

How can one measure the R-squared of a PLS regression model's Test set in MATLAB?

I was following this tutorial for PLS regression in MATLAB. They show how to choose the number of components for the model, but the yfit that they calculate, refers to the training set of the model if ...
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1answer
39 views

Merge column vectors from the loop in to a single matrix *.mat in matlab [Solved] [closed]

I have an iteration of my algorithm and it gives me a column vector as a result (1899x1 double). I want to form a new matrix composed of these column vectors together sequentially (for example, the ...
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1answer
23 views

How to visualize regression features?

In classification, if I take 2 features and color them according to label, I obtain a plot like this, which gives intuition about the effectiveness of my features. How can I do a similar plot for ...
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2answers
86 views

Speed of prediction: neural network vs. random forest?

I'm currently trying to improve on a classifier. The current method used is a neural network, and the method I've found to be better is a random forest (or even just a single tree). With 40 trees, the ...
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0answers
12 views

Are there online repositories of trained classification models? e.g. Conv-nets

I am quite new to machine learning, and I am curious as to whether other developers publish their trained classifiers (with trained weights) online for others to test out and use. I know there are a ...
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0answers
28 views

Matlab warning “linear inequality constraints active” when fitting ARMA(p,q) - GARCH(1,1)

With Matlab, I specified 9 ARMA(p,q)-GARCH(1,1) models and fitted all of them to monthly return data (I used GARCH(1,1) for every model but changed the ARMA order). Here is a very small example ...
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2answers
57 views

Why would I use any MC technique other than basic sampling

I'm trying to learn sampling techniques. Lots of tutorials say that they are useful when "you can't sample directly from the pdf...." q1) If I have the algebraic form of the pdf can't I always sample ...
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0answers
33 views

How to perform multiclass SVM classification using k-fold cross-validation and SMO with some kernel method in MATLAB?

I have data matrix X.csv file of size nxd, where n are the observations, and d variables. There are c_1,..., c_m classes. Let, Y be the matrix containing the class labels. There is no header row in ...
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0answers
13 views

Critical point in time series and pattern comparison

I have some data from a recent experiment. Two factors, each had 2 levels, resulting in 4 conditions. In each condition there were 12 participants, so 48 participants in total. Each participant ...
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0answers
19 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 ...
1
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1answer
31 views

What is the origin of the rule of thumb for the number of samples needed machine learning?

I've heard that as a rule of thumb, the number of samples needed for a machine learning algorithm to get accurate results is ten times the number of degrees of freedom. For example, classifying an 8x8 ...
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0answers
29 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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0answers
24 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
20 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
22 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
11 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 (...
0
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1answer
56 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. I'...
0
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1answer
40 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: ...
1
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1answer
38 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
141 views

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
21 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 ...
0
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1answer
191 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 (i....
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0answers
24 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 ...
0
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1answer
58 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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4answers
154 views

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 Octavecode: ...
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1answer
30 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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0answers
47 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 ...