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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14 views

Grid search error in LIBSVM while optimizing C and g parameters

I am using libsvm for a one-class classification problem. I am trying to select the ideal C and gamma parameters for different kernels(polynomial, linear and rbf) I am using the suggested matlab code ...
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2answers
40 views

How to perform PCA in Matlab when number of dimensions is larger than number of observations?

I have a data matrix of say, $3000 \times 200$, i.e. I have $3000$-dimensional observations from $200$ subjects. How can I reduce the dimensionality to $1000$ in MATLAB? With bigger numbers, ...
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0answers
16 views

MATLAB curve fitting - least squares method - wrong “fit” using high degrees [migrated]

Anyone here that could help me with the following problem? The following code calculates the best polynomial fit to a given data-set, that is; a polynomial of a specified degree. Unfortunately, ...
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68 views

model development or equation making [on hold]

I have three parameters $a,\ b,\ c$ and resultant $y$ Independently y depends on $a$ as follows. $y = a ^3 + 3 a^2 + 4 a + K $ $a$,$b$ and $c$ varies in coded form here $a$ varies from $-1$ to $+1$ ...
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2 views

Is there a Matlab slicing algorithm for .stl file? [migrated]

I really cannot find it, any idea before i start to implement my own one?
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1answer
29 views

Probabilistic classifier useful for both numeric and nominal features

First, I should say I'm beginner in data mining and use Matlab. I have a huge dataset: approximately 40 millions observation. It consists of 24 features including numeric and nominal values like ...
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1answer
23 views

Cluster Sequences of data with different length

I need to cluster sequences of data that have different length. I am using Matlab and my first question is related to the method. Is KMeans sufficient to achieve this? IN KMeans I have to use the ...
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7 views

Continious to discrete state space modeling

Does anyone has Matlab code to convert continuous state space model to discrete domain symbolically based on parameters.My A matrix has 12x12 symbolic variables and getting exp(A*T) for discrete A is ...
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1answer
21 views

Why does matlab show r squared for non-linear

Inspired by the comments here http://stackoverflow.com/questions/27288483/python-multiple-curve-fitting-models In matlab, why is the R squared value displayed if it is meaningless for non-linear ...
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0answers
9 views

Obtain the Beta of a regression using MLE Matlab

I am trying to find an alternative way around OLS to find the Beta coefficients so that they give me $\epsilon$ My depedent variable (y) is a time series, and my independent variable (x) is just a ...
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0answers
33 views

Naive Bayes Nearest Neighbor (NBNN) implementation problems in MATLAB

I'm currently trying to classify the CIFAR-10 image dataset. I cam across a number of papers praising the the results from a non-parametric approach called Naive Bayes Nearest Neighbors. It uses SIFT ...
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1answer
75 views

Is a neural network the only way to learn input/output relation?

first question here but hopefully you can help. Firstly I'm a web programmer by trade but I've touched a bit of neural networks in my university days. I've got a project to do with predicting the ...
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4 views

Using matlab to fit data with negative binomial distribution under given p? [migrated]

How to use matlab to fit data with negative binomial distribution under given p?
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1answer
55 views

libsvm on MATLAB with rbf kernel: Compute distance from hyperplane

I have a One-Versus-All classification task with 80 different labels. In order to parallelize the problem to take advantage of multiple nodes on a computer cluster, I first trained 80 binary SVM ...
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1answer
16 views

Dealing with overlapping control/patient groups in SPM

Seeing as this question combines statistics, neuroimaging and programming I wasn't sure where to ask it, I apologize if it needs to be moved. I have data from a study where subjects were asked to ...
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0answers
20 views

Gaussian Process Prediction Uncertainty

I am using Gaussian Process Regression to interpolate my input points. I would like to measure the total uncertainty of my prediction thus I sum up the GPR prediction variances at all the testing ...
1
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1answer
11 views

MATLAB: modify arima model coefficients

I want to modify ARIMA model coefficients (MATLAB). I estimated my model using this code: mdl_1 = arima(2, 1, 2); estMdl_1 = estimate(mdl_1, data1'); MATLAB ...
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0answers
7 views

Matlab: Mean and Correlation matrix for time lag time series

Let the stationary time series model $y$ of 1 dimension (1 variable) of order $p>1$ and $t =1,2,..,N$ data points be expressed as, \begin{align} y_t = &c+ h_1y_{t-1} + h_2 y_{t-2}+ \ldots+ h_p ...
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0answers
17 views

Jacobian matrix in neural network

How do you calculate the Jacobian matrix using the results (weights and biases) of a neural network after training? I am working in MATLAB, if anyone has any code suggestions, that would be helpful as ...
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0answers
47 views

In soft-margin SVM, is it guaranteed that some points will lie on the margin?

In soft-margin SVM, once we solve the dual-form optimization problem (using quadratic programming, which is guaranteed to converge on a global optimum because the problem is convex), we get a vector ...
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0answers
8 views

Adding exogenous input to data (to expand ARMAX)

I am facing the following problems: 1) I am trying to add an exogenous input to an existing ARMAX model. I already identified a good fitting model with small MSE for my system. ...
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40 views

lowess: R (& python-statsmodels) vs MATLAB (& biopython)

There seems to be two different interpretations of what LOWESS really means: one from R (also used by python-statsmodels), and one from MATLAB (also used by biopython), see comparison below. Could ...
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10 views

Trouble with horner function in MATLAB [closed]

I have the following homework question: Apply linear least squares with the two models S1(A, B, C) = Ax^2 + Bx + C and S2(A, B, C, D) = Ax^3 + Bx^2 + Cx + D to the data set (0, 4), (1, −1), (2, ...
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1answer
26 views

What does the matlab function anova(mdl) do?

My data have one response and several predictors. These predictors are continous, not categorical. After regression, I wish to decompose the total ss on each predictor. With regard to this, I have ...
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9 views

How to deal with clustered features in classification

Imagine there are three classes of data, labeled A,B and C. I have separated the train set ...
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1answer
32 views

goodness of fit gamma distribution matlab

I have a set of observations obs. If I plot the histogram of the observation I see that they could come from a gamma distribution ...
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1answer
48 views

Multilinear Model with fixed intercept

I would like to fit the following model Y (t) = m (t) + b * t + g * C (t) + N (t) with m (t) to be the long term mean monthly values (remove seasonal component), b ...
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1answer
57 views

Problem on time-series

I am dealing with event data (recorded over a month) which gives out a binary response from a sensor when a door opens or closes - the time is noted at every instant and can also be represented in ...
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1answer
28 views

Have difficulty understanding Matlab's Ridge regression

I am confused by Matlab's documentation of Ridge regression at http://www.mathworks.com/help/stats/ridge-regression.html and couldn't figure it out by myself. On that page, the Introduction to Ridge ...
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1answer
38 views

How we can add new data in training time of neural network without stopping it in MATLAB?

I have a binary classification problem. Now I'm using patternnet in MATLAB R2014b to design a neural network for this problem. ...
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2answers
113 views

Kalman filter, Multivariate gaussian log-likelihood, Newton finite difference

For parameter estimation using Kalman filter technique I have obtained the negative Log-likelihood of mutivariate gaussian. My problem is how to obtain the gradient and hessian from this ...
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0answers
24 views

Significant difference within line set and between two sets of lines

For my research a person has walked on a treadmill which contains two pressure plates: One below the left foot, one below the right. I would like to compare the force in the z (downwards) direction ...
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0answers
66 views

Incremental SVD Recommendation System

I have the following Octave/Matlab code to compute an SVD-like matrix-decomposition: ...
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0answers
35 views

Using reliefF in matlab

I was checking relieff command in Matlab which estimates the Importance of attributes (predictors) using ReliefF algorithm As I am not familiar with the ...
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2answers
48 views

p-value test for comparing classifiers

I have to use p-value test to compare two classifiers. I am getting the error vectors of 2 hypothesis and I am using their difference as an input in ttest function of MATLAB ...
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69 views

How to implement a simple Bayesian Network for Time Series Data?

I'm a computer science grad student, with not much knowledge in Bayesian statistics, so I'm seeking for guidance for the simplest start. I have 10 variables, like demand, price etc. and I want to ...
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0answers
21 views

meanZero error when trying to use GPML gp function to perform regression to predict y

I've trying to learn how to use Gaussian Process for Machine learning (GPML)to do some prediction stuff. My goal is to get the returned output ...
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1answer
38 views

Calculation of Higher-Order Cross-moments

How can I calculate standardized central cross-moments for 2 time-series? The 4th-order standardized central moment, kurtosis, is; ...
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1answer
13 views

Generating Regression For Unknown Beta in Matlab

My professor wants me to generate a regression problem based on the following: B is fixed unknown 100,100 matrix, X is random 100,100 matrix and y and noise are a random scalar for every output. He ...
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0answers
66 views

Stochastic Gradient Descent for Logistic Regression always returns a cost of Inf and weight vector never gets any closer

I am trying to implement a logistic regression solver in MATLAB and i am finding the weights by stochastic gradient descent. I am running into a problem where my data seems to produce an infinite ...
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1answer
86 views

Elegant way to plot a probability density function?

Given a set of samples I would like to draw a nice plot showing their probability. Something like this (notice the vertical bar showing the samples): Or even harder like this (considering a weight ...
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0answers
64 views

How to improve ANN results?

I have a 10 by 57300 matrix as an input, and a 1 by 57300 matrix as an output that only includes 0 and 1.I tried to train neural network with feed-forward back propagation and layer recurrent back ...
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0answers
28 views

How to do optimization using asymmetrical loss functions (LINEX)

Long time Lurker, first time asking. For a research paper, i'm required to optimize some parameters of a certain function using an asymmetrical loss function, specifically LINEX and compare it to the ...
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0answers
18 views

how to run libsvm with histograms?

My train set is array of histograms, each one is 100x5004, as each histogram represent one action, and it contains 100 points. I have train set of array of size 10x(100x5004), and labels set of size ...
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0answers
35 views

Engle Granger Matlab Cointegration

I am struggling in the interpretation of a cointegration test I did on 2 stocks. I would be grateful if you could eventually tell me if I am wrong somewhere. So I am trying to analyse the ...
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0answers
41 views

PCA run on any 4 tenors of interest rate swaps results in identical or exact opposite zscores of the residuals

I'm stumped when I run PCA on 4 tenors on a yield curve, it can be any 4 tenors, any length of data, and it's always the same thing I observe. The z-scores of my residuals are identical to each ...
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2answers
48 views

Coordinate descent on objective function with discontinuous derivative

I'm trying to perform a customized nonlinear regression. I'm using the Linex loss function instead of least-squares. I'm doing LASSO-style regularization, so that my objective function has ...
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0answers
12 views

Cost keeps on increasing in Multinomial logistic regression, instead of reducing

I am trying to implement multinomail logistic regression using gradient descent, following http://ufldl.stanford.edu/wiki/index.php/Softmax_Regression My data set has 7 ratings classes from 1 to 7. ...
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1answer
103 views

Tool form Hierarchical clustering

I'm trying to perform a hierarchical Clustering Analysis in a dataset of 40 attributes and +70,000 records, which is mostly composed by categorical variables. I've used Matlab and RapidMiner to ...
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1answer
54 views

The sum of the kernel density values is not 1?

>> x = [randn(30,1); 5+randn(30,1)]; >> [f,xi] = ksdensity(x); >> sum(f) ans = 5.5376 I ran the ...