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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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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18 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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16 views

Matlab: How to implement inverse of determinant of covariance-variance matrix [on hold]

I have asked this Question http://stackoverflow.com/questions/27068927/matlab-variancecovariance-matrix and repeating it here because I am unsure where it will probably get an answer. When solving ...
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5 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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12 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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7 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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9 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
32 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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29 views

Why does my output from an RBM look so noisy? [closed]

I am designing Gaussian Bernoulli restricted Boltzman machine. To train this model, I followed the CD-1 algorithm. To evaluate its performance, I visualized the input and the reconstructed input of ...
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1answer
48 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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13 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
33 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
77 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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23 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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13 views

How does support vector clustering works?? [duplicate]

Please explain the working of support vector clustering in detail. I want to understand how SVM can do clustering. Thanks in advance
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43 views

Incremental SVD Recommendation System

I have the following Octave/Matlab code to compute an SVD-like matrix-decomposition: ...
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26 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
34 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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60 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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17 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
31 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
11 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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51 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
68 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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44 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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23 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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15 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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32 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
44 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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10 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
74 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
36 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 ...
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1answer
46 views

how to superimpose two matlab images rigidly transformed to perform a metrics

i got two MRI images on matlab, i need to perform an intensity based registration similarity metrics in order to get a registration. The problem is that, since i got some rigid transformation on one ...
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24 views

Estimating time-lagged mutual information for two signal samples

This is an attempt to reproduce Moon et al. 1995, and the author's copy can be obtained through here. As a benchmark, we estimate the time-lagged mutual information of a simple sine signal ...
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57 views

Choosing initial transition and emission probabilities while training HMM

A Hidden Markov Model (HMM) is defined by the following parameters: $HMM =(prior, transmat, obsmat)$ Using K Murphy's HMM toolbox [1], I ran a small experiment where I define a set of true ...
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66 views

Where can I find a MATLAB implementation of Convolutional Deep Belief Network?

I have been trying to find a MATLAB implementation of the Convolutional Deep Belief Network. A Google search returned libraries that implement a Convolutional Restricted Boltzmann machine. I am aware ...
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44 views

NARX model to predict future values

I have this problem , where I have to predict a value of a indicator which depends on 270 other predictor variables. I read the time series modelling and prediction on MATLAB , which took the example ...
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19 views

Cross Validation and perfcurv in Matlab

I am trying to use perfcurv in a cross validation code. However at some point all the members of the test dataset are of the same class (0). My problem is a binary classification problem. Therefore ...
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1answer
47 views

Feature selection when bagging trees/random forest

I want to get a better understanding of feature selection and how the number of features affect performance when bagging trees. I am using Matlab's treebagger and I ...
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20 views

multidimensional time series nonlinear parameter estimation

I am trying to fit time series data for performing parameter estimation of a nonlinear multidimensional dynamical model (grey-box). At the moment I'm successfully using MATLAB's ...
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2answers
101 views

K-means clustering in Matlab for feature selection

I am doing feature selection on a cancer data- set which is multidimensional (27803 * 84). I want to try with k-means clustering algorithm in Matlab but how do I decide how many clusters do I want? ...
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1answer
43 views

usage of libsvm-matlab version

Based on the readme file in the libsvm package. The svmpredict matlab version function is used in the following way: ...
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1answer
107 views

How do I use the Hessian matrix for maximum likelihood estimation?

I am trying to teach myself maximum likelihood estimation using the Newton-Raphson method and related iterative methods. I don't understand the link between the hessian, the expected value of the ...
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1answer
71 views

Error bars and coefficient computation on linear regressions in Matlab

I have a handful (~5) of values x I need to plot against a handful of values y (actually, log(x) vs. log(y)), in order to derive a linear equation used to derive an empiric power equation. However, I ...
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19 views
0
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1answer
75 views

How to prepare my data for SVM classifier in matlab

I am new to SVM and Matlab. I would like to have an example how to prepare my data to be as input to the SVM classifer (using libsvm) let us assume that i have a group of words first i have ...
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50 views

Fitting ARIMAX with lagged X variable (Matlab)

This question is divided into two parts. I currently have a Y vector with 364 data points (Y) and an exogenous variable (X) with 364 data point. X is a good predictor for Y that I want to pair up ...
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11 views

Mapping of input and output values for a Multilayer Perceptron

I try to understand Multilayer Perceptrons for function regression. As a starting reference I am using the matlab neuronal network toolbox. There I mentioned that the tool maps the input and output ...
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49 views

Finding transformation function for a distribution that looks like exponential

Suppose that we have two data sets, R and P. R is larger than or equal to ...
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84 views

Matlab: Unable to plot partial autocorrelation plot

For a time series I wanted to plot separately the partial auto correlation. Below is the graph for a time series which shows PACF plot of the time series $x$ which I wanted to reproduce: This ...