A statistical model is a formalization of relationships between variables in the form of mathematical equations. A statistical model describes how one or more random variables are related to one or more random variables. The model is statistical as the variables are not deterministically but ...

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7 views

Time Series forecasting using Kalman Filter (in Matlab) [on hold]

I have searched online for an example of time series forecasting using a Kalman filter. Specifically, I would like to forecast a stock index, e.g. the Dow Jones, using the filter and do this in Matlab....
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20 views

What statistical modeling would allow a more accurate Brexit prediction [on hold]

Bookies and hedge funds both underestimated the support for Brexit (bookies at one point gave the Brexit 7% odds). Some factors such as variance in voter turn out, and variance in the populations ...
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0answers
35 views

How to prove the reliability of a predictive model to executives?

I trained data from 500 devices to predict their performance. Then I applied my trained model to a test data set for another 500 devices and show pretty good prediction results. Now my executives want ...
3
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1answer
83 views

UK Exit EU Poll

Since it is the topic of the day, let's turn it into a statistical question. Preliminary polls are showing 52 to 48 in favor of staying in the EU in terms of vote. However bookies are giving a 80%+ ...
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2answers
58 views

Suggestions for appropriate regression models? [on hold]

The image is like a larger version of the one posted, but not as clear. I am trying to find a model that can fit to that pattern so that I can identify when there is a break in the pattern. I am ...
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8 views

Scaling parameters to lie in unit hypercube — how to understand this notation?

I am attempting to emulate a simulation in a paper I am reading. The model includes two parameters $\theta_1,\theta_2$. These parameters are scaled to lie in the unit hypercube. That is, where the ...
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0answers
10 views

Modeling : How do I learn how a discrete function with some smoothness properties evolves over time?

I have a function f over an equi-spaced grid. The function is somewhat smooth, and I can make it smoother (e.g. by doing some type of nearest neighbor averaging), but it will have several peaks and I ...
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1answer
23 views

Deciding Optimal Cutoff for a Prognostic Index derived from Cox Proportional Hazards

I am planning to develop a prognostic model that would identify a particular group of head neck cancer patients who will do better if chemotherapy is added to standard radiation therapy. The data for ...
3
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0answers
40 views

How does a Biased Interviewer Behave?

Suppose three equally capable candidates are interviewed for a job. One candidate is female, the other two male. The interviewer is biased. What is the probability that the female candidate is ...
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0answers
6 views

Sort or cluster experimental 2D data crossplots with respect to common shape/model

I have a quantity of tabular data, let us say $E=200$ experiments, and $V=20$ variables (all positives). I am trying to find EDA-like dependencies or "correlations" between some of the variables, at ...
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0answers
16 views

Gibbs Sampling for LDA example

Can someone provide an example of 1 (or more) iteration(s) of Gibbs sampling for LDA using real values? I have been searching for a while and I can't seem to find any good examples. Thank you.
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19 views

Compound poisson gamma model and biomass data

I have some biomass data (total count -discrete- of individuals and total dry weight -continuous-) that I would like to model with environmental parameters recorded at different spatial scales (...
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0answers
9 views

Herfindahl–Hirschman index for data accumulation

I'm checking the data accumulation in segments with Herfindahl–Hirschman index, the idea is to get segments with low index. Do you think this is a good way to detect this accumulation? and do you see ...
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0answers
73 views

Using R to create a predictive analysis model [closed]

I'm an intern for a movie studio and my boss has said to use what I know about R and predictive modelling (which is 2 edX courses) and make some sort of predictive model. The data I have available is ...
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0answers
11 views

Are models within 2 deltaDIC of each other considered equivalent?

I think its a rule when using AIC that should the best model be within 2 unit AIC of the second best model, both are considered with equal weight. Does the same rule-of-thumb apply to Deviance ...
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0answers
7 views

Identification in a gaussian two factor model

I am working with a Gaussian two factor model: $$ X_i = \beta_iZ_1+\gamma_iZ_2+\varepsilon_i, \space i = 1,2,...,n $$ where $Z_j\sim N(0,1), \space Z_1 \perp Z_2 $ and $\varepsilon_i\space iid\space ...
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0answers
13 views

study real-world process with an artificial model

I'm building a predictor for a classification problem. Some of the features are categorical, some are continuous, some are sparse, some are not. Unfortunately, the classes are very imbalanced, with ...
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16 views

How to asset bias in data used to update a recommender systems?

I want to study the bias in a recommender systems.So,in each iteration,the recommender systems update the model using the coming data(new ratings) from users.and then, the RS recommend a top N items ...
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6answers
1k views

Variable selection for predictive modeling really needed in 2016?

This question has been asked on CV some yrs ago, it seems worth a repost in light of 1) order of magnitude better computing technology (e.g. parallel computing, HPC etc) and 2) newer techniques, e.g. [...
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27 views

Measuring the effect of weather on retail sales

I'm currently working on modeling this as an ad hoc. Sr mgmt want to know how much of our sales growth during the year can be attributed to weather. I chose to investigate "weather" as temp & ...
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1answer
23 views

Is the likelihood statistic applicable for model selection in machine learning?

Minimising the likelihood ratio statistic is often used as a criterion for model selection in connection with linear and related models and statistics such as as AIC are an extension of this practice, ...
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1answer
20 views

Time Series Modelling[Issue with modelling the residuals]

I am doing the sales forecast. I found the trend and seasonality manually for my time series data. Regressed time series data against the trend and seasonality and found the residuals. The residuals ...
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0answers
25 views

Identifying sequential patterns and deciding which ones are useful

So, basically I have a problem in which I have, over time, the appearance of different features, each feature containing different categories (where categories belonging to the same feature cannot ...
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0answers
21 views

Selection Bias and Controlling Covariates

I am currently performing a retrospective study that is comparing a surgical procedure vs a modified version of the same procedure. There is obvious selection bias because of the selection criteria ...
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0answers
24 views

Why Does Adding Variables to a Model Make it Non-Significant?

I have what I'm assuming to be a basic stats question. I am comparing the survival functions of three study groups (i.e., the "main" IV under investigation) using ...
4
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1answer
61 views

Predictive model developement for logistic regression?

In the statistical courses I've taken, which are mostly introductory, when I have a model I would make hypotesis tests to reduce it to the simplest form and am effectively done. It is my understanding ...
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8 views

Time-varying predictive model for a set of proportions

Suppose there is a casino where people bet on a weekly horse race. On Sunday, the casino publishes the prices for a wager on each horse for the upcoming Saturday's race. Everyone who wagers on the ...
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0answers
22 views

Using ABC package from R cran with a C++ simulator [closed]

I developed a simulator in c++ and I would like to use the R Cran package "ABC" from Csillery et al with that simulator. There seem to be many ways to make the two programs interact, but what would ...
2
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1answer
63 views

Multi-Channel Attribution Models: How to Measure Accuracy?

What methods are there, if any, that measure or approximate the accuracy of attribution models? I'm looking for something purely based in (real) data; preferably something analogous to typical cross ...
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0answers
25 views

My regression shows zero

After running my logit model I had one of the variables showing zero.. When I run the mix I get a zero and a dash when I run the odds ratio. It looks odd to me cos I haven't come across any such ...
1
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0answers
13 views

How to retrain a production classifier that blocks its own positive examples?

I'm looking for help understanding how to re-train a fraud detection classifier that's been deployed to production (where it successfully blocked much, but not all fraud coming into the system). I ...
1
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0answers
23 views

ARIMA model over- or underfitting: compare training and validation performance

I'm doing research using seasonal and nonseasonal ARIMA models. Here's the result of model identification: Based on many sources, Your model is overfitting your training data when you see that ...
0
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1answer
36 views

model overfitting vs applicability

Consider two models I built: Model A I use a Neural Network to build a classification model and get a model that over fits , lets say the FPR in test set in 2 times that in train set. I am ...
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0answers
16 views

Which Algorithm and the Steps to be used for a “Product Brand Classification Problem”

I have a product dataset which contains just 3 fields, product_title, brand_id and category_id (in order). The problem is to identify the brand_id, using the other features (product_title and ...
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0answers
19 views

Can we use cross validation and bootstrapping together?

I would like to estimate the model parameters from n data samples in a training data set. I want to know if I can use bootstrap and cross validation jointly. For instance, I have n data samples. ...
0
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0answers
46 views

Statistical modeling of biomedical data in industry and hospitals: scopes and ways to do so

I hope my questions still follows the guidelines of this community. It's about my job-search. I'd like to know whether and how statistical modeling of biomedical data are in industrial or hospital ...
0
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1answer
37 views

Why L1 Regularization does not work with Calculus Training methods?

I quite understand What is L1 and L2 regularization, but the authors of articles keep saying that: To summarize, L1 regularization sometimes has a nice side effect of pruning out unneeded features ...
0
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0answers
64 views

VAR model selection, auto-correlation specification issues

I am encountering the following problems and I don't really know which model a should pick. All model selection criteria indicate that I should take the model with 1 lag. After building the VAR(1)-...
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0answers
25 views

Survival analysis to model waiting times for buses

I need some way to model what is the expected waiting times when someone can take one of a set of buses, with different time/frequency characteristics. Bus 1 - There are 10 buses an hour, but ...
1
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0answers
23 views

Model for count data with different exposure time (some times are terminated by death)

I am looking for most suitable model for count data in the following case: we collect number of patient's visits in a hospital for $t_i$ days ($t_i$ varies across subjects) some patients died ...
0
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2answers
81 views

How to choose between ROC AUC and F1 score?

I recently completed a Kaggle competition in which roc auc score was used as per competition requirement. Before this project, I normally used f1 score as the metric to measure model performance. ...
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0answers
34 views

How to think about the architecture of the Convolutional Neural Network?

Recently, I've started to learn more about CNNs to use them in some computer vision tasks. At the moment, I have roughly good knowledge about different parts of a CNN such as layers, solvers, loss ...
0
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1answer
21 views

model to predict variable evolution

Suppose that I have a set of variables X1 X2 and X3 that explain the evolution of a ...
0
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1answer
59 views

Discretizing Continuous Outcomes: good examples?

My continuous dependent variable has a lot of error in it. Hence, I was thinking of discretizing it, to reduce the error for my modeling effort. But firstly, the main focus of my modeling effort are ...
0
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0answers
19 views

Modeling error in regression

A few weeks ago I posted in this forum about a regression analysis I wanted to run. My outcome was number of organs and they values went from 1-7. Well, as someone pointed out, I could have some bias. ...
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0answers
14 views

How to model this variable?

I'm doing some data prep on a dataset provided by a telecommunication company. There is a continuous variable that indicates how many months have passed since a customer renewed her contract. However, ...
0
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0answers
7 views

Control the composition of scored data based on certain variables

So imagine you had some sample with the following demographic breakdown: Gender: 30% Female 70% Male HHI: 30% Less than 50K/year 50% 50K - 100K 20% More than 100K and you want to build a ...
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0answers
26 views

How to build a model from data with a proper hypothesis

I have a large dataset of items in a store and how they sell. It looks somewhat like this: ...
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0answers
26 views

Categorical mixture model in PyMC2

I am currently trying to implement a simple categorical mixture model in PyMC2. However, I am not able to get it to run after trying some possible solutions. Here is my current attempt: ...
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1answer
24 views

Stationarity Testing on different time series data

For linear regression modeling, I have macroeconomic data that goes from 1985-2016 which i will use as my independent variable. My dependent variable data ranges from 2002-2016. My question is for ...