Prediction is concerned with assessing the probability of unknown values from known values and inferred relationships.

learn more… | top users | synonyms

1
vote
0answers
22 views

Do you need causal models when doing counterfactual predictions?

I am modeling the impact the number of a certain type of company (bottom of pyramid (BOP) companies, ie. companies that cater to the poorest consumers) have on market price. I considered the ...
1
vote
0answers
13 views

How do I produce a set of predictions based on a new set of data using predict in R? [migrated]

I'm struggling to understand how the predict function works and can be used with out of sample data. For instance the following code... ...
0
votes
0answers
34 views

Selecting individuals from a population using a binary classifier

I have a dataset consisting of around 200 individuals, whose outcome is either of state $0$ or $1$. I am able to make binary classifiers and predictors on this set and build ROC-curves for them just ...
0
votes
4answers
97 views

How to form a predictive model in R?

I have two data sets whose structure is like this: DATA SET 1: ...
0
votes
0answers
53 views

How to develop a prediction model based on correlation in R?

I have two sets of data, say sales and profit, and I have calculated the correlation between these two data over different months using R. So currently I have ...
2
votes
1answer
27 views

Predictive Model from Counts Data

I have some data that is the number of times a person visited a doctors office over a course of $5$ years. I want to create a model that would be able to predict the most likely number of counts that ...
0
votes
0answers
20 views

Prediction using Support Vector (SV) method in R

I came to know that using SVM method we can predict the future value more accurately than other normal methods (like ARIMA). My question is how do we give the future index value (let's say 101 when we ...
1
vote
0answers
19 views

Prediction using CRFs for time series data

I have a little confusion about validity of some predictions I am making using a CRF model I have trained. The CRF model is trained on some input time-series, and when making predictions, I am ...
0
votes
1answer
22 views

Survfit function in R to score a new dataset

I have built a cox proportional hazards model in the R survival package. I want to score new data set using this model. I thought the survfit function would doing this using survfit(original model, ...
0
votes
0answers
21 views

How to calculate prediction intervals from a multiple linear regression with simulated future Xs

I am using a multiple linear regression model to generate 80% prediction intervals based on simulations of future X values. While I understand how to calculate prediction intervals typically (such as ...
0
votes
0answers
22 views

How to use coxph for prediction of event?

I fitted a cox model as: cfit <- coxph(Surv(tr$start, tr$end, tr$event1) ~ imp+sec + cluster(tr$compid)) Now i want to get the probability of event1 for the ...
1
vote
1answer
13 views

Predictive models with data that have elements inside them?

I'm getting more experience in building predictive models like trees and random forests, but most of my experience is using data that is basically single observations (rows) with many variables ...
1
vote
1answer
38 views

How to calculate the robust standard error of predicted y from a linear regression model in R?

How can I calculate the robust standard error of the predicted y from a linear regression model in R? Any suggestion is appreciated.
2
votes
1answer
53 views

Predict observation using Hidden Markov Models

I have a sequence of observations e.g. ["Click","Scroll","Hover","Zoom","Select"]. I need to predict the next value of this observation sequence but not the next hidden state. I know that there are ...
0
votes
0answers
21 views

How to apply predict functionality of R in SAS?

do we have any proc or way that we can apply a model built on train dataset to test dataset using the predict function similar to R in SAS?
0
votes
0answers
13 views
0
votes
1answer
24 views

predict category by using K-NN algorithm having text features

I would like to predict the category of the provided data by using K-NN algorithm. Here is an example of the training data set ...
1
vote
1answer
60 views

Cook's Distance

The formula of Cook's distance is $$D_i=\frac{(\hat Y-\hat Y(i))^{\prime}(\hat Y-\hat Y(i))}{p\times MSE}$$ where, $\hat Y$ is the prediction from the full regression model and $\hat Y$ is a ...
0
votes
0answers
46 views

Random Forest: Important variables, Important values

I've been reading up on random forests and have come to a stumbling block in regard to their practical application (an probably fundamental understanding). This problem i in regard to important ...
0
votes
0answers
30 views

Holt Winters Initialization Issue

I am using an additive seasonal Holt-Winters model to compute confidence band of my data. I followed the HW initialization process described by Rob J Hyn­d­man. The confidence band is derived by ...
1
vote
0answers
36 views

Neural networks creates negative output

I am using a simple feedforward neural network in MATLAB to predict the output for inputs in the range [1e-5, 0.3]. (These are the activations of another network.) I am using a sigmoid function for ...
1
vote
0answers
27 views

How to do the prediction of user action?

I have a dataset, which is based of a log.The data is as following: ...
0
votes
0answers
14 views

Actual value falling within prediction interval rather than predicted value falling within actual value range?

I'm trying to predict a price for an item on the website. I'm interested in classifying the prediction as good or bad. There are two approaches that I can think of, and I'm wondering which one is ...
2
votes
1answer
52 views

Conditional expected lifetime in survival analysis

I want to do survival analysis with the Colon Cancer data in survival package: ...
1
vote
0answers
31 views

Prediction model on online game economy

I want to study the economy of an online game. In specific I want to examine if there is a possibility to create a prediction model. I would try to describe the whole concept and I am asking for ...
0
votes
0answers
10 views

Nested factor variable: How to balance the number of observations with number of levels of a factor?

I am building a regression model and I'm having an issue with how to incorporate geographical information into the model as a predictor in the model. I have multiple geographical levels of ...
0
votes
1answer
42 views

Predicting the impact point of a moving object

Suppose we have a moving object (a horizontal projectile motion as one of the most basic examples). Is there any way to predict where it will hit finally? Please note that I'm looking for a machine ...
0
votes
0answers
59 views

Predicting conditional expected lifetime by Cox model in R

I'm using a Cox proportional hazards model, estimate the hazard rate for Levamisole relative to 5-FU, adjusting for Age and Sex. ...
1
vote
0answers
22 views

Predicting the missing data out of three values in each of the two vectors [duplicate]

I have 2 vectors of rural and urban populations of the same country. (years from 1975 to 2020) with only three values (1980, 1990 and 2001 years) in each. And I need to predict the missing data. My ...
0
votes
0answers
30 views

What is the simplest way to classify airplan manuvers?

Suppose we have declared four motion types for air-plane. If we represent each maneuver with a trajectory line, what is the best classification method to retrieve the trajectory pattern with a similar ...
1
vote
1answer
89 views

What econometric model to forecast a seasonal commodity demand while incorporating exogenous Information?

I have a monthly commodity demand and try to forecast this series for the next 5 years. Here is a plot: Of course, the natural approach to forecast this seasonality would be some kind exponential ...
0
votes
0answers
11 views

How to restore market making algorithm?

I need your advice to know how to restore certain market maker algorithm based on historical data. I have dataset with limit order book information at discrete time periods. For every time moment it ...
0
votes
1answer
45 views

Differentiate two corelated variables

I am working on a prediction problem. I have a programming background and a small statistics one. If I have two dependent variables and one independent one, how do I work out if the two are ...
2
votes
0answers
27 views

Calculate prediction errors of binary model: What's a good way?

I am totally new to statistics, so this may be obvious, but I don't get it. Basicly, I fit a special kind of tree-model to a subset of data (one half), and now I want to cross-validate my model ...
1
vote
0answers
24 views

Constructing Counterfactuals and Estimating Prevalence

I'm a social scientist working on a research project where I try to estimate the prevalence of lying in responding to a certain sensitive question. The way I estimate it is to rely on a ...
0
votes
0answers
44 views

Analyzing neuralnet functions in R

The 'neuralnet' package in R allows us to use neural network algorithm with backpropagation. I want to use the function for prediction. I saw a tutorial on neuralnet in which predictions on the iris ...
-2
votes
1answer
68 views

Little help with prediction [closed]

I have energy consumption data from a device for the past two weeks. I have to predict energy consumption of this device for another week. I am not sure how to forecast this. Does anybody know how ...
5
votes
3answers
239 views

K-fold or hold-out cross validation for ridge regression using R

I am working on cross-validation of prediction of my data with 200 subjects and 1000 variables. I am interested ridge regression as number of variables (I want to use) is greater than number of ...
0
votes
0answers
22 views

How do I estimate a prediction interval from a weighted sample?

I have a vector of data with their standard errors: ...
4
votes
0answers
26 views

Better prediction models with polling data?

I've been working on a project on measuring polls' accuracy in complex contexts (more than two candidates) where there are a small number of inaccurate polling data points. I thought it would be the ...
1
vote
0answers
25 views

Stock Returns Covariance Prediction - Number of Principal Components

I am working on the following problem. Given N days of stock returns, I compute the covariance matrix for stocks. I then use Probabilistic PCA to "shrink" the covariance matrix. I am trying different ...
-2
votes
1answer
57 views

Predict y value from glm for a x vector larger than data used in the model [closed]

I have fitted a Poisson regression model using, model <- glm(y ~ x, family = "poisson", data = df) where length of df is 50 ...
0
votes
1answer
11 views

Uncertainty analysis

Here is my situation. I am trying to predict the 'entire' distribution of the dependent variable, not just the mean( or conditional mean). Does it then make sense to seprateley predict quantiles of ...
2
votes
2answers
80 views

mixed model: is it primarily used for prediction or explanation or both?

Inspired by this post on the difference between explaining and predicting. I want to ask is mixed model primarily used to get better explanation (such as, but not limited to, getting better ...
0
votes
1answer
75 views

Need clarity on alpha, beta, gamma optimization in Triple Exponential Smoothing Forecast

I asked a variation of this question, but I want to be more direct. Take the exact same Triple Exponential Smoothing Model (Holt-Winters with a moving level, trend, and seasonal component)--- Would ...
1
vote
0answers
11 views

How to predict success rates using historical data over time

Let's say I have a data set which shows me basketball players: list of their games which contains date, number of shots they took and number of shots they scored. For example: 1.10.1992 Michael ...
4
votes
0answers
123 views

Are world cup predictions testable?

As of today, dozens of soccer world cup predictions exist, some more complex, some more elegant, and most of them predict every nation's "chance" of winning a particular match/ the cup. As I am ...
1
vote
0answers
47 views

Reporting generalized linear model results

I am looking for help phrasing/reporting the results of a Generalized Linear Model. I have received some feedback that my current format is difficult to understand. I have multiple predictor variables ...
0
votes
0answers
18 views

Predicting one time series from another if they are related - algorithm in R

I am new to time series analysis; I am not even sure if this is even a TS problem. I have looked at other TS posts, but I have a hard time to translate the responses to my needs. For now I am hoping ...
0
votes
0answers
26 views

How can I estimate that a customer wont buy again?

I have a history of purchases from different clients and I'm trying to calculate a threshold in days after which the probability of the client making another purchase is below 50% (asumming that this ...