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

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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 ...
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25 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.
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42 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 ...
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18 views

Predicting missing values in data [on hold]

I have a dataset that has some missing values. How can I use basic statistics or mathematics to predict the missing values? Right now, I am considering the value before the missing value and the ...
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15 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?
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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 ...
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50 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 ...
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42 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 ...
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26 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 ...
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26 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 ...
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25 views

How to do the prediction of user action?

I have a dataset, which is based of a log.The data is as following: ...
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12 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 ...
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43 views

Conditional expected lifetime in survival analysis

I want to do survival analysis with the Colon Cancer data in survival package: ...
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25 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 ...
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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 ...
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1answer
41 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 ...
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54 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. ...
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20 views

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

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 ...
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29 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 ...
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1answer
79 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 ...
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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 ...
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1answer
41 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 ...
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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 ...
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22 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 ...
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38 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 ...
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analyzing neturalnet function from R [duplicate]

'neuralnet' package in R allows us to use neural network algorithm with back propagation. I want to use the function for prediction. I saw a tutorial on neuralnet in which iris data was predicted. I ...
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1answer
65 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 ...
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3answers
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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 ...
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How do I estimate a prediction interval from a weighted sample?

I have a vector of data with their standard errors: ...
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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 ...
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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 ...
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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 ...
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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 ...
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2answers
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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 ...
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1answer
54 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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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spatial-location/time-series prediction models

How efficient it is to build predictive model. However, every crime is dependent on three factors: Time, Spatial Location and people behavior. Statistically, we can't measure people behavior (we ...
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186 views

Predictive Models for the Soccer World Cup 2014

The Goldman Sachs model was already discussed here. I wonder whether there are other statistical forecasts publicly available, or even better, models including raw data. Specifically, I thought that ...
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19 views

Longitudinal Monitoring: How to test if a parameter changes before the gold standard

I have some data that I am really uncertain how to analyse. Each subject who all begin as healthy/normal will undergo a series of imaging examinations during therapy: scan 1 (baseline), scan 2, scan ...
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When is best to set the origin (time=0) point in a cox-propotional hazard model change analysis

I would like to know the relationship between change in a variable in the three months after a disease, and survival time. I have change in the variable in the first three months. But I am not sure ...
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32 views

Stata's -margins- shows negative predicting value for count model

I am modeling "Innovation" counts over "HHI" and "squared HHI" with fixed effect poisson model. (My sample is unbalanced, small & wide one.) I am aware of that I can use Stata's -margins- command ...
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3answers
26 views

What are the general strategies in creating a Probabilistic Graphical Model?

While there is lot of theory and probability in the background to understand, I wanted to know if there are any resources/quick pointers on what to consider while modeling a problem using Bayesian ...
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Why are confidence intervals for predicted values so large?

The data for this question can be downloaded with this code: ...
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162 views

Using PC scores or cluster analsis in predictions

I have very big data and low number of observations. So I decided to use PCA to reduce dimension of the data. The following is R example (just an dummy example - for workout): ...
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Predicting count data with ANN

I am trying to model a count dependent variable (0~60) with excessive zeros. The objective is prediction. I've tried some parametric statistical method such as Poisson Regression, Negative-Binomial ...