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

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In ensemble predictions, what is reliability diagram?

I have recently heard the term reliability diagram used with regards to the analysis of ensemble predictions. What does it show and how is it calculated?
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8 views

How is RKHS usful in prediction tasks

Before reading about Hilbert spaces I am trying to get an intuition of how they are useful in prediction tasks. Is it as follows - Suppose we are performing a prediction task trying to approximate Y ...
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16 views

Model Consistency Metric

When fitting a parametric model to a data set assuming that our selected model class contains the truth, what performance metric should be used so that parameters converge to the truth as sample size ...
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15 views

How to store multiple predicted values in R [on hold]

I have the below code which is throwing error .I need to store multiple prediction arrays so i'd finally have pred1 ,pred2,...pred99 ...
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2answers
30 views

Can a 1st Order Model capture information that a 2nd Order model can't?

Let's say we have some sequence $y_1 \ldots y_n$. By definition, a 2nd order Markov model can capture more information from the sequence than a first or zeroth order Markov model. What I'm interested ...
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1answer
30 views

Is it possible to get a covariance matrix of fitted values for a GLM model in R?

I would like to get a covariance matrix of fitted probabilities for a logistic regression model in R. I would like to do this because I want to find the variance of the difference between the two ...
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2answers
24 views

Is it possible for a predictor to have low correlation but low rmse as well

I have this strange condition. I have two predictors. One of the predictors has low correlation with the target but less rmse. On the other hand another predictor has high correlation but high rmse as ...
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19 views

Regression/classification, how to accommodate the missing columns of data?

I would like to apply any regression methods, such as the ones available using WEKA libraries (for example, SVMs, NNs, Random Trees,...) . However, I am getting very low results since I am missing the ...
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15 views

Sample size for validating a prediction model

Dear friends: In an earlier pilot study a third- degree polynomial model was built, X = time (days) Y = Moisture loss. I need to validate this model in a larger study with more samples. ...
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11 views

R plm: understand pmodel.response

I need help in understanding the pmodel.response function from the R package plm. So far I have interpreted this as a way to get ...
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1answer
14 views

predict data for new group from gamboost model

Suppose I have the following mboost::gamboost model: gamboost(resp ~ bbs(x1) + bols(x2) + brandom(x3), data = data) Suppose I ...
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1answer
22 views

R- predict payment day (1-31)

I need to predict payment day of the month (1-31) for each client (I have at most 9 month of payments and on average is 5). I have both categorical variables and numerical. I tried to use rpart to do ...
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15 views

Extracting fixed-length feature vectors from variable-length time series

I have a classification problem where I would like to develop a binary classifier to classify between two different types of objects, given a time-series (signal) related to that object. The problem ...
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20 views

Best classifiers for large data sets?

I'm working on a data set that contains electricity consumption data. There will be 2-3 features used. I'm not sure if that is all of the features to be used. Also, it will be a really large data set. ...
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1answer
87 views

Predictive Modelling in R

I am new to R and I am trying to do some predictive modelling on data set which has 16 feature variables and the target value is numeric in R. I am not sure if the steps I am following will help me to ...
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0answers
12 views

Using test data sets in simulation study

I'd like to know the correct way to simulate test data for a simulation study. For simplicity, suppose that I want to test a linear regression model. Chapter 7 of ESL explains that the average test ...
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1answer
14 views

Multiple regression with dependent variables

I have a dataset with 3 variables (X,Y and Z) and I want to find the best estimates for the constants a,b,c & d. I have been looking into multiregression analysis, but that does not seem to work ...
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23 views

Panel data forecasting from Arellano-Bond GMM estimation

I want to come up with predictions of final energy demand per capita (fe) for a panel of countries. Explanatory variables are GDP per capita (gdp) and population density (pop) -- all variables are ...
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1answer
32 views

prediction of polls

Just as an example Scotland has poll to decide whether they need to be independent from UK or not. Here is BBC's summary of different polls: ...
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2answers
42 views

Difference in predicted value using two different methods

Take these two vectors: ...
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41 views

Hierarchical ordinal regression (or ranking) with prediction constraints on clusters?

I am interested in predicting an ordered outcome of 0,1,2 or 3 (0<1<2<3) for individual responses in a bunch of different clusters. In each cluster $i$ of size $n_i$ there is a single 3, 2 ...
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2answers
86 views

Metrics for comparing estimated lists to a 'true' list

I'm wondering what the best ways to compare (possibly ranked) lists when we know what the true ranking is and also the variable that decides the ranking. Say this is the top 10 of a certain list, we ...
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40 views

Can value of predicted probability from logistic model be greater than one?

I derived a multivariate logistic model from my data containing a single binary response and five predictors. I tried to calculate the predicted probabilities of one of the binary predictor ...
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1answer
120 views

Plotting a “posterior median surface”

As part of reproducing a model I described partially in this question on Stack Overflow, I want to obtain a plot of a posterior distribution. The (spatial) model describes the selling price of some ...
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1answer
65 views

Product price prediction - include important external factors

I need some hint over what is the general prediction solution to modelling products prices in such a case: I have several models (types) of the product I want to predict prices for each of these ...
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1answer
48 views

what are the alternative open source tools for PredictionIO?

PredictionIO is good to be enough for content discovery and recommendation but it seems it does not support classification. Then I should use a different tool then Prediction IO for my prediction ...
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1answer
30 views

Classification tips for a begginer

I'm doing a graduation work that involves applying Classification algorithms in a dataset of matches from Dota 2 (a popular MOBA game). Here's an explanation of the problem: Dota 2 matches are played ...
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1answer
41 views

R - ROCR Library - Understanding predict and prediction method

My name is Abhi and I am trying to understand the difference between predict and prediction. I am using the r language and my ide is rstudio. I have created a random forest model (r package ...
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26 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 ...
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37 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 ...
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3answers
130 views

How to form a predictive model in R?

I have two data sets whose structure is like this: DATA SET 1: ...
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62 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 ...
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1answer
30 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 ...
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37 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 ...
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22 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 ...
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1answer
33 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, ...
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31 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 ...
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26 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 ...
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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 ...
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1answer
50 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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1answer
79 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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25 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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16 views
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1answer
27 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 ...
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1answer
90 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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54 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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36 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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45 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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28 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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17 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 ...