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

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6 views

Converting S-Plus Design package to R RMS package

I am inheriting some code from S+ that fits a Cox Proportional Hazard model with imputed data. It then uses the Design package to get predicted values and confidence intervals. ...
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1answer
10 views

MSEP and R2pred for Linear Model

I have two set of data 1-Training (Calibrating) 2-Test. With these datasets, I Fit the model using first dataset. predict using the second dataset x-variables I have to test the closeness of the ...
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7 views

How to shorten the detection time of adaboost algorithm?

I'm working on a license plate detection using OpenCV's adaboost algorithm. However, after training, it shows that the detection takes 3200ms for a single image, where the image size I used is ...
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40 views

Mean of predictive distribution

I observe independent, Poisson-distributed data $ D = \{x_1, ... x_n \} $ with mean parameter $ \mu $. Over $ \mu $ I assume $ Gamma(\alpha_0, \beta_0) $ as a prior (where $ \alpha_0 $ and $ \beta_0 $ ...
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1answer
31 views

I am wondering what model to use [closed]

I am trying to do an analysis of popularity growth, in particular of the rate of growth in play count for artists on an online music streaming service. I want to create a postgresql db filled with ...
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2answers
74 views

How to make prediction in survival analysis using R?

I have fitted a survival model in R which is below. However, I am not sure how to make predictions. I tried predicting the survival probability that a patient whose design matrix is ...
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0answers
8 views

What is the test error, if response in test set is missing?

I am given two data set: one used for train model, and one for prediction. However, there is no response variable in the second data. I was asked to test the model built from the first data on second ...
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0answers
11 views

Selecting probability cutoff when making predictions with glmnet

I am facing a binary classification problem, and am evaluating the predictive performance of a logistic regression model. In my application, I gain nothing from true negatives, lose nothing from ...
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0answers
22 views

SVM predictions of timeseries (forex) data are shifted

I am trying to build timeseries prediction SVM (regression variety) for forex data based on lagged close data. And I am using R. Please see the simple code below and resulting graph, using e1071 ...
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46 views

Predicting an ordered sequence of future events

Please advise on methods and models for prediction of future events sequenced in time based on some previous event history. I need to solve the following problem: Input data: a huge (750 GB) set of ...
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0answers
16 views

Edge prediction from Live Journal data in SNAP

I have downloaded data for the Live Journal graph from SNAP . The dataset looks like this From_Node_Id ->To_Node_Id ...
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1answer
24 views

Outer crossvalidation cycle in caret package (R)?

Could somebody provide a nice example code how to best implement an outer crossvalidation cycle using the caret package in R? The package provides a convenient trainControl() argument to ajust the ...
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0answers
16 views

Neural Networks. General approach to predict nearest future value (recognise incomplete pattern)

I need a general idea (and learn a bit of terminology as well) on how to approach the following problem: I have data coming in real-time but in uniform intervals (1s). each portion can have 1 or ...
3
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37 views

Simple Linear Regression - Prediction Interval and Non-constant variance

I have two questions about a simple linear regression model. I want to use test1 scores to predict test2 scores. I am using R software. x=test1, y=test2, Let's say that both tests are scored from 1 ...
2
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0answers
44 views

Neural Network Predicting Live Market Data (fun project for BTC prediction)

Made it just for fun - not for profit, wrote a neural network application that is predicting output from live data from exchange markets dealing with Bitcoin. Now just to clarify, i am not asking if ...
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13 views

Autoregressive model - predictive power

I have estimated a VAR (vector autoregressive) model on credit growth in STATA. I want to test its predictive power by comparing its estimated credit growth to observed credit growth (correlation ...
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0answers
13 views

Help in determining prediction accuracies over the life of a customer

I have been tasked with determining the accuracy of some data, however my statistical knowledge is weak and I am hoping to be pointed in the proper direction. For a customer, we have a series of ...
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1answer
36 views

An algorithm to predict one of two values based on a linear model

I would like to run by you an algorithm for predicting one of two values from a testing data set, based on a linear model applied to a training set. Please let me know whether this algorithm makes ...
1
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1answer
61 views

Ratio between positive and negative examples in a training problem

When training a 0/1 classifier, what should be the ratio of positive to negative, how to decide the ratio between them based on the classifier I use and the data set under analysis?
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1answer
40 views

Confidence interval for difference between predicted vs actual rates

I would like to generate a confidence interval for predicted vs actual rates. I am auditing my group of anaesthetists (aka anesthesiologists) to see how we compare on a number of potentially ...
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0answers
16 views

Odds of a team winning a sports match given full history

Assumptions: The teams never change The teams don't improve in skill The entire history of each team's performance against some subset of other teams is known For example: I have a long list of ...
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0answers
34 views

Prediction interval in nnetar forecast

I'm trying to use the forecast package version 5.6 for doing forecasts with "nnetar" function, so I noticed that there's no prediction intervals for forecasting points by this function, eg.: 95% LS ...
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0answers
57 views

Multivariate outlier detection for PLS model

I am working with a PLS model (library pls) in R, where I am developing calibration models for NIRS data. I have been using other commercial software before that allowed me to detect outliers based on ...
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1answer
22 views

Why are frequently occurring events difficult to predict?

I can understand this on an intuitive basis, but I'm otherwise not clear on how to think about this more formally. (Alternately, am I wrong that frequently occurring events are difficult to predict?) ...
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1answer
29 views

Can I use this equation for prediction?

I've got a question. Below you see a graph which shows the regression equation between construction activities in the private sector (X axis) in £bn and the total amount of all construction activities ...
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0answers
28 views

cvFit mean predicted error interpretation for nls models

I have been using the cvFit() function of the cvTools library in order to test my models (nls() ones), but I would like to know more precisely what the cvFit() returns to me when it's done. It only ...
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1answer
82 views

Getting to predicted values using cv.glmnet

I'm a little confused by the predict function with a cv.glmnet object. I'm running these two lines: ...
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0answers
8 views

Precision in a multi-label classification when empty set is predicted

As we know, for a test instance, the precision of a prediction is defined as |T intersect P|/|P|, where T is the true set of labels and P the predicted one. Then what is the precision when P is ...
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1answer
13 views

Predictive analysis based on history

Let me first say that I am a CS person and my knowledge about statistics is quite basic. I am trying to see what predictive analysis to use for a problem I am trying to solve. I will try to make my ...
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2answers
33 views

Predict Seasonal Variations

I am developing an application related to pharmaceutical industry. Certain items are sold in significantly higher quantities during specific periods of the year. For example, here in my country, ...
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0answers
16 views

Getting estimates of hospital specific stroke admissions data

I am analysing a small data set on stroke process of care gathered from public sources but don't have access to hospital specific emergency stroke admissions over a period of time data except for ...
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0answers
6 views

given a set of pairs of graphs, build a model that accept a graph and predicts it matching graph

Training Data I have a set of pairs of normally distributed graphs, each with a concrete last sample (maximal X) Question I want to build a model (formula) from the data input: a single graph ...
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0answers
23 views

Predictive Data Model - Is this approach correct?

I’m working on a data science project for a class where I’m trying to develop a model that predicts whether customers will lapse (definition below) in the future based on past data. I have a method ...
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0answers
46 views

Inverse Box-Cox transform in Python

I am using SciPy's boxcox function to perform a Box-Cox transformation on a continuous variable. ...
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0answers
40 views

Certainty estimate for prediction of largest of several converging variables

Problem I want to have an estimate for the certainty which of several (3-4) variables is the variable with the largest value, given some sample values which should eventually converge to different ...
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0answers
31 views

How to use SEM for prediction?

I am working on a structural equation model (SEM). The goal in the model is to model the level of satisfaction with commute to work. I already fit the model to the data I have; however, what I would ...
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0answers
23 views

prediction of variable in the future?

I have some data from sensors in my phone.I have their respective battery levels at each timestamp the sensor readings were recorded in phone.My aim is to be able to predict, lets say that i have ...
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1answer
85 views

Prediction when survey subsets create dramatically smaller Ns

Suppose you want to predict an outcome using a sample whose N is... 10,000 based on most demographic variables 9,000 based on Survey Question 1 3,000 who answered "Yes" to Question 1 and thus were ...
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0answers
12 views

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?
2
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1answer
111 views

Suitable metric for consistency of parametric models

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 ...
2
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2answers
35 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
66 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 ...
2
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2answers
35 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 ...
0
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1answer
36 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 ...
0
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0answers
20 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. ...
1
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1answer
76 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 ...
0
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1answer
30 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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4answers
182 views

Can predictive power be inferred from only in-sample modelling results?

I wonder if one can tell anything about predictive power of a model if model selection and estimation was done using all available data. That is, there was no data left for "out of sample" prediction ...
0
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1answer
28 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 ...
0
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0answers
60 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 ...