# Tagged Questions

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### How to perform proper data mining on time-series data?

I have some daily data from city A, B, C. Values from city A are highly correlated with values from other cities for lag -1,-2,-3 and -4. I want to use Random Forest, SVM and ANN to predict values ...
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### In which Data Stream Mining Algorithms do Damped Windows make sense?

For Data Stream Mining, especially in Document Classification, the most common ML algorithms are Multinomial Naive Bayes, Stochastic Gradient Descent and Ozbag (ADWIN). When looking at their ageing ...
25 views

### Calculate similarity of waiting times of users

Let's say I have waiting times(seconds) of users in web pages. ...
315 views

### Data mining techniques in R for advertising and sales data

I would like to apply one or more data mining techniques to a dataset, in order to see the effect advertising has on sales. I am working from this dataset. It has 36 consecutive entries of monthly ...
28 views

### Literature for prediction models where each training example has a different amount of data?

This could be a machine learning question as much as a statistics question, but I think this is the best place to put the question. Here are three different examples of problems where each ...
51 views

### How to find which time series is trending more?

Let us say I have two sets of time varying series as shown below: ...
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### How to find the most important factors or combination of levels in a finite data set

I’d like to discover which “calendar factors” (e.g. day of the week, month) have the strongest relationship with whether or not a particular product is sold at least once. For days when the product ...
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### Data mining of time series

I have a dataset which consist of n time series variables $X_1$..$X_n$ , and a time serie output $Y$. I would like to mine the data to find if some functions (lagged or not) of the $X_i$ can predict ...
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### Time Period Predictive Modeling

I have been implementing some classification algorithms (Naive Bayes, SVM etc) recently on the iris data sets to get head start into the data science field. I enjoy working on machine learning ...
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### Gather insights from quarterly financial forecast data

I am trying to analyze a quite large (~25,000 rows) dataset of financial forecasts. The forecasts are usually not derived from algorithms, but come from a large number of analysts who forecast the ...
219 views

### Ordinal/continuous vs dummy variable for time series regression/data mining

Let's suppose I have a time series data that I would like to regress $y$ on $x$ and $Time$. See below for the dataset. ...
66 views

### The concept of “average run length” in change point detection

With respect to the change point detection for data stream, there is a concept of "average run length", which is discussed in the CPM package manual: I am not clear why that "average number of ...
183 views

### What to do with my data?

I'm quite new here so please excuse me if this isn't a suitable question. I'm developing a site for students to allow them to upload their virtual transcripts (grade report) to our site and allow us ...
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### Comparing Twitter Trends on a Monthly Basis?

I'm trying to compare the frequency of a keyword is mentioned on Twitter in a monthly basis (e.g.: how many times the keyword "MissWorld" appears on September, how many it appears on August, how many ...
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### Finding motif in an on-line (real time) time series

I have a data stream (one integer value per second): 480, 481, 479, 482,... If I show these values in a 2D-diagram, I have something like (for limited values): ...
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### Transform a daily closed values to data of rolling annual returns.

My problem is that : I have the daily closed values of the initial index for DJUSER, MSCI, SP500, SPGSCI from 1 January 1999 to 31 December 2011. I want to transform them in to data of rolling annual ...
128 views

### Features selection by filter methods for multivariate time series

I have a data set in which the samples are multivariate (about 30 variable/features) time series. These samples refer to two classes. I would like to select the variables more relevant to discriminate ...
49 views

### Help with Algorithm Selection

I have asked this on the rapid-miner forum (http://forum.rapid-i.com/) but it can't hurt to get other opinions due to it not being a software-specific question. If this is the wrong section please let ...
120 views

### How to improve forecasting accuracy?

I got some users' history data and generated some sequences of real numbers. The length of each sequence is between 15 and 25. What's more, I do not know whether these sequences have patterns and the ...
198 views

### AIC vs BIC vs MDL

I am trying to learn the difference between the three approaches and their applications. a) As I understand, AIC = -LL+K BIC = -LL+(K*logN)/2 Unless I am ...
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### Datamining and time series forecasting

Could we say time series forecasting is a part of data-mining or it's just a data-mining tool?
621 views

### Time series prediction - what is Autoregressive Tree model ? (Python)

Our problem: model evolution of values of a continuous variable over time. I came through a paper presenting an approach for predicting the next values for a time series. Whereas ARIMA model is more ...
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### Methods for teasing apart the influence of different time series features on a target feature?

Are there any established methods for teasing apart the influence of different time series features on a target feature? To illustrate: The target: Sales volume of kittens. Features: Time of year, ...
213 views

### Modelling longitudinal data

We have longitudinal data on children(n<20) in which we measure different quantities A,B,C,D (like distance walked, time spent in school etc.). These are all continuous variables. We measure these ...
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### What is the difference between emerging and discriminative patterns?

I'm working on a way to make efficient classification on sequential patterns mining algorithms. Looking in the state-of-the-art I found that there is two type of algorithm to address this problem : ...
493 views

### Temporal association rules with arulesSequences with quantities

I am trying to mine product-usage sequences for multiple users of online gaming site. I have found the R package arulesSequences but am not sure how to fit it to my problem. The data format would be ...
553 views

### Clustering of time series

I have a set of almost 1600 time series on 2 years which I want to group into clusters. Do you think this is possible using k-means? Which method do you advice me to use? Is this possible at all using ...
264 views

### Finding the correct data mining approach

(I apologise for being a newb, but I'm a researcher introducing myself to data mining---any help or insight would be greatly appreciated. Also, this isn't technically a homework question, but I've ...
121 views

### Modern and practical methods for forecasting time series cross section data

I have a data array $X$ which is of size $T \times N \times K$, where $T = 1500$, $N = 1500$ and $K = 10$. Physically, the 1st index $1, 2, \ldots, T$ denotes days, while the 2nd index \$1, 2, ...
570 views

### Univariate clustering of time series

I just want to know if its possible to cluster an univariate time series, in order , say, to detect anomalies? and do you have any online version for denstream code, in Matlab? here is the time ...
867 views

### Pre-processing time series data for data mining / predictive modeling input

What are some ways to prepare/pre-process time series data to use the series data as a predictor(s) in a predictive model (classification or regression)? Specifically, what are the methods to be ...
195 views

### Multiple values in a timestamp

I am working with a time series (discrete) that has ideally 1 value per time stamp. In some cases, we are seeing multiples that have a wide range all recorded with the same time stamp. Up to now, we ...
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### Outliers spotting in time series analysis, should I pre-process data or not?

My question builds on a previous post on outlier detection in generic time series, and specifically on the answer provided by the always great Rob H. I work for a small-sized manufacturing company ...
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### Time series digitization

I am looking for a viable method to create an alphabet out of multidimensional time series data. My intention is to use pattern/string matching algorithms (potentially genetic) to find profitable ...
1k views

### Best practices for measuring and avoiding overfitting?

I am developing automated trading systems for the stock market. The big challenge has been overfitting. Can your recommend some resources describing methods for measuring and avoiding overfitting? I ...
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### Determine optimal (recurring) frequency of discrete values

So I'm trying to determine a semi-efficient way to calculate the optimal (recurring) frequency of a set of data. The data only exists at random time periods, but it is assumed that the data set is ...
193 views

### Ways of finding associations in time series

I am trying to develop a logic to identify association between different time series for association mining. I have a lot of series and need to find whether or not the association exists. I figured ...
2k views

### Sliding window validation for time series

I have a broad question about sliding window validation. Specifically, I am looking at using Rapid Miner to predict future values of a financial series using "lagged" values of that series and other ...