0
votes
0answers
19 views

Financial time series model

I have an interesting question that I think has not been asked yet here. I am building an AI that has as goal to predict how wrong a standard based-on-history model is. This is done based on Natural ...
0
votes
0answers
11 views

Is time-delay embedding/attractor reconstruction used in some machine learning algorithm?

I try to model/forecast blood glucose levels from my diabetes diary, so I have to deal with some 5-7 daily measurements of estimated carbohydrates, physical activity, insulin doses and measured blood ...
0
votes
0answers
12 views

How to handle large .csv file in R? [migrated]

I have a large(>100,000) single column floating point time-series data. I want to find structural changes within the data with respect to time( in my case index). In-order to do that, I am using R ...
-1
votes
0answers
42 views

Sales Forecasting using Support Vector Machine

I have sales data for last three years 2011-2013. I want to use Support Vector Machine technique in R to do the predictions. I just wanted to know that the approach that I am using is correct or not? ...
0
votes
0answers
42 views

The best way to solve particular classification problem?

I got training set (time series) of size approximately 2 million precedents {x,y}. Each x is a vector of size 20 and each y is a binary vector of size 10 like {1,0,0,1,1,0,1,1,1,0}. For a new input x ...
0
votes
1answer
16 views

How to use a set attributes of an entity at different time snaps to make predictive analysis?

The problem is to come up with a classifier for any task based on a set of attributes of an entity having different values at different times. For instance think about football players and their match ...
2
votes
1answer
24 views

How to isolate impact of event in a product's lifecycle?

I'm trying to figure out how a single event affects sales numbers of a song. For example, see what the effect of being featured in iTunes store compared to songs with comparable previous download ...
1
vote
0answers
19 views

How to give an input when you are using Machine Learning method in R

I am new to R and machine learning algorithms. I have basic knowledge of different machine learning algorithms. I have four years of daily sales data.I am trying to predict sales using Support Vector ...
2
votes
1answer
42 views

Model for probability of song reaching top 10 ranking, over time?

I'm trying to model the probability of a song reaching Billboards top 10 over time. My data has the columns "Day since release", "If reached top 10". For example, [12,1] means the song hit top 10 on ...
0
votes
0answers
21 views

Statistical Methods for Calculating Vending Machine Refill

Am looking into statics to help support a project I am undertaking. The project scope concerns intelligent replenishment / refill of vending machines. During an onsite service, a technician must ...
0
votes
0answers
19 views

Regression line fit for linearly increasing data with manual reset

I've a linearly increasing time series dataset of a sensor with value ranges between 50 to 150 on which I've implemented a simple linear regression algorithm to fit a regression line, and I'm ...
1
vote
2answers
246 views

Estimate ARMA coefficients through ACF and PACF inspection

I know that this is probably a question that's been asked plenty of times, but i haven't seen an answer that's both accurate and simple. How do you estimate the appropriate forecast model for a time ...
0
votes
0answers
20 views

How to correctly concatenate time series data

I have this shifted time series data. For one set consists of features from week1-5 and labels at week6. Another set features from week2-6 and labels and week7 and so on. I have like four sets of ...
0
votes
1answer
63 views

How do I detect state change in multivariate time series?

I have a multivariate time series . For each row in the data we have the values of inputs and a label for stability (0 or 1 ) . What are the algorithms that can detect the stability for an unlabelled ...
0
votes
0answers
16 views

Correlation between sensors

Background: A home wired with multiple sensors, measuring attributes like temperature, light, motion etc. In addition, a multitude of actuators that can carry out an action like opening a door, ...
0
votes
1answer
93 views

Machine-Learning algorithms for Forecasting

For work, I'm working on an app where you essentially forecast the failure rate of the overall machine through different factors such as the historical failure rates for the components used to build ...
0
votes
0answers
28 views

Supervised classification on different time series

I have 300 files, each file has a time series data with a class label(0 or1) for each data point.I want to build a classifier, which can predict the class of a new time series data. How should I ...
3
votes
1answer
321 views

Choosing the right forecasting technique

I'm currently attempting to forecast visitor data for stores. My dataset includes daily visitor totals of three years. Note that the dataset isn't complete (stores can be closed for a few days, etc). ...
0
votes
0answers
27 views

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 ...
0
votes
0answers
26 views

Calculate similarity of waiting times of users

Let's say I have waiting times(seconds) of users in web pages. ...
0
votes
0answers
40 views

Understanding Maximum Entropy Bootstrap (meboot) algorithm

The Maximum Entropy Bootstrap (meboot) let's you create random realizations of time series. I have tried to make sense of the description of the algorithm in H. D. Vinod's paper 'Maximum entropy ...
0
votes
0answers
32 views

Time series image data classification / video image classification

I am working on classifying video frames into two classes, positive and negative. e.g. if a particular pattern appears in a frame that frame will be classified into positive, otherwise negative. But ...
2
votes
3answers
109 views

Dealing with different time series data in Machine Learning

I am trying to create a stock market model based on fundamental variables for the US economy. I am using R. Some of the variables I am looking to include are: GDP, Unemployment Rate, Initial Claims, ...
0
votes
0answers
30 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 ...
0
votes
1answer
23 views

How to Build a Foresight System?

For a research project, I'm asked to find ways to build an economic foresight system. For example, for the production of cheese. We will have data about the market indicators, like price, demand etc. ...
2
votes
0answers
58 views

Time series prediction where each datapoint has a sequence

I am Computer Science major, and new to stats, so please bear with me and point me to the right direction if what I'm asking is pretty obvious. I have a dataset, where each data point consists of ...
2
votes
2answers
169 views

How to define train and test sets in financial time series for estimating machine learning parameters

After reading some material, I found few options for defining train and test sets: Just splitting with no change. Accumulating/moving window of train set. Leave a relatively small (warming) period ...
0
votes
0answers
63 views

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 ...
0
votes
2answers
119 views

step by step tutorial for newbie

I'm looking to join the field of statistics and more exactly to forecasting. I'm a software developer and I just started playing with R. Can you recommend me some tutorials related to forecasting, ...
0
votes
0answers
45 views

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 ...
2
votes
6answers
213 views

Good references for time series?

I am wondering if anyone has book references for time series. I would like something comparable (in popularity) to the 'ESL' or to 'Machine learning' from Murphy in the machine learning field. Does ...
0
votes
0answers
76 views

Time Series Ahead Prediction in Neural Network, Large Scale Iterative Training

I am having trouble in implementing neural network to predict N points ahead. My only feature is previous time. I used elman recurrent neural network and also newff. In my scenario I need to predict ...
8
votes
2answers
149 views

Coupling time series information from sources with multiple spatial resolutions/scales

I have many satellite raster images available from different sensors. From these, the coarser ones have a very abundant temporal resolution. The medium resolution rasters tend to have less acquisition ...
1
vote
1answer
271 views

Neural network for prediction

I am working on neural networks for a regression problem in R using packages like nnet, caret etc. I have split my data into ...
2
votes
2answers
136 views

How is Hyndman's explanation of proper Time Series Cross Validation different from Leave-One-Out?

Hyndman's great explanation of proper time series CV is at the bottom of the page in the following link: http://robjhyndman.com/hyndsight/crossvalidation/ Leave-One-Out illustration in the following ...
0
votes
1answer
143 views

Modeling time: Probability distribution over time?

I'm trying to model users' posting behavior during a day. Say we have a bunch of users, with the time they post tweets. Now, for each user, I would like to estimate the likelihood of he post a new ...
0
votes
1answer
166 views

How do you do time series cross-validation using python? [closed]

Also, any tutorials/blogs available that you are aware of?
1
vote
1answer
157 views

Time Series Modeling with Lagged Variables

I have a dataset with columns that represent lagged values of predictors. To illustrate with a simple example, suppose we had car sales data for 3 years and the only predictors available were income ...
1
vote
0answers
95 views

Overlap in time series training sets

I have a time series prediction problem where the aim is to forecast the average value of $y_t$ over the next $T$ periods, given all the information available up to point $t$. For example, I want to ...
2
votes
1answer
510 views

Hidden Markov model for event prediction

Question: Is the set-up below a sensible implementation of a Hidden Markov model? I have a data set of 108,000 observations (taken over the course of 100 days) and ...
2
votes
1answer
148 views

How to model time-series data in CRFSuite?

I recently came across the CRFSuite package for CRFs. Though, it is primarily used for NLP applications like POS tagging, i was wondering if I could use it to model time-series data as well? Have any ...
1
vote
0answers
98 views

Search algorithms for time series in machine learning [closed]

Apart from k nearest neighbour and its variants like fast K NN, what are the other search algorithms? I tried googling and reading but I did not get any effective answer. I am aware of binary search, ...
2
votes
1answer
383 views

Time-series machine learning methods and R packages

I am trying to determine how to use machine learning models such as for eg., random Forest with (non-financial) time-series data. Using an example, suppose we wanted to find based on monthly scores ...
0
votes
0answers
119 views

Time series classification

I am classifying a set of time series inputs after creating independent features from every $n$ samples and running machine learning algorithms. I get good accuracy based on many error metrics on the ...
18
votes
2answers
4k views

Using deep learning for time series prediction

I'm new in area of deep learning and for me first step was to read interesting articles from deeplearning.net site. In papers about deep learning, Hinton and others mostly talk about applying it to ...
1
vote
1answer
75 views

Online learning to maximize profit

I have a software which takes input as investment and gives the output as return on a particular stock. Now profit metric $x_i$ is defined as the ratio of return $g_i$ to maximum possible return ...
2
votes
0answers
41 views

Using sequential observations to perform online prediction

I'm trying to perform predictions from a sequence of events. My problem is this: Data collection: Suppose you can continuously observe a person sitting in a library. You take note of every time that ...
3
votes
1answer
192 views

Combine several softmax output probabilities

I would like to combine the outputs of five neural networks, each with a softmax output layer of three classes each. A typical, example output is shown below:- where Figure 1 is the output of model ...
2
votes
1answer
52 views

How to classify data having sub-instance features?

I am trying to use machine learning on some peculiar (at least for me) data. Usually, when I do machine learning I am use to have the data in this format: ...