0
votes
0answers
3 views

Time Series White Noise Process

Suppose that {at,t=…,-1,0,1,…} is a white-noise process with mean zero, var(at)=0, and cov(at,as)=0 for s≠t. {Yt} is generated by the following AR model (|φ|<1): Yt = φYt-1=at (**) Show that Yt = ...
0
votes
0answers
2 views

How to assess the incremental additive information of a new predictor in a cox model using r?

I want to check whether the addition of the new predictor x3 improves the predictive information of a cox model significantly or not? As far I have: ...
4
votes
1answer
65 views

Sampling technique to estimate how many toxic waste sites are in a country?

I work for an environmental health nonprofit and I have moderate expertise in statistics. We want to estimate the total number of toxic industrial waste sites within a small African country. I would ...
0
votes
0answers
3 views

If I am comparing actual data vs. forecasted data, is the Durbin-Watson statistic useful?

We are comparing our forecast vs actual data from the same time period and was using the mann-whitney test to help provide evidence our samples were not different. Someone challenged us saying the ...
1
vote
0answers
7 views

What are F values of the canonical functions in discriminant analysis?

Recently, I read a paper (Pell et al. 2009) in which the authors use Discriminant Analysis, and I quote: The discriminant analysis produced three significant canonical functions (Function 1, ...
0
votes
0answers
4 views

How to scale data to train RBMs?

I know that when training Bernoulli Restricted Boltzmann Machines with real-valued data, then the input data should be scaled to the interval $[0,1]$ (last section from here). What I understood is ...
0
votes
0answers
15 views

HMM - effect of initial transition and emission probabilities on EM

We define a Hidden Markov Model (HMM) with the following parameters: $HMM =(prior, transmat, obsmat)$ Using K Murphy's HMM toolbox [1], I ran a small experiment where I define a set of true ...
0
votes
0answers
5 views

GBM Bootstrap Prediction Interval Code Error

based on code presented in thread: How to find a GBM Prediction Interval I am trying to apply this to my dataset. Below is my full code, and I am having issues with the bootstrap function. ...
1
vote
4answers
3k views

How to interpret correlations with negative numbers in SPSS

I'm trying to establish a bivariate Pearson correlation between two groups of variables in SPSS, however one of the groups has positive decimal numbers and the other negative decimal numbers. The ...
1
vote
3answers
20 views

About the Bonferroni correction

I have 50 variables in my dataset. I have correlated each variable against each variable, thus I have 50*50 = 1225 unique correlations when no variable is tested against itself. Now, suppose I want to ...
0
votes
0answers
9 views

What is the name of this type of tree / graph / representation?

I have come across a tree like way to organize variables and I wonder if anybody knows the name. A colleague thinks it has a "Japanese sounding name" (sorry by no mean I wish to be derogatory). So ...
0
votes
0answers
7 views

Is it possible to create the data object in Python for SPSS [migrated]

I have a python script that is reading in an XML file into an array (in a CSV format I created). I'd like to be able to use that data directly instead of saving to a file. Is this possible? So it ...
0
votes
0answers
12 views

Markov Chain Absorbing States Query [on hold]

If given the Markov Chain with state space ${0,1,2,3,4,5,6}$ and transition probabilities $p(0,0) = 0.75$, $p(0,1) = 0.25$, $p(1,0) = 0.5$, $p(1,1) = 0.25$, $p(1,2) = 0.25$, $p(6,0) = 0.25$, ...
11
votes
1answer
430 views

What are some well known improvements over textbook MCMC algorithms that people use for bayesian inference?

When I'm coding a Monte Carlo simulation for some problem, and the model is simple enough, I use a very basic textbook Gibbs sampling. When it's not possible to use Gibbs sampling, I code the textbook ...
1
vote
1answer
69 views

SV model estimation in R using tsbugs

I have been trying to estimate the basic stochastic volatility model using OpenBUGS via R and at an stage of the following command. Please can you comment for the ...
1
vote
1answer
9 views

Moderated regression in repeated measures

I recently conducted a study with 4 within-subject conditions, divided over two sessions. My independent variable is degree of emotional eating (as measured by food intake after a negative mood ...
7
votes
4answers
404 views

Is the sum of a number of ordinal variables still ordinal?

I have performed a survey where I have a number of questions which can be answered Strongly Agree, Agree etc. to Strongly Disagree. Some of the questions have been designed to measure the same thing. ...
0
votes
0answers
5 views

Comparing coefficients of linear “ Stochastic Frontier Production and Cost Functions” in R

I am using the function frontier::sfa() in R to obtain the Stochastic Frontier Production and Cost Function as followed: ...
1
vote
1answer
61 views

Link function for log-logistic shared gamma frailty model

I've been asked to replicate a study that models an accelerated failure time survival model with a log-logistic distribution and gamma distributed frailty (a 'log-logistic shared gamma frailty model') ...
0
votes
0answers
5 views

Can a broad confidence interval suggest that the group can be “easily” clustered?

I was thinking that, as far as I could understand, a broad confidence interval seems to suggest that the group of results are not homogeneous. Which means that we could find a cause for this ...
6
votes
4answers
6k views

What is the correct procedure to choose the lag when performing Johansen cointegration test?

When preforming Johansen Cointegration test for 2 time series (the simple case) you need to decide the lag you want to use. Doing the test for different lags return different results: for some lag ...
0
votes
0answers
18 views

Linear regression vs additive modelling, any meaning when linear modelling has higher accuracy?

I have a simple question. Is there any important meaning when non-linear modelling (general additive modelling such as gamm in R) has lower accuracy than linear modelling? some useful plots are ...
1
vote
0answers
74 views

Simulation in time series analysis

I want to forecast tourist arrivals using time series analysis I expected to use data from 2000-2013. But due to the civil war, the behavior of tourist arrivals is rather different after 2008. ...
3
votes
3answers
2k views

Pairwise Mahalanobis distance in R

I'm trying to calculate a Mahalanobis-type pairwise distance matrix in R. I have 33 individuals, each with 10 variables. The idea is to get a distance matrix D, where ...
0
votes
1answer
13 views

Make sense of contrast in general linear model (GLM)?

I understand how to make sense of the design matrix in a general linear model (GLM). Basically, each column of the design matrix describes one condition under which the data are observed. For ...
0
votes
1answer
37 views

Implementation for Co-Clustering

I am looking for existing implementations for co-clustering (aka biclustering). I came up with biclust function available in MATLAB, but still I am wondering if ...
0
votes
1answer
11 views

Maximum likelihood + Kernel Density Estimation

Here my problem. I have a limited data sets of random variables $x: x_1, x_2, ..., x_N$. I can estimate the probability density function of $x$ by mean of Kernel Density Estimation method. (It works ...
-3
votes
0answers
15 views
1
vote
2answers
133 views

How do I estimate P(X>Y) when given estimates for X and Y, for X,Y limited to the interval (0,1)? (Relevant to approximate sorting)

How do I find a reasonable estimate for the probability P(X>Y) when given reasonable estimates of X and Y, where: I know that X and Y can take any values in the interval (0,1). The knowledge of the ...
0
votes
2answers
183 views

Wrong predictions for weekend, but good predictions for weekdays

I have a set of 3 years of daily data. I saw weekly and annual seasonality in the data so I used msts time series and tbats ...
0
votes
0answers
8 views

Bivariate Zero-inflated negative binomial distribution regression?

I have two correlated random variables, for one experiment, the readout look like: For random variable A: ...
0
votes
0answers
10 views

How do you scale percentage intervals based on absolute size?

If you were told the travel time from A to B is 5 minutes, you wouldn't mind if it took between 0 and 10 minutes. So happy within 100% of 5 minutes. If the trip took 5 hours (360min), you wouldn't ...
0
votes
0answers
5 views

Finding association rules / frequent Itemsets - what are the application restrictions

What are the restrictions of application fields in searching for association rules (finding frequent itemsets)? All examples I came across cover topic of 'true' basket-analysis in the sense of using ...
0
votes
2answers
117 views

Set of expected values

I have a doubt, I'd like to calculate a the expected value of a set, let suppose I have a set of n points, every point $x_i$ has a probability $p_i$, the expected value of this set is the sum of all ...
0
votes
1answer
10 views

Ontology and semantic web [on hold]

anyone know from where (Link / website etc.) Can be used to get already build ONTOLOGY (mean in ready to use form ontology) as I am looking for the book ontologies? Thank you
0
votes
0answers
4 views

Mixture of binary or multinary columns in design matrix?

I am designing the design matrix for my general linear model (GLM). Besides the dummy constant column, I wish to have 4 regressors (columns) in my design matrix. They are diagnosis, age, gender, and ...
16
votes
2answers
1k views

Choosing seasonal decomposition method

Seasonal adjustment is a crucial step preprocessing the data for further research. Researcher however has a number of options for trend-cycle-seasonal decomposition. The most common (judging by the ...
0
votes
0answers
12 views

Suppress automatic outputs in Rstudio [on hold]

When i run auto.arima it shows the whole process in the console, which when trying to create a report ends up showing this: http://i.stack.imgur.com/GP58B.png Is there a way to stop this appearing? ...
1
vote
1answer
22 views

How to combine short term and long term time series?

I need to combine two traffic data series which are long term ( with 15 S / 30 S/1 minute interval) and short term( with 2 S/ 3 s) for my research purpose. These two types of data series reflect ...
0
votes
0answers
18 views

What is the next step after acquiring the parameters(means, covar, priors) from GMM via EM

I am comparing the results achieved from clustering via K-means and GMM. For comparison I have accumulated a dataset of images. The training set consists of 359 images. I used SIFT to extract the ...
1
vote
1answer
10 views

Sampling under assumption of log normal distributed data with sample mean and standard deviation

I have the sample mean and the sample standard deviation of income calculated from individual tax data of all citizens in country (let's call this data X). I do not have access to this tax income ...
0
votes
1answer
82 views

data analysis about data clustering by vector correlation distance

I am working on data analysis. Given a group of data vectors, each of them has the same dimension. Each element in a vector is a floating point number. ...
0
votes
0answers
12 views

Keyword clustering and frequency of keyword

Can anyone tell me Is there any relationship between membership of keyword and frequency of keyword ??? ...Both parameter (Membership and frequency) represent same thing about a KEYWORD or both are ...
2
votes
1answer
53 views

Basic Question about the Latent Dirichlet Allocation Generative Model

So Here is the LDA Generative Model The $\alpha$ and $\beta$ nodes represent the parameters for two Dirichlet distributions. The $\theta$ and $\phi$ nodes represent the parameters for two ...
5
votes
1answer
3k views

The input parameters for using latent Dirichlet allocation

When using topic modeling (Latent Dirichlet Allocation), the number of topics is an input parameter that the user need to specify. Looks to me that we should also provide a collection of candidate ...
2
votes
1answer
193 views

Latent Dirichlet Allocation

Nowadays I am trying to understand LDA. I have read a lot but something is missing. For instance, when I have a vector with three different variables (buy order, sell order, volume) respectively: ...
-1
votes
0answers
18 views

LDA (latent dirichlet allocation) [on hold]

Please tell me from where i can get LDA code in java. If code need to be build then please tell me input and output parameter. Thank you
0
votes
0answers
12 views

Hypothesis testing and order statistics

I have the following setup. There is a set $S = \{S_1, \ldots, S_N\}$ of $N$ sensors that are probed for readings (once). Each reading is an independent sample from one of the two distributions $r_i ...
4
votes
1answer
100 views

Gamma regression with weights using glm

Is there anyway to give weights to a gamma regression so that the variance is allowed to be different, dependent on a particular parameter(in this case sampling event)? When I try to run my code : ...
9
votes
3answers
4k views

How to measure/rank “variable importance” when using CART? (specifically using {rpart} from R)

When building a CART model (specifically classification tree) using rpart (in R), it is often interesting to know what is the importance of the various variables introduced to the model. Thus, my ...

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