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Questions tagged [aggregation]

Refers to "lumping together" potentially inhomogeneous groups of data.

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Monthly data vs aggregating weekly data to monthly in linear regression

Let's suppose I have weekly data available for making a forecast using a linear regression model. Let's also assume that the weekly forecasts can be aggregated to monthly ones. Would it make sense to ...
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Correlation of Aggregate Data on a monthly to quarterly basis

I am working with a data set of 42 countries of monthly migration. I want to extract factors using PCA, and find non stationary errors of my model, so I am working in first difference. However there ...
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26 views

How to deal with a potentially multiple categorical variable

I'm building a model that has, as inputs, some categorical variables. I had already dealt with this sort of data before, and applied different techniques as creation of dummy variables and factor ...
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1answer
11 views

Best Way to Aggregate further and Analyze a Data Point that is Already an Average

I want to understand how much time (on average) each Customer Service Agent (CSA) is taking to reply to messages that are sent by a Customer on a single chat. E.g., "Charles took on average, 22s to ...
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52 views

Regressions with different periodicity

I am trying to estimate a regression with variables of different periodicity. The dependent variable is given monthly, whereas most other independent variables are also given monthly, but some are ...
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63 views

Machine-learning using an aggregation function

I am looking for a machine-learning algorithm (ANN, random forest,...) that is able to account for an aggregation function during the learning step. I want to estimate variable Y from variables X1,X2,...
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1answer
31 views

Multiple data points per subject? Aggregation to mean with or without considering subjects

I am currently arguing with someone on how to correctly treat data with multiple observations per subject. More specifically data was gathered from 100 participants 8 times per day for 5 days (...
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33 views

Is it valid to get the average of the corresponding elements of two time series?

Say I have two time series that have the same length within the same time period. I need to replace the two time series with a single time series that explains the variations in both. So what I ...
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26 views

True Mean of an Observation

I have a list of aggregated data with 100 data points. The information I have is the mean and the number of observations used to calculate the mean. Moreover I have the raw data from which the ...
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29 views

Recommended model to analyze relationship with aggregate rate

In order to analyze the relationship between some independent variables and a binary dependent variable, it is standard to use logistic regression, which allows us to model the probability of the ...
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52 views

What is the effect of different goalposts values on MinMax normalization of composite indicators?

I want to compute a synthetic index based on several indicators for one country on a time period. The indicators have different ranges and units. I want to normalize them using a MinMax ...
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1answer
84 views

Aggregation of “tree results” in random forest regression

I would like to know how the results of different decision trees are aggregated (average) in random forest regression. If I have a numeric target variable and 10 predictors, each decision tree is ...
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65 views

How to aggregate histograms for density estimation

Within a very large sensor network, each node does take measurements derived from a fixed number of samples taken at a high frequency from an instrument. The number of measurements send to an ...
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1answer
178 views

Machine Learning model with aggregated data as training

I would like to predict a LABEL: A,B or C using a classification machine learning model. My data to train the model is like: ...
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1answer
51 views

Aggregating Cluster Analysis Results [closed]

I want to write something about cluster analysis. I have started to read something about it and I faced with a concept which is called ''Aggregating''. What does it mean for cluster analysis? Do I ...
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1answer
30 views

Aggregation of overlapping intervals

Hello anyone and everyone, I have a data set of traffic flow data, particularly intensity data. I have the traffic counts per minute as the base data and then I am aggregating them into 3 and 5 ...
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22 views

Combining distributions

I have a ruler and a set of poles $S$. My ruler is not perfect, so a length measurement of one pole yields in fact a sample of a probability distribution (e.g. natural scientists usually find normal ...
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Is there a theoretical justification for the idea that aggregating time series data leads to better forecasts?

In retail demand forecasting, we often resort to aggregating data across product or location hierarchies to obtain more accurate forecasts. I understand the concept intuitively: You have a better ...
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21 views

Difference-in-Differences: y variable as quantity at monthly level

I want to estimate a difference-in differences equation with the following "background story": I have a data set of apartment listings for the months of November 2014-November 2017. Some of the ...
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1answer
331 views

How do I aggregate percentiles from previously aggregated percentiles?

I have previously aggregated data for every 5 minutes with a count of sensors at that location and 5% percentiles of a value of interest: 5th, 10th, ..., 90th, 95th. A sensor can have multiple ...
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43 views

Time Series Data: Unequal Sample sizes

I have a dataset which consists of daily observations over a 3 month period for different variables. The data are aggregated so I do not have access to user level data. The problem is that the ...
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2answers
97 views

Aggregate repeated measures data or model it?

The structure of my data is causing me some trouble because I'd prefer to aggregate it but I'm not sure of the implications. It's from an experiment comparing dwell time. The subjects were randomly ...
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1answer
75 views

Forecasting proportions of aggregations vs direct forecasting

Assume one has to predict the sales of a shop on a daily basis. The sales per day $S(t)$ clearly follow a strong weekly pattern, but also a yearly pattern, a general trend and of course some noise are ...
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1answer
30 views

How to summarize items and still calculate percentiles?

My company wants to track request latencies for the project I'm working on. Specifically, the report I'm building should have the 95th and 99th percentile values of the latencies over all events. ...
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2answers
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Many samples of the same identity for machine learning

This seems to be a simple question, yet I couldn't find a clear answer on the net. I'm using machine learning to classify ill/healthy patients based on their medical record (probably using a Random ...
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1answer
25 views

Feature selection: Should we keep all metrics (like mean. median,..) of a distribution or they make redundant features?

There are many cases in which I don't know which metric I should use to calculate the value of a feature when the value has a distribution for each data point instead of an absolute number. for ...
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32 views

OLS difference between individual level and aggregate level estimates

I am new here, so please accept my apologies if this does not belong here. My question essentially concerns what appears to me a special case of the ecological fallacy. Consider a simple model that ...
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Fuzzy Aggregation

Each observation in the data consists of a binary outcome variable $Y$, a set of labelled measurements $(M_1,L_1), (M_2,L_2)...$ (the set size can vary between observations) where each label is one of ...
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Calculating/Averaging/Aggregating Effect Size Across Multiple Measurements

What is the standard practice for calculating a total effect size (using Cohen's d) across multiple measurements in one study? Do you calculate the effect size for each measurement and then take the ...
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385 views

R mlogit and McFadden R^2 (strange?) value

I was a little bit surprised by the high value of the McFadden R^2 given by the "mlogit" R package for this simple model: f = mFormula(mode ~ log(cost) | 1 | 1) ...
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1answer
29 views

Summarise data with R - other than n counts [closed]

I've got donor segments Donors aged 34 and younger, vs. donors aged 35 and older Donors with a high frequency of donations vs. donors with a low frequency of donations Every row in my data frame ...
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52 views

Is it dangerous to take the mean of ratio measurements?

I'm going through a Computer Architecture course and in one of the lectures they mention that when measuring the difference in runtime performance between two systems, using for example multiple ...
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1answer
716 views

Regularized GLM with aggregated data

I am fitting a poisson GLM to model claim rates. Since I have 1.5m+ records, I have aggregated my data (to improve efficiency). My understanding is that using aggregated data with a poisson GLM will ...
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213 views

Aggregating normalised data

I want to aggregate Google Trends data relating to separate queries that share a thematic category - e.g. "beer" and "wine". I don't care about the relative popularity of the terms - it is more ...
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1answer
43 views

Averaging bang for the buck

I'm building a table/graph to compare multiple video cards according to a given benchmark. The benchmark consists of multiple measurements using games. For each benchmark measurement, I build a ...
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64 views

When is it appropriate to pool trials within subjects for statistical comparisons?

Usually I have small number of subjects (e.g., 4-6 rodents) and I record electrophysiological activity during presentation of a stimulus or performance of a task. A general question that arises when ...
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29 views

Aggregated Means Differ in Regression

I try to run a difference-in-difference model based on single observations which I have to aggregate in order to generate an outcome variable "w.mortf" = mortality. My original data set provides a ...
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2answers
70 views

Privacy through moving averages?

I am considering the following hypothetical situation: I have a time series of data. In general, 'the public' should have access to features of this data. However, making the time series available ...
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1answer
120 views

Linear regression on aggregate and missing data

I have data from a survey with $m$ quantitative questions (rating 0 to 100). There was $n$ participants. I want to apply linear regression to predict $X_m$ based on $X_1,\dots,X_{m-1}$. There are, ...
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1answer
26 views

How to represent multiple data by single value

I have three inputs x1,x2,x3 and to each single input there are three outputs y1, y2, y3. (1) x1 --y1, y2, y3 (2) x2 --y1, y2, y3 (3) x3 --y1, y2, y3 The Whole whole set has to be represented by ...
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1answer
81 views

Is it good statistical practice to include an “aggregated” categorical variable in LM?

I am dealing with a large data set (~100000 observations, roughly 13 variables). Most variables are of categorical nature and are stable across different observations concerning the same individual/...
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2answers
1k views

Weighted Majority Rule

I have to implement a weighted majority vote which is an aggregation technique to generate one final prediction. In fact, several classifiers make local predictions. These are then collected and ...
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59 views

Time series: Getting from monthly to semi-annually data by summing - how to determine the forecast interval? [duplicate]

I have to forecast some monthly timeseries 1.5 years into the future and then sum them up to get 3 semi-annual counts. The forecasts give forecast intervals, but how do I get from the 6 monthly ...
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1answer
53 views

Aggregation of time series model

Consider the ARIMA(1,1,1) model $$(1-0.5B)(1-B)y_t=(1+0.8B)a_t$$ where $a_t\sim WN(0,\sigma_a^2)$ and a second independent process given by $$z_t=(1+0.5B)b_t$$ where $b_t\sim WN(0,\sigma_b^2)$ ...
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2answers
80 views

How do I meta-analyse means?

We have conducted a meta-analysis and meta-analysed the effect sizes. This is a meta-analysis of 2x2 experimental designs, so we meta-analysed two main effect effect sizes and one interaction. Now we ...
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93 views

How to aggreate and interpret repeated cross-validation results

I am using repeated 10-fold cross-validation to estimate how well a regression model will generalize. The cross-validation is repeated a number of times to estimate the variance in the procedure. The ...
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1answer
47 views

Determining sample size with biased data

I'm new to this forum but I've read a lot of interesting topics to help me in my research, so I'm hopefull someone can help me with this question! My goal: provide management with a sample size. ...
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1answer
188 views

Curve disaggregation with neural network

I have to extract a specific curve from an aggregate curve. An example is illustrated in the picture below, the blue curve is the aggregate curve, and I want to extract the red curve from the latter. ...
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1answer
235 views

How to split aggregated variance of one random variable into multiple random variables?

I apologize if this question is trivial, but I didn't come to a conclusion by myself. I have an aggregated forecast for a group of $n$ items, normally distributed with mean and standard deviation. $...
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1answer
348 views

Fit individual-level model on aggregate-level target-data

The task is to build a regression model for individuals. I have all the independent variables for each individual, but the dependent variable only as an aggregates on group-level. Lets say, I am ...