Questions tagged [aggregation]

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

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11 views

Handling time series data with same start and end datetime but different vector lengths

I am dealing with time series data with 15 different features from a machine. The thing is that the different feature datasets that have been collected have been done at different frequecies. That is ...
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How does aggregation across time bring about feedback?

On page 11 Pankratz says: "Sometimes there is sound theoretical reasoning in favor of a one-way relationship from the inputs to the output (no feedback). But even then it is important to have a ...
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Intuitive explanation of Choquet Integral for data aggregation

I've recently stumbled upon this python package that implements Choquet integral as a way of aggregating data. Does anyone have an intuitive way of explaining how does this integral work in this case?
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How to combine data from different time periods for time-series prediction?

Consider a multivariate time series forecasting task where I have two datasets A and B. A goes from 1960 to 2020 and B goes from 2010 to 2020. There is a feature f ...
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Q: Aggregating audience and critic movie ratings, and creating a composite rating of the two

I’m building a movie review aggregation site that combines user ratings and critical reviews for a given movie. The objective is to create a list of the “best of the best” movies which were rated ...
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Staggered Average and Standard Deviation of incomplete dataset

I have an AxBxC matrix of measurements, from which an arbitrarily-sized-and-distributed number of measurements have been deemed invalid and removed (i.e. that matrix contains a mostly random ...
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What type of statistical inferences are possible on aggregated tables?

I have a table with the following format CountH SubcountH1 SubcountH2 CountK... VarA SubA1 SubA2 SubA3 VarB SubB1 SubB2 . . . The table is filled with ...
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Aggregation followed by categorization or vice versa?

For unsupervised classification purposes using several variables, I need to categorize one continuous variable into two classes, particularly, using Z-scores. The issue is that the continuous data ...
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How to calculate aggregate standard deviation for composite scores in a meta-analysis

I wonder if someone would be kind and able to provide guidance/suggestions on a stats issue that myself and colleagues are trying to handle while performing a systematic review and meta-analysis. In ...
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Aggregating forecasts and their standard errors over time periods

Good day all, I have an ARIMA model which gives me a weekly forecast and standard error for each period. If I were to aggregate the forecasts into monthly time-windows (for simplicity sake, let's ...
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Combined multiple within-group effect sizes

I'm conducting a meta-analysis on observational studies examined the association of age with different drug groups prescription and in order to combine the effect sizes of all drug groups together, a ...
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Is there a right way to aggregate timeseries data for anomaly detection and forecasting?

Hello Cross Validated Users, I have had a question on my mind for a long time whenever I work with timeseries but I have never quite found the right answer. Here is the thing: when creating an ...
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49 views

How can I verify the correlation between appetizers and main meals

I have a data set of users. that looks something like this. user_id appetizer main_meal 185 30 120 142 8 56 34 0 200 etc. etc. .. there are other columns but I don't believe it's relevant for my ...
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Implications of using the mean of the max as a predictor in regression

What are the implications of using a predictor which has been aggregated twice (the mean of a set of max's) as a variable in a regression analysis? I'm performing a regression on the panel dataset: <...
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Use aggregate data with a linear regression

I am working on a project for my own portfolio regarding movies dataset. I want to go further on the idea that there is a pretty high correlation between Budget and Revenue. Alex the analyst made a ...
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49 views

Obtaining better estimates when you know that a set of input variables are independently and identically distributed

Suppose I have a family of random variables $$X_i \sim SomeDistribution_i, \ \ i = 1,..., n$$ and I know how to sample $SomeDistribution_i$ for any $i$. Suppose I also define a random variable $Y = f(...
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How to assess performance when it greatly varies from year to year?

We have an annual performance metric for a number of educational institutions. The figure for any one institution varies a lot from year to year, as it depends very greatly on the student cohort, but ...
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How to convert high to low frequency data

I have data for a macroeconomic variable, and it has monthly frequency but I need to work with it in quarters. Is there a statistical method to perform this frequency conversion that ensures the least ...
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Does autocorrelation at granular intervals still exist at aggregated intervals?

I have a theoretical question autocorrelation at different sized intervals. Suppose I have a dataset at minutely intervals, that follows an AR(2) process and then drops into white noise at lags > 2....
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Correlation on aggregate data - explain why it's incorrect [duplicate]

My company has 50 stores. We can group them into three different categories: small, medium and large. A colleague took average sales and average consumer income for the three categories and did a ...
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Independence of observations violated due to aggregation - how to address?

I have come to realize that my data violates the independence of observations assumption. My observations are individuals, and my dependent variable - income - is measured at the household level. This ...
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Composite Indicator - Negative Correlation Issue

I'm trying to build a composite indicator that aims to measure poverty. I'm planning to aggregate a series of variables using PCA. However I have a doubt, all the variables I want to include are ...
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Training Individual-Level Predictor using Distribution of Group-level Data

I have a problem in which I'm looking to train an individual-level predictor for outcomes. I have information on individual-level covariates, but I don't have individual-level outcome variables. ...
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Statistical Testing of Census Aggregate Data and Binary Data

I am trying to run some statistical tests on data from the U.S. Census, which only provides aggregate numbers (or totals) of a certain number of people in a category. I am trying to find out which ...
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152 views

Level of Aggregation for Event Study (Staggered DiD) Analysis

This might be a bit basic, but I'm struggling to determine the ideal level of aggregation of the data for an Event Study analysis. I wish to study if a specific policy affected fertility in certain ...
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Preferred way to sum different time series together (in software)

Is there a canonical/best approach to computationally summing different time series together? What I mean by that is the operation $$ \sum_i{s_i(t)} = S(t) $$ where $s_i(t)$ is the $i$-th time series, ...
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Significance of metric with low R^2 for individual values but high R^2 for aggregated average values

I'm comparing an independent variable $i$ to a dependant value $d$, both of which are in the real numbers. If I plot these values, it is clear that $i$ is a terrible (basically useless) predictor of $...
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What is the "appropriate" way to aggregate different proportions?

I've found a lot of ways -- arithmetic mean, geometric mean, harmonic mean -- and I've invented things which have no name (and, likely, deserved none). At the end I just get a number and it's hard to ...
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Aggregating ordinal variable responses from multiple participants

In my survey, given a piece of text, I collect ordinal ratings from different participants. For example, for text A, say participants P1, P2, P3, P4 rate it. I plan to calculate inter-rate reliability....
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40 views

Calculating an aggregated score

I'm out of my element when dealing with statistics, so I hope you'll be able to offer me some guidance. I'm working on a project where students will apply for scholarships, and then a panel of people (...
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The correct way to interpret aggregated-level correlation

One keeps seeing comments from the statisticians that say researchers interpret the correlations based on aggregated data falsely. This made me wonder, well how does one correctly interpret it then? ...
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Issues when using independent variables from two levels for prediction on single level

This is my first question here and I want to make sure I am giving as much relevant background as possible, so please bear with me! I am analysing the factors influencing commute mode choice in ...
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Viable estimates when appending trade flows of another product to a data set?

In the last few weeks I had a question lingering in my mind, that I can’t find a clear answer to: When I have data for two different products, for example the products are Bananas and Apples, is it ...
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Negative binominal regression with aggregated data in Stata

A question concerning the effect of aggregation level on negative binominal regression estimates. Example with Stata. Say I have the following data (showing first rows of an an example data): ...
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Creating an interaction effect with data that is aggregated to a daily level

This is my first question so apologies if I am not providing enough information or context. I am working with a dataset where my dependent and most independent variables are at a daily level, but two ...
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61 views

How to calculate annual return AR(1) coefficient from monthly return AR(1) coefficient?

I have a time-series data of $m$ months stock returns ($r_t$) that I assume satisfies the $AR(1)$ process: $r_{t+1} = \rho r_t + \epsilon_{t+1}$ for $t = 1,2,3,...,m-1$. Now I cumulate every 12 ...
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How we can aggregate prediction from a forecast?

Let's say that I have a time series forecast of form: May 104.4 June 103.5 July 107.4 September 109.2 Afterwards I would like to compute an aggregated forecast for the period. Can I just compute ...
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309 views

SNAIVE METHOD getting same result for different estimators (BU, OLS and STRUC) on THIEF package in R (TSAGGREGATES + RECONCILETHIEF)

I'm stucked and don't know how to solve that problem using thief package in R (actually tsaggragates + reconcile thief) for SNAIVE METHOD. Does anyone can check it and see what is wrong with it? If it'...
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What are the drawbacks of aggregating regression results if error decreases?

I am trying to predict Total National Sales in dollars for a major retailer. However, the data I'm using exists at the state level, and includes several features around specific brands and foot ...
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Aggregation Estimation Issues

I'm analyzing the effect of a law enforcement measure over time on reported violence for districts in a city. If I consider the city as a whole I have access to a lot of possible control variables (e....
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Looking for R's way of doing Stata's svy tabulate with "tab" argument [closed]

Stata's svy command allows to get standard error estimates from two way contingency tables and the tab(varname) option makes it ...
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84 views

How to use weight variables within aggregated results, for group proportions

If I have the following data, where each row represents and individual response, how would I go about reporting the proportions of different groups? (here the groups are ...
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Calculating estimates of aggregate totals from percentile data

I'm working with wage data and would like to compute total aggregate wages earned for individual job classifications. The survey data I'm working from does not report aggregate wages, but it does ...
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Using (summaries of) multiple time series as the independent variable in a regression

I am faced with quite a challenge. I would like to run a regression to see if variable X can predict variable Y. Variable Y (DV) is continuous (0-100) and I have 120 data points, so it's all simple ...
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How to analyze data for spatial aggregation and niche overlap with no specific GPS points over time?

I study soil insects, and sample monthly for insects. Each month, I sample at 8 different sites. Each site is divided roughly into 4 meter square quadrants (shown in figure). From each quadrant, I ...
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Aggregating individual-level correlations to make an aggregate-level claim

I have a correlation between X and Y for different groups (they are states in the US, fwiw): I'd like to make some claim about the aggregate correlation: something like "Overall, as X increases, Y ...
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Average/Aggregation of 10 Discrete Probabilty Distributions

I have 2 experiments, where I have repeated each 10 times (20 experiments in total). I want to compare experiment A with experiment B. I create a probability distribution from each exp (20 prob ...
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How should I think about model selection when I will be aggregating predictions?

I'm estimating a model and then using it to predict values in another dataset. After predicting the values, I will aggregate the values to find averages within income quantiles. I know the ...
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Aggregating sales forecasts from mutually exclusive segments

I am using generalized additive models (GAMs) to forecast sales for 16 mutually exclusive and exhaustive customer segments. There are naturally correlations in these 16 series, including seasonal ...
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Why Does emmeans add_grouping average over the levels of the reference factor?

I've implemented a learning technology to reduce the gender gap(the difference between male and female student grades) in CS education. I conducted a quasi-experiment across six semesters, with ~200 ...

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