Questions tagged [automatic-algorithms]

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Automated predictive model fitting with variables chosen based on accessory data frame

The Setup: I am performing an exhaustive search of multiple linear regression models with the R package leaps. The package does return vectors of certain fit statistics (i.e. BIC and r-squared). ...
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1answer
146 views

Which ICC model to use for computer vs. human agreement

I have an agreement study with the following basic construction: ~ 400 items are rated by (1) a computer algorithm, and (2) a human rater. The ratings are on a continuous scale. I would like to ...
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24 views

Automated Normalization?

The most widely used statistical techniques assume a normal distribution for inputs. The most widely used normalization procedures take a: square root (assuming polynomial distribution), log (...
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0answers
71 views

Data Dredging or valid?

Hi Cross Validated community, I have been reading answers posted previously on the topic of automated model selection and whether it is data dredging. This has led me to doubting the validity of my ...
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2answers
531 views

What is an appropriate amount of data to take in a moving average?

For instance, lets say I have 10,000 data points to work with for a single plot of data. I want to smooth this data using a moving average and I want this to be automated (I have already written the ...
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2answers
555 views

Automatic threshold selection for POT analysis

I have got > 100 river daily flow time series and I need to select a threshold for each of them in order to perform a Peak Over Threshold extreme value analysis. I know that I can select a threshold ...
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1answer
696 views

Error in ARIMA function in R [closed]

I am analyzing time series data with 'Arima' function in R. As you know, to find optimum model, I have tried lots of cases. But, I am tired of finding and ...
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2answers
2k views

Automated forecasting of 1000 weekly time series (food product retail)

I have a set of 1000 time series with weekly data. These time series data are concerning the sales of food product retail. Can anyone suggest me the best/correct way to make good forecasts of this set ...
5
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1answer
444 views

General-to-specific subset selection (“Autometrics”) performing well in macroeconomics

I wonder why general-to-specific (GETS) subset selection and particularly the Autometrics algorithm are performing well in macroeconomic modelling/forecasting. How does Autometrics work? Doornik "...
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0answers
32 views

Validating regression - common and best practice

Is there a reference setting out a best practice way to validate a regression (such as Lasso, but in general any automated regression), and what is done in practice? My motivation for the question is ...
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2answers
730 views

How does TextRank differentiate between keywords and simply frequent words, such as “is”

I am trying to understand how TextRank document summary algorithm works. A few articles that I've read so far introduce text rank as a modification of page rank (e.g. article in wikipedia). However, ...
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1answer
81 views

Algorithm to determine a point in time series data, after which probability of increase in value is very low

I am working with dataset which contains number of movie tickets sold per day. This is basically a count of total number of tickets sold, for a particular movie, for each day after its release date. I ...
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2answers
630 views

Can we identify ARIMA model without looking at ACF and PACF plot?

Can we identify ARIMA($p,d,q$) model without looking at the ACF and PACF plots? I am trying to write a generalized R programme for fitting time series models. We may find out the orders $p$, $d$ and $...
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1answer
3k views

Frequency parameter and its impact on auto.arima results

auto.arima returns two different models weather I define my time series with frequency=1 (default value) or ...
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2answers
2k views

Automated multi-product demand forecasting

I am looking for references regarding the forecasting of the demand for multiple products in an automated manner (no human intervention). Specifically, I have a number of clustered products for which ...
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5answers
3k views

Is automated machine learning a dream?

As I discover machine learning I see different interesting techniques such as: automatically tune algorithms with techniques such as grid search, get more ...
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36 views

How to find a meaningul threshold for relevant elements?

Is there any basic rule on which elements are over a certain threshold (and thus being important for further inspection) and which are below? Or can I set a "random" threshold just as I find it ...
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4answers
14k views

Are models identified by auto.arima() parsimonious?

I have been trying to learn and apply ARIMA models. I have been reading an excellent text on ARIMA by Pankratz - Forecasting with Univariate Box - Jenkins Models: Concepts and Cases. In the text the ...
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1answer
8k views

auto.arima from Forecast package

I am trying to fit a time series using the function auto.arima and I face some strange results. As a first try, I use the command ...
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3answers
3k views

Auto.arima vs autobox do they differ?

From reading posts on this site I know there is an R function auto.arima (in the forecast package). I also know that IrishStat, ...