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Questions tagged [down-sample]

Using aggregate data (e.g. monthly) when data on a finer scale (e.g. daily) is available.

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Reducing Sample Size from Data Set

I have a large data set where the number of unit is around 300,000 (given that the original data is in a panel setting, the number of observations is larger than 300,000). For the efficiency of ...
Todd's user avatar
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1 answer
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Should models built using under-sampled data be evaluated against the population

I have a dataset of 11 mil. rows with a 1:10 ratio between minority and majority classes. To train a model, I have selected all the minority class members and 1/3 of the majority class. The ratio is ...
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Is balancing class data for imbalanced problems helpful or just folklore when considering thresholds?

(In the context of predictive models) Caveat: I'm aware that imbalanced data questions are a dead horse, but I haven't found an answer to this flavor of it directly. When working with highly ...
Josh's user avatar
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Reduce size of sample with very high data content

I am analysing cells at 10 different timepoints (T0-T9). ...
gitaas's user avatar
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1 vote
1 answer
50 views

Deterministic time-aggregation of principal component factors. Is it wrong?

I have estimated the first factor/score using PCA on a set of 190 monthly timeseries. For my analysis I also need the quarterly factor. Two choices come to mind: Take the 3-month average of the ...
CKara's user avatar
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4 votes
1 answer
123 views

Importance of a Data Point in Regression

I am doing a gaussian process regression. This regression doesnt scale well as it grows $\mathcal{O}^3$. I would like to know if there are any methods that can be used to determine the importance of ...
user0193's user avatar
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4 votes
1 answer
443 views

correcting for extremely downsampled data: keras class_weight is hurting my model

I have an extremely imbalanced dataset (millions of times more negatives) for a binary classification NN model. I am aggressively downsampling solely for the purpose of making training time manageable,...
Paul Fornia's user avatar
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2 answers
122 views

Downscaling climate data with a random forest model

I want to downscale climate data from CHELSA, which pixels are around 800 m long, to a 500x500 m or 50x50 m grid. I was thinking to perform a random forest model for each variable, in which I could ...
BAdm's user avatar
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2 votes
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126 views

Forecasting monthly stock returns with daily data and down-sampling concerns

I have daily stock return data (log returns). I want to forecast returns for the next two months. I am creating forecasts with both univariate ARIMA and GARCH models with regressors. What are the ...
rer50's user avatar
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0 votes
2 answers
2k views

Sampling highly imbalance multi-class response variable

I have a dataset (11000 x 117) with response variable having multiple classes. Here is a plot of class distribution: Some of the classes have only 1 sample in the entire dataset and some have 2, 3 ...
Obiii's user avatar
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1 answer
199 views

Do ANOVA & MANOVA require balanced levels?

I have one independent variable with two levels, or categories, and four dependent variables. When doing a MANOVA or ANOVA test, how important is it for the number of observations in each category to ...
Insu Q's user avatar
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1 vote
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While dealing with imbalanced classes, to what extent can we upsample a minority class? [duplicate]

I have my training data with the following approximate distribution: Negative events : 90,000 positive events : 5,000 Training a model would require to oversample the minority class (and might also ...
Ad94's user avatar
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1 vote
1 answer
158 views

Does downsampling decrease the entropy of the data?

Suppose we have an $n-dim$ time-series $X={x_1, x_2, \cdots, x_n}$ and we resample it to $m-dim$, $\hat{X}={\hat{x}_1, \hat{x}_2, \cdots, \hat{x}_m}$, where $m < n$. Can we say this downsampling ...
Mo-'s user avatar
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1 vote
0 answers
91 views

should I resample/downsample the patients in the control arms?

I have retrospectively collected clinical data of two sets of patients, one set with the diagnosis of tumor A (group A) and the other with tumor B (group B). There're 90 patients in group A, and 1100 ...
Daniel Yan's user avatar
1 vote
1 answer
1k views

Is Tomek Link undersampling the same as Edited Nearest Neighbours with 1 neighbour?

From what I've read I've understood that undersampling the majority class with Tomek Links or Edited Nearest Neighbours with 1 neighbour should yield the same result. However, I've tried it on this ...
Juan Martinez's user avatar
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1 answer
719 views

Statistics of bootstrapped subsampled data

Scenario I have a treatment (T) and control (C) sample. In my T sample, I have 600 observations, and in my C sample, I have 250 observations. Because the number of observations might be important ...
CPak's user avatar
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6 votes
1 answer
4k views

Convert predicted probabilities after downsampling to actual probabilities in classification

If I use undersampling in case of an unbalanced binary target variable to train a model, the prediction method calculates probabilities under the assumption of a balanced data set. I discovered two ...
tover's user avatar
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1 vote
1 answer
333 views

Kappa and downsampling, selection of data set

I have a unbalanced data set and use Cohen's kappa and AUC as performance measure. Without down sampling the Kappa value is around 0.85, with random down sampling it is 0.95. and with a house-made ...
Matthias's user avatar
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0 votes
1 answer
158 views

Correlation between vectors with non-matching y values without using interpolation

Is there a way to calculate the correlation between two time series that have been adaptively downsampled and thus (may) have different y values? This is easiest to explain with an example, so ...
user2461769's user avatar
1 vote
0 answers
323 views

Does downsampling affect regression results?

How is linear regression affected by downsampling the explanatory variable? To be more precise, I would sort all the values of $x$, and then split into a a number bins with equal number of points in ...
max's user avatar
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2 votes
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751 views

How to use cross validation when you have missing data & rare events?

I am trying to use repeated cross validation to test my classifier. Moreover, I want to use imputation due to missing values and downsampling due to unbalanced data (I have 88% of my data in the ...
Patrick Balada's user avatar
1 vote
0 answers
290 views

Bias from stratified sampling

Due to a lack of significance and the large size of the dataset (which had binomial responses with 20,000 responses out of a sample of 15,000,000) my peer has used random sampling to reduce the amount ...
Simon Todd's user avatar
1 vote
0 answers
2k views

How to determine the correlation between data sets with the same period but different sample rates?

I am trying to determine the correlation between two sets of data points which span the same time period (20 minutes) but have different resolutions. The first set was recorded at 1-minute intervals, ...
Ani's user avatar
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3 votes
1 answer
236 views

Numerical differentiation (derivative) and downsampling

I have some time course data which I would like obtain the first derivative of. As it seems quite difficult to model, I do not intend to fit a function to it, but rather compute the first derivative ...
TheChymera's user avatar