Questions tagged [mean-shift]

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Detecting Significant Changes in Time Series

I’m hoping someone might be able to point me in the right direction for this problem. I’ve anonymised the problem by describing it in terms of supermarket purchase data rather than the real context so ...
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2answers
62 views

Means centralization, is it a thing?

Assume a dataset of counts in distances (1, 2, 5, and 10) to a point from three independent samples (a, f, and ...
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0answers
37 views

How to read/interpret a distance matrix?

I ran some data through scikit's MeanShift clustering and had it spit out a distance matrix. I don't know how to interpret the image or understand the value it provides. Just looking for a clear ...
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3answers
332 views

Log-normal returns

Let $P_t$ denote a stock price distributed as $\operatorname{lognormal}(\mu , \sigma^2 )$. Suppose we construct simple returns $R_t=\frac{P_t-P_{t-1}}{P_{t-1}}$. My question is: What is the ...
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1answer
2k views

How to shift a normal distribution to be centered at mean 0?

I'm not a statistician and this is my first post on stackexchange, so I apologize if I'm not following guidelines. My situation is that I have a prognosticator who projects sales revenue for 30 ...
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1answer
91 views

Utilizing Graph Structure when using Mean Shift Clustering

Imagine we are clustering pixels in an image. If we use Mean Shift Clustering, at least in my understanding, we will embed each pixel into some dimensional space (intensity, rgb, texture, etc) and ...
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1answer
113 views

Minimax Test for Heterogeneous Gaussian Mean Shifting

For $i=1,…,N$, we have the data $X_i \sim \mathcal{N}( \delta \mu_i, \mu_i^2 )$, where $\mu_i>0$ and they are some unknown nuisance parameters. We want to test if there is a shift of the means, i.e....
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1answer
174 views

How to find the best clustering method?

I have a data set where the samples are people and the feature are their age, sex, location, job, height, weight… Then I will have a new person with the same information and my goal is the find the ...
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1answer
53 views

What are some clustering algorithms in which I can define no of clusters I require?

Is there some other clustering algorithms apart from K-means in which I can define no of clusters I require ?I have a data set of large and skewed data points and K-Means is not providing quite ...
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1answer
586 views

Is there a difference between 1D Mean Shift and KDE for clustering 1 d data?

I need to cluster (or group) large one dimensional data sets into a set of fixed bins. I started out using K-means, but I want to look into other approaches. Two that I have found are Mean Shift and ...
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1answer
109 views

How do I model the time series with only one but huge level shift into a VAR-Model?

I am about to analyze the relationship of several variables using a VAR/VECM-Model. But one of the series presents a massive level shift that occurs within one period (caused by policy change) like ...
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2answers
579 views

The mean shifted outlier model

In the OLS setting, the mean shifted outlier model connects two behaviors: delete the $i^{th}$ observation adding a variable In other words, assume the original model, $\omega$ ,is: $$ Y = X\beta + ...
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2answers
5k views

Shifted log-normal distribution and moments

I already know how to get the moments if $X$ is log-normally distributed. But what happens when $X$ is being shifted: $Y=aX+b$, $a>0$ and $b>0$. How to compute the moments of $Y$?
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2answers
411 views

Clustering based on distance matrices

Given a pre-computed distance matrix, obtained from arbitrary samples, such as graphs, I am currently looking for efficient clustering algorithms to deal with distance matrices, so that the algorithm ...
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0answers
103 views

How accurate does the kernel density estimate need to be to use it in the mean shift algorithm?

Mean shift is an iterative procedure for locating the maxima of a density function, given discrete data sampled from that function. It is useful for detecting the modes of this density. How accurate ...