# Questions tagged [mean-shift]

The tag has no usage guidance.

15 questions
Filter by
Sorted by
Tagged with
35 views

### 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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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....
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 ...
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 ...
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 ...
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 ...
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 + ...
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 $Y$?