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Questions tagged [prediction]

Prediction of unknown random quantities, using a statistical model.

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How can I use repeated cross-validation to report out-of-sample prediction performance?

I'd like to better understand how to report the out-of-sample prediction performance using repeated k-folds cross-validation. I think I have a reasonably good understanding of the motivation for ...
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5 views

Compute standard deviation of accuracy

The following code represents my problem : ...
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6 views

Why different seeds produce different mse values for regression tree and ols?

I compare regression tree and ols in terms of out of sample prediction. I realized that the mse values changed when i change the seeds before getting train and test set. Sometimes ols is better ...
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1answer
20 views

When does OLS Regression outperform regression tree in term of out of sample prediction?

In my Master thesis i compare ols regression to regression tree to predict wages. I thought that i will get better prediction with the regression tree because it cathes more interactions. But now i ...
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13 views

Using canonical correlation analysis with leave one out prediction

I am trying to use canonical correlation to predict a set of held out x variables from a multivariable set of X and Y data. In this particular case I am only interested in X. In the real data X is a ...
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2answers
41 views

Prediction values [on hold]

I don´t have a model, just values of exports as a percentage of gross domestic product for 28 countries, from 2007 to 2018. I want to make a prediction for 2019 in R Studio. It´s a panel data, but don´...
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6 views

Is there a way to intuitively think about AUC associated with an ROC plot in the case where our predictions are binary?

Suppose we have a true set of labels, which are either $0,1$, and we have a set of predicted labels that are also either $0,1$. In this case, a possible ROC plot has one point connecting the line, ...
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12 views

Predict value based on independent values and time [on hold]

I want to use Python to predict a value of a chemical reaction. As an input I have time units (0,2,4..) and the concentrations of 2 solutions. As an output I have a chemical measurement. As an ...
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20 views

Is it useful to compute R Squared for regression trees? [duplicate]

I have a regression tree and want to validate the peformance. The first measure I have is the mse to find which model is the best. After that I want to check if the model peforms better then an ...
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1answer
34 views

Is a linear correlation between logs useful for making predictions with a regression model?

As I mentioned in a previous question, I have two variables which seem to show a strong linear relationship between the logs of the two variables, even if there is no clear relationship between them ...
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19 views

Using mixture models as a prediction model

I read many papers that used mixture model to predict, for example, The diagnosis of a disease. For example, assume that there are a measurements on different variables for healthy patient and ...
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25 views

How to predict matching between two objects? [closed]

There is information from a website which connects questions from users to suitable professionals that might be interested in answering the particular questions. The data contains over 10.000 ...
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0answers
10 views

cureregr: post-estimation problem predicting hazards

What is the problem: I am using the post-estimation 'predict' command to estimate the hazard rates for individuals after running a cure model (cureregr) and I get the following error message: Maximum ...
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26 views

Is it possible to make an in-sample dynamic forecast / prediction for an ARIMA model?

We are trying to check to what extent the changing X-values might explain the observed trend in Y. By "in-sample" I mean: using the same data as was used for the model building. By "dynamic" I ...
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1answer
25 views

Do decision tree's perform variable selection?

I'm a bit confused how decision tree's select the variables to split. I know they splitt the data set through variable to get a more pure data set. But can it happend that some explenatory variables ...
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0answers
28 views

Wrong calculation of feature importance of decision tree in R [closed]

I trained decision tree both in python and R, but I think the way feature importance is calculated in R may be wrong. Following is the sample code which you can use to reproduce the problem. Let's say ...
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12 views

How to best evaluate the quality / precision of geo-spatial prediction?

I have developed an algorithm to predict locations of certain items in 2D-space. The input data consists of various fuzzy / blurred observations of those items. Therefore, I am not performing a binary ...
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1answer
21 views

Probability of Consecutive rainfall days?

I have a daily rainfall data measured in (cm), i have put some threshold and derived a categorical variable whether it is a rainy day or a dry day. From this data i want to calculate Probability of a ...
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2answers
36 views

Logistic regression and prediction

I'm following this tutorial to fit a logistic regression model on to my data which has a binary response. I've understood the reasoning behind each step, apart from why the author checks the first 5 ...
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0answers
18 views

How to ensure that a prediction will increase if a particular feature increases? [duplicate]

I want to predict a value Y (numeric) using numerical features $X_1, ... X_n$. I have a neural network (MLPRegressor in sklearn) that does a pretty good job at it (Adjusted R squared = 0.70), but I ...
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11 views

Which is the best multi label predicting machine learning method?

I am very new to machine learning and I got a situation to predict the seller name and buyer name from a Deed document (which is in text format). Currently am using a library called CRFsuite , which ...
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23 views

How to make predictions on sliding window?

I need help understanding how to construct sliding windows as well as how to perform final prediction. Any help is appreciated! I have a dataset from sensing data with multiple features aggregated ...
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1answer
44 views

Why is the best prediction for a gaussian process a linear prediction?

I want to understand why, for Gaussian processes, the best prediction is linear. I do not understand its proof. For Gaussian process $X(t), t\in I $ the best prediction is linear. Proof: We only ...
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0answers
25 views

Prediction interval of Y given AR model for log(Y) [duplicate]

I have been given an AR model with seasonal variation. \begin{equation} (1-\theta_1B)(1-\theta_2B^8)(log(Y_t)-\mu)=\epsilon_t \end{equation} Setting $X_t=log(Y_t)-\mu$ one gets the following \begin{...
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0answers
16 views

How do I reconcile the output of a decision tree visual vs the output of the DecisionTreeClassifier class?

I have a decision tree model stored in dt. I also plotted and can visually see the decision tree itself. Given a new, unseen customer, I can use the visual tree to ...
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0answers
6 views

Calibration plot when majority predicted probabilities are <0.1

Let's say I built a prediction tool out of 10 000 cases with a range of baseline predictors. The end point occurred in 5% of cases. Great majority of predicted probabilities is below 0.1 and only ...
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1answer
23 views

Inverted dose-response variables

Context: Often when we carry out dose-response modelling we want to estimate the dose required to elicit a predetermined response (i.e. response ~ dose). Typically this is done with inverse ...
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0answers
33 views

confidence intervals of function of predictions

I would like to know how to get confidence intervals of function of predictions of a gam (via R package mgcv) model. In detail, I got $h\left( y_i \right) = E\left(y_i\right)$ and $std\left(y_i\right)$...
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2answers
277 views

How to predict the next number in a series while having additional series of data that might affect it?

Let's say we want to predict the price of Big Mac for the year 2020. We have 2 indexes that we think might make an influence to Big Mac price determination. ...
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0answers
21 views

Is there a method to approximately predict a 3D curve given two plane view of the curve?

Let's say the original data contains three variables, so it is a list of (x,y,z). In the figure, the blue and red curves are the lists of (x,z1) and (y,z2), respectively. These two lists are obtained ...
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1answer
44 views

Sum of Random Forest prediction intervals?

I'm using a Random Forest model for prediction, where the value I'm interested in is the aggregate of these predictions (that is, the total sum of all predicted values). I want to also derive ...
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0answers
12 views

Categorical variable postestimation at cluster level

I have a question about categorical variable regression and post-estimation procedures. My aim is to estimate the “probability of success” (say, odds-ratio) at an aggregate level using a lower-level ...
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1answer
33 views

Excellent model fit but high VIF

I want to use a predictive model for a time series variable M that is related to an other variable X. I can generate independent scenarios for X and I need to generate corresponding values for M. ...
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1answer
27 views

Why are AUC and logloss metrics not available in the “maximum metrics” table produced by H2O? [closed]

I am running the h2o.gbm algorithm using five-fold cross validation to predict a binary outcome. I want to see what threshold to use as a cutoff for classifying predictions, and I am wondering why the ...
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0answers
10 views

Predictive value of a predictor - model choice

I have been stuck on this for a while. I am supposed to find the "predictive value" of a predictor - entrance exam score. Together with the entrance exam score also grades from the first semester are ...
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1answer
21 views

Predict Click Through Rates for Google depending on the Position

I'm given the task to calculate expected click through rates (CTR) for rankings of a given site in Google, using the data Google provides in their Google Search Console. What I get there is basically ...
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20 views

Use R2 in hypothesis testing

I am conducting a large simulation study, where different statistical models are set up from training data and cross validated on a validation set. I want to assess, under which conditions which ...
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1answer
30 views

Logistic regression - handling very few observations for a level of a categorical variable

Context I'm not sure what to do in the scenario where one of the levels for a variable has so few levels that there's a good chance splitting the data into $70\%$ training $30\%$ testing will result ...
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0answers
14 views

Splitting data into test and training when there are a low number of observations for a level within a variable

Context If a level within a categorical variable has less observations than there are elements in the training set then there's a chance that all of the elements of that level will be contained ...
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0answers
14 views

Small output range and delayed output? Predicting sine using LSTM

I have coded a very basic LSTM with forget gates (no libraries used). I'm trying to predict 0.5*sin(t + N) given 0.5*sin(t) as an exercise. I have tweaked the model, changing the output layer ...
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6 views

Different values in test / training data variable

The code and error in the following MWE represent my issue. code ...
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1answer
20 views

Predicting risk factors

i'm trying to find predictive risk factors i already found out that young age at diagnosis is a risk factor ( binary logistic regression) But now i want to know the exact age when the risk is highest....
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0answers
29 views

Brier scores and integrated brier scores

Whats the difference between brier scores and integrated brier scores conceptually and mathematically? When would you use one over the other?
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0answers
11 views

Prediction Model for Multiple Dependent Variable with both Continuous and Categorical Dependent Variables

I was looking for prediction model with multiple response variable where response variables or dependent variables are both Categorical and continuous (numeric). I looked for multivariate ...
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1answer
20 views

How to make a random draw from a mgcv GAM model

Hi there statistical wizards! I have a (maybe) minor problem, where I would like to use the predicted fit (fit) and standard error (...
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0answers
9 views

Prediction of dementia based on diagnoses

I have got this dataset consisting of records for primary care patients: Date of visit (btw 2013-2017) ID Diagnosis (ICD10) registered at the visit A flag indicating if a patient was diagnosed with ...
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0answers
35 views

extract distribution of y for point x given lm of y~x

If I have two variables x and y that have a linear relationship e.g. using data from the mtcars package and R code ...
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0answers
17 views

Variance of the mean in case of a quadratic trend

Please allow me to use Python code to put my question across. Suppose we want to model a variable using either a linear or a quadratic trend: ...
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1answer
30 views

A simple concept question regarding Bootstrapping

I am having a difficulty understanding whether I can use the bootstrapping method for prediction. First off, my data is as follows. where personal Income is the dependent variable (y), and GPA, Age, ...