# Questions tagged [predictive-models]

Predictive models are statistical models whose primary purpose is to predict other observations of a system optimally, as opposed to models whose purpose is to test a particular hypothesis or explain a phenomenon mechanistically. As such, predictive models place less emphasis on interpretability and more emphasis on performance.

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### How can I condition an autoregressive vector model given past observations?

I'm trying to predict the scores of a soccer team in the next match using a VAR (Vector Autoregression Model). So my first attempt was to define the model as it follows: g_{1,t}=\alpha_{1}+\beta_{11}...
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### Maximizing Number of Forecasts, but not too great a cost

I wanted to ask is there a name for the following problem: Suppose, I have a prediction model, which makes a prediction, when certain preconditions are met. Naturally, the goal is to maximize the ...
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### Predictive Analysis Modeling Using Multiple Datasets

I am working on doing some predictive analysis, and we are attempting to implement a schema that we have found in a white paper. I have been searching for a while, but have not been able to come up ...
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### How to use GAMs to test whether a prediction model is properly calibrated in R

Suppose we wish to test whether there is an identity relationship between some observed values and the predicted values from some model, and allow for non-linear deviations from this hypothesis. This ...
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### Customer propensity model : creating features from geographical data

I am creating a customer propensity model to predict whether customer will buy in the next quarter. I have used transaction data for the last seven years to make predictions. In the data I have state,...
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### Managing Time-Series Forecasting Prediction Length vs. Prediction Frequency during training

Hello Stack Exchangers! I am working on a time-series problem that uses a neural net to forecast the price of electricity. What is needed is for the model to predict the electricity price 3 hours out ...
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### Combining N number of weighted probabilities

I have a question that I thought was simple but I can’t seem to find an answer. Let’s say I have N number of models that will predict a binary event and i have an accuracy assigned to each model, for ...
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### Decision tree and relationship between test and train results over time

My goal is to predict the number of policies in 5 years. Therefore, I train a decision tree that predicts the termination probability for each contract in a given year. Then, I use a test data set and ...
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### Does a distribution of predictions similar in the test dataset and in an unlabellised dataset means that the model will generalize well?

I have trained a logistic regression model on a train dataset. The prediction on the test set is very good, with a nice distribution of the predictions : a high peak around 0 for the true 0s and a ...
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### How to model EU Carbon Permits (EUR)?

I'm trying to model EU Carbon Permits (EUR) using monthly data($P_t$) as shown below. My objective is to predict EU Carbon Permits price from now to next 20 years (240 months) using monthly data. i.e. ...
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### Is it required to train the model in entire data after cross validation?

I have a model trained as follows. ...
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### How can I compare a percentage chance of a bad outcome to a binary result of a good vs bad outcome. Medical Statistics

Sorry if the question seems vague but this is my first post. I am currently comparing a unit's performance in managing patients. I have their actual outcome dichotomised into good or poor and I have ...
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### Evaluating/combining PDFs over time to predict future value

I am trying to predict a value over time. I have historical data that I have used to calculate PDFs for the change over various time intervals. If I'm trying to predict the value at time T0 and start ...
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### Ensemble modeling strategy

Since the ensembling model requires the individual models to be different for effectiveness, can I run two xgb models with one model metric as recall and the other one's metric as precision and ...
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### Evaluating country-level indicators through ROC analysis

Good afternoon. I have defined a binary classification problem. Classes are based on country-level data on child undernourishment whereby a positive class is assigned to a country whenever it ...
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### Design and contrast matrices for analyzing the effect of two factors of interest on protein expression, controlling for factors and covariates

I've posted this question on the Bioconductor support site but haven't received any responses so I figured I'd try here. The post was quite detailed so I'm copying it over mainly as-written. Please ...
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### Predictive modelling strategy for spatial interpolation: complex data structure, small sample size, but n > p

I apologise in advance for the long post, my questions are deeply interconnected so it felt wrong posting them as separate threads. Please note also that I edited this post to account for Florian ...
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### What is the conclusion from cross validation scores?

I am training a model, and I'm using an xgboost model. I used the following piece of code to find the cross-validation score score=cross_val_score(final_classifier, X, y, cv=5, scoring="f1") ...
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### What is the Formula for Prediction Interval in Multivariate Case? [duplicate]

I am using linear model to do prediction, and I would like to calculate my prediction's prediction interval, which, when there is only one predictor, is However, my model has three predictors. What ...
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### Predict from Bayesian Network in R

I have a dataset whose variables are NUM type. I created two subsets train and test and a bayesian network using HC algorithm from test dataset. I want to predict a variable of the network based on ...
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### multivariate vs multiple time series - term explanation and forecasting model

Here is the time series I have: (p1s is an abbreviation of product 1 sales in dollars) ...
238 views

### Different prediction plot from visreg versus ggplot(Predict())

The problem: I am hoping to visualise interaction effects between a continuous and a dichotomous variable from a cox proportional hazard regression. When graphing this with different packages (visreg ...
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### subscription prediction model- how to define users that didn't have an active subscriber

when I have created the training dataset for the subscription classifier, a user with an active subscription was labeled with 1. I have a dilemma for users with label zero. At first, all the users ...
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### Handling new customers in customer propensity model

I'm using last four years' data to predict whether they will buy or not buy in the next quarter. One problem I'm facing is customers who are not four years old. Is it right to keep them in the data ...
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1 vote
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### What is the best way (in terms of performance and accuracy) to perform value estimation/prediction?

How do I predict the value of an item given its features and attributes? What is the best approach to this regression problem, in terms of performance as well as accuracy? And how do I process this ...
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### Survival analysis when event cannot happen after timepoint

People are contacted for a survey for a fixed number of days. For simplicity, let's say this happens over 5 days. People can complete their survey on day 1, day 2, ..., up to the end of day 5. After ...
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### Churn Risk Modeling without ML

Is it readily possible to do predictive churn analysis (i.e., associating a churn risk with every individual/customer) using statistical tools (e.g. in Excel) not involving the use of machine learning ...
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### How to model a covariate for age in my cox prediction model

I'm currently doing a prediction model using Cox regression on a dataset coming from an ongoing clinical database and containing information about patients who all have the same genetic disease. In it,...
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### Predicting yearly cumulative percentage time series

I have a data set about 4G yearly coverage, as a percentage of the total population, it looks like this: ...
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### Random effects with B-splines: predictions for test data?

I am working with longitudinal measurements of patients, and I want to model the biomarker on the train dataset and then generate predictions for new patients, given that some measurements are already ...
1 vote
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### When predicting case status, what is the appropriate way to examine differences in proteomics by gender (/the interaction between protein and gender)? [closed]

I have a dataset I'm working with containing measurements of several thousand proteins per person, with about 150 people split pretty evenly between two groups (cases and controls). Case status is ...
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### Hypothesis testing a binary predictive model

I would like to perform a hypothesis test to determine if a particular predictive model is a true improvement, or just attributable to randomness. Below is my suggested formulation; the motivation ...
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### Predicting deterioration of equipment on a production line

Background There is a production line where there are 10 machines that interact with some tools. The process goes as such. Machine makes a product Product is moved into the tool When the product is ...
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### How likely is it that our model better than random in the upper corner of the AUC?

We're using forest-based models in a personnel selection context. For a dataset with 57 features, 230 observations, and a binary outcome, we got the following ROC curves. This shows the first 6 folds ...
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### Metric or Method to examine the correlation of a ratio

Let $X$, $Y$, $W$, and $Z$ be random variables where $X$ and $Y$ are different metrics of the same data point and $W$ and $Z$ are also different metrics of the same baseline datapoint. The assumption ...
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### Can we use Variational Mode Decomposition (VMD) on Time-series analysis / prediction?

I am new to time series analysis and signal processing. I would like to ask if it is correct to use a signal decomposition method like Variational Mode Decomposition (VMD) in time series analysis? i.e....
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### Time series analysis if it is predictable or not

I have two types of time series, stationary time series dataset and non stationary time series dataset. Now I need to know if these two series predictable or not. I read about the models of ...
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### Choosing best modelling practices

I am modelling some behavioural data in R to determine the best parameters for explaining foraging success of marine animals. I have both fine scale parameters relating to the direct individual (e.g. ...
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### Prediction/Forecastig of one variable with relation of multiple features

My dataset is composed of time series (40 points) with multiple variables ...
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### Is it possible that X and Y are uncorrelated but X can significantly predict Y? [duplicate]

I was just wondering is it possible that X and Y are uncorrelated but X can significantly predict Y? If so, how would you explain and interpret that?
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### Model Selection vs. Ensemble Learning

Is model selection just a specific kind of ensemble learning, where ensemble learning is loosely defined as "combining multiple models in some capacity to hopefully get an improved model"? ...
1 vote
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### Zero-truncated negative binomial model in glmmTMB predictions

I have a dataset of counts of a vocalisation per hour. I am interested in fitting a model to see if the count of the vocalisations of a given category per hour is effected by noise. My response ...
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### How to find the "best predicting" variable, if the dependent and independent variables are not really correlated?

Here is a short explanation of my problem: My data: 9 independent variables 1 dependent variable In theory, the variables should be linear (the higher the independent variable, the higher the ...
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### Prediction -- conditioning on X vs conditioning on Y?

In general (and perhaps in an overly simplified fashion), we can formalize the goal of using some variable $X$ to predict another variable $Y$ as trying to find a function $f : X \to Y$ which ...
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### What is the name for this type of data and how do I model it?

I have two questions: What is the name of this type of data What model is used for prediction? The data: You have 100 objects, 30 spheres, 30 cubes, 40 rectangles. Each object has a weight. Either ...
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### Prediction metrics for left-truncated and right-censored data

I am trying to assess (out-of-sample) predictive performance of survival analysis models with left-truncated and right-censored data. Assume the training and test data, respectively, consist of ...
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### Correlated categorical predictors in logistic regression

Suppose I have three categorical variables, x, y, and z and I have a binary response variable r. I want to predict the response using the glm model. Should I check the association between x, y, and z ...
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### How can I calculate the optimal formula for predicting an outcome based on a lab value?

How can I calculate the optimal formula for predicting an outcome based on a lab value? e.g. a rise in liver function tests can be predictive of liver disease. Having liver disease (or not) is the ...