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Does anyone have a name for a model that is by nature in a feedback loop?

I'm hoping someone could help me find some literature on a situation I'm dealing with, even if it's just by providing a name for what the system is called. Also, it is entirely possible I'm imagining ...
Nye307's user avatar
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How to address endogeneity concerns using a recursive bivariate probit model?

I read a paper that addresses endogeneity concerns related to a binary moderator using recursive bivariate probit models. Their approach is: Analyze data using a recursive bivariate probit model. Get ...
Puneet Sachdeva's user avatar
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27 views

How to use RFE for RF and SVM

Considering I have a big data (lots of OTUs and clinical), which I will be using to input into RF and SVM for prediction (classification), will it make sense to perform RFE as a feature selection step?...
Tori's user avatar
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2 answers
76 views

Classification and regression trees splitting depth - how it works?

I am trying to understand how a CART tree grows, So I am growing a tree step by step, and I am finding a strange (?) behavior. Let me show this by means of an example: I will use the titanic data set ...
Nicolas Molano's user avatar
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Normalising series data of variable length

I have a model m which takes as input a starting array of n_input elements which are actually traces of mining processes and ...
Shivam Roy's user avatar
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5 views

Should I sample or compute the innovation term in the recursive estimation OLS algorithm applied to time-series data?

I have time-series data $\{Z_{[t]}\} = Z_t, Z_{t-1}, ..., Z_1$ of length $L$, and I would like to estimate a model for the $\{Z_{[t]}\}$ so I can forecast $Z_{t+1}$ as a function of a number of its ...
Jxson99's user avatar
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127 views

Constructing a structural equation model/causal graph

I would like to understand some intuitions behind the following causal graph/SCM. Where as $X_1, X_2$ are expenditure on promotional activities. My main interest lies in understanding the fact that ...
jack's user avatar
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1 answer
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MBRP(model based recursive partitioning) with R "glmertree" got error "subscript out of bounds, not all 'rhs' available" [closed]

Originally I ran multilevel regression on to exam how social network properties (SNPs) (e.g. degree, centralities, group size, group centralizations ...) affect individual's productivity outcome. Now ...
nill's user avatar
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1 answer
93 views

Generating autocorrelated random numbers with a specific distribution

I want to generate autocorrelated data that follows a standard normal distribution. Following the algorithm in this paper : $$ X_t= \frac{\alpha X_{t-1}+(1-\alpha)Z_t}{\sqrt{(1-\alpha)^2+\alpha^2}}$$ $...
Kotoll's user avatar
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244 views

Recursive Maximum Likelihood Estimation algorithm - The same as Maximum Likelihood Estimation?

I have the book "Adaptive Control", Second edition, from Karl-Johan Åström and at page 61 to 62 he wrote: Stochastic models The least-squares estimate is biased when it used on data ...
euraad's user avatar
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Recursive least squares data correction (or fusion) in R

I have a sample data in my R data frame like follows: ...
timetraveller007's user avatar
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99 views

Recursive time series forecasting test set

Problem: I am building a multivariate model for recursive time series forecasting, where the goal is to make a 4-step-ahead forecast. The actual data for the forecasting period is available. As far as ...
Matthew.M's user avatar
1 vote
2 answers
2k views

Recursive time series forecasting model

In a recursive forecasting model, let's say you are trying to predict sales of Target for the next month and you will append that prediction to your input and predict the month after. Basically, your ...
Mariyem's user avatar
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Recursive time series forecasting [duplicate]

In a recursive forecasting model, let's say you are trying to predict sales for the next month and you will append that prediction to your input and predict the month after. Basically, your target is ...
Mariyem's user avatar
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1 answer
216 views

Confusion about prior used in Recursive Bayes Filter

I'm currently using this thesis to understand key concepts about probabilistic inference in computer vision which is being a great source. The frame of the question is the following: Let us assume we ...
Javier TG's user avatar
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189 views

RFE: Pre-define a specificity threshold

I would like to use recursive feature elimination (implemented via caret in R) to perform feature selection for about 40 test results with 2 possible outcomes. Consequently, RFE either models by ...
Felix's user avatar
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1 answer
761 views

Optimization problem with recursive functions

I could image that the following is a standard optimization problem but nevertheless I have no clue how to specifically solve it: by which specific approach, algorithm, and which computing powers I ...
Hans-Peter Stricker's user avatar
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Can you recursively forecast one series with two series?

My question is probably very elementary but I haven't been able to find an explanation of recursive forecasting that I fully understand. I've read a journal article that seemed to recursively ...
User 313's user avatar
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89 views

Not recovering true coefficient with recursive bivariate probit model on simulated data

I have built a simulated dataset to try to build my intuition about the recursive bivariate probit model. The challenge I'm running into is that I'm unable to recover the true coefficient in my ...
josliber's user avatar
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1 answer
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What is the expected score of this game?

Construct a non-increasing sequence of integers between 0 and 9 by doing the following: 1) Draw a random integer between 1 and 9. Call this $X_1$. Multiply this number by $10^{-1}$. 2) To the ...
Demetri Pananos's user avatar
1 vote
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84 views

Recursive partitioning tree vs neural network model

I hope this question helps shed some light on trees vs neural models. I recently came across a model tree, or a recursive partitioning model. It is basically a decision tree that has linear regression ...
ruby's user avatar
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1 answer
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How to model a recursive probabilistic experiment?

I have a theoretical experiment as follows: We have two boxes A and B, and N unfair coins (each has different probability for showing Heads). At the beginning, box A contains all N coins and box B ...
Angie's user avatar
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1 answer
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default plot for mob object (glm tree) not returned; using party package [closed]

I'm trying to plot a glm tree using the package party. Per the reference guide, the default plot of the terminal node should be a spinogram as in this image but I ...
ltlf653's user avatar
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15 views

What is it called cumulative of every X previous days?

Let's say I have sales number of last 60 days. I can just draw a graph to see how sales has changed overtime. Numbers vary in different days, like on weekends sales numbers decrease. However, I ...
SNaRe's user avatar
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26 views

How to derive a recursive version of a regularised cost function

I am to derive a recursive version of the following cost function and examine for which choice of D can we have a estimator windup $V(\theta) = \frac{1}{2}\sum_{t=1}^n(y(t)-\phi(t)^T\theta)^2 + \...
J.Doe's user avatar
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2 votes
1 answer
233 views

MLE derivation of the Recursive Least Squares estimator

I think I'm able to derive the RLS estimate using simple properties of the likelihood/score function, assuming standard normal errors. If the model is $$Y_t = X_t\beta + W_t$$ then the likelihood ...
measure_theory's user avatar
2 votes
0 answers
50 views

Recursive nonlinear models [closed]

I have the following recursive linear model $X = \varepsilon_1$ $Z = \beta_2 X + \varepsilon_2$ $Y = \beta_3 Z + \varepsilon_3$ By solving the model its easy to see that $E[Y|X, Z]$ is linear too. ...
user2746008's user avatar
1 vote
2 answers
908 views

Newcomer question: How does the GARCH recursive formula actually work?

So, I have a some experience with standard econometrics, and I also understand GARCH's basic concept, but I can't figure out what actually goes into its model. So we have the standard GARCH(1,1) ...
Coolio2654's user avatar
3 votes
1 answer
754 views

Recursive Feature Elimination in sklearn

I have been thinking about one thing after reading documentation from sklearn about Feature Selection for building prediction models (http://scikit-learn.org/stable/modules/feature_selection.html#rfe) ...
Pablo Ruiz Ruiz's user avatar
3 votes
1 answer
53 views

Proportion of cells with certain number of mutation in dividing population

I managed to reduce a problem in my research to the following: Suppose that we have a population of cells which starts with a single cell that has zero mutations, and at each time step each cell ...
Alex's user avatar
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1 vote
1 answer
252 views

Regressors vs. conditioning variables in glmtree

I have a dataset with ~800K samples, ~300 features and I'm trying to predict a binary outcome. I've started with sklearn's SGDClassifier (using log loss and l1 ...
Adam Haber's user avatar
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186 views

An iterative forecast with one recursive independent variable

I would like to forecast iteratively a model with a lag dependent variable and a recursive independent variable. Is this possible to do in Stata? Basically, it would be: y(t+1)=a0+a1*y(t)+a2*x(t),...
Roux's user avatar
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5 votes
1 answer
567 views

Predicting the observations in a POMDP with a recurrent neural network

I use neural networks for online sequence prediction. The performance of LSTM in this case, however, is not nearly as good as I expected. Maybe someone can help me understand where the problem lies. ...
wehnsdaefflae's user avatar
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0 answers
525 views

How to make a regression model for a relation looking like a step function ? Why can't I get an output for recursive partitioning done below?

I'm working on a dataset to describe the relationship between length and age of bluegill fish and the linear model based plot looks like this: I hence tried using recursive partitioning algorithm as ...
Bharat Ram Ammu's user avatar
2 votes
1 answer
274 views

Seemingly simple urn stochastic process

This seems like a simple model, but I'm getting a bit stuck on it. Suppose I have an urn with $w$ white balls and $b$ black balls. At each turn, I draw a ball, note its color, and retrieve a ball with ...
Cam.Davidson.Pilon's user avatar
6 votes
3 answers
5k views

Recursive neural network implementation in TensorFlow

Is there any available recursive neural network implementation in TensorFlow TensorFlow's tutorials do not present any recursive neural networks. Most TensorFlow code I've found is CNN, LSTM, GRU, ...
Franck Dernoncourt's user avatar
6 votes
1 answer
1k views

Can neural network can be used to predict pseudo-random numbers?

Given list of numbers which looks pseudo-random (like lotto numbers, stock prices, pseudo-random), is it is possible to train the network to attempt to predict the next numbers? Which network would ...
kenorb's user avatar
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2 votes
0 answers
55 views

Recursive bayesian prediction, which model to use?

Let's say that I have a set of random variables $X=\{X_1,..X_t,..X_T\}$ ($t$ is a time index). I know that every one of these random variables $X_t$ generate a multivariate Gaussian Distribution and ...
vphenix's user avatar
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1 vote
0 answers
60 views

Taxonomy of statistical methods and bayesian techniques [duplicate]

I was wondering if there was a document or a website that shows how statsitical techniques relate to each other and when to use each of them. I'm an engineer and every time I need to use a certain ...
vphenix's user avatar
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1 vote
0 answers
319 views

Is there a recursive version of Kriging or Inverse Distance spatial interpolation?

Classic use-case of Kriging: you have a 2d space, you have $n$ observations, each of them representing an exploratory dig. It has a $x$ and $y$ coordinate, and a $V$ representing the value discovered ...
CarrKnight's user avatar
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1 vote
1 answer
1k views

Using word embeddings / word2vec for classification of entiy

I am trying to used word2vec or word vectors for classification based on entity. For example , I have to classify the following words in a sentence as : " Google gives information about Nigeria " ...
Sarath R Nair's user avatar
2 votes
1 answer
129 views

Asymptotic distribution of a recursive statistic

I have a (time series related) test statistic which is asymptotically normal. I would like to know what is the asymptotic distribution of its maximal value obtained by a recursive estimation. For ...
icaspi's user avatar
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1 vote
1 answer
5k views

Want to make a function which allows for recursive window forecasting

I have been looking for a function that can make recursive window out-of-sample forecasts, but seems there is none. So I'm thinking about about making a function that can be used for recursive window ...
michael's user avatar
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0 votes
1 answer
238 views

Recursive System

Considering a two equation model: Equation 1 Trunk=f(Headroom) In the first step I regress the first equation to get predicted values of Trunk. Equation 2 <...
user31960's user avatar
10 votes
2 answers
2k views

Intuition for recursive least squares

The least squares formula, $\beta = (X'X)^{-1}X'Y$ can be recursively formulated as \begin{align} \beta_t &= \beta_{t-1} +\frac{1}{t}R_t^{-1}x_t'(y_t-x_t\beta_{t-1}),\\ R_t &= R_{t-1}+\frac{1}...
Har's user avatar
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7 votes
2 answers
1k views

Population model to model year to year dynamics

My task is to assess how various environmental variables affect annual population fluctuations. For this, I would use a model like: $$ \mbox{log} ( \mu_{i,j+1} ) = \mbox{log} ( \mu_{i,j} ) + R_{j} + \...
Tomas's user avatar
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