# Questions tagged [recursive-model]

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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 ...
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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 ...
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### 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?...
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### 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 ...
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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 ...
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### 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 ...
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### 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 ...
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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 ...
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### 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 ...
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. ...
1 vote
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) ...
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### 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) ...
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### 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 ...
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1 vote
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### 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 ...
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),...
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### 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. ...
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 ...
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 ...
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### 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, ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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1 vote
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### 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 " ...
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### 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 ...
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### 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 ...
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### 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 <...
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### 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}...
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### 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} + \...
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