# Questions tagged [univariate]

Pertaining to a single variable. Univariate statistics deal with only one variable - e.g. the mean, standard deviation, range etc. Univariate distributions involve only one variable e.g. the univariate normal, uniform etc. distributions.

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22 views

### The utter futility of bivariate analysis

Consider the following quote from here: Moreover, univariable prefiltering, sometimes also referred to as “bivariable analysis,” does not add stability to the selection process as it is based ...
34 views

### Time series Exponential smoothing by Holt winters method

I have basic questions with respect to exponential smoothing techniques, from statsmodels.tsa.holtwinters import ExponentialSmoothing add_model = ExponentialSmoothing(traindata,seasonal_periods=12 ,...
38 views

### Uni-variate hourly time series anomaly detection by TBATS

I have hourly and +4 years length of air pollution data (PM10). It has 24 (daily), 168 (weekly) and 8766 (yearly) seasonality. Also distribution is right skewed and has very long tail. I want to make ...
22 views

### The sufficiency of univariate selection

Why is feature selection such a common topic, when one could simply use SelectKBest to find the optimal set of features? The only trouble would be to find the best ...
78 views

### Claims and questions regarding $n$-ball distribution?

CONTEXT In my research, I am utilizing an $n$-sphere distributions along with two related distributions. I'd like to make certain I have a firm handle on the way to describe my three distributions. I ...
63 views

### How to plot cost function against iterations? [closed]

I am new to coding in machine learning. I am trying to plot a graph for the gradient descent of a univariate function. ...
31 views

### Univariate vs multivariate analysis (p-value)

So I have been looking through some literature/articles, and something I often come across is, that when they do some kind of analysis it's often univariate and multivariate analysis on for example ...
55 views

### In a linear regression hypothesis equation, what does each symbol represent?

So I've been watching Andrew Ng's machine learning lectures, and I'm on a video about univariate linear regression. He was talking about how a Hypothesis takes an input and predicts an output, like a ...
38 views

### LSTM model for multistep univariate Time series forecasting

I have scenario where i have time series data (1 per day) for past 365 days. And I need to make a prediction for next 365 days. Is this possible using LSTM or any other ML models. I have been through ...
30 views

### Estimating parameters for the product of a lognormal random variable and a uniform r.v

Suppose I have a random variable which I suspect is the product of a lognormally distributed random variable $X$ and an independent uniformly distributed variable $U(0, 1)$. (The variables are the ...
28 views

### Logistic regression interpretation in SPSS statistics

I observed a very strange behavior while doing logistic regression, univariance analysis and correlation analysis. I have dependent binary variable and several independent variables that should be ...
25 views

### zero-lag filter: size of negative part of filter weights: when in-phase with sinusoid?

This question is about negative weights in causal filters and their effect on the lag, or "synchronization" with a sinusoidal signal. There are a few types of moving averages that use negative ...
149 views

### Graphical summaries of relationships between univariate distributions

I'd like to review published papers or book chapters (so I could formally refer to them) that graphically illustrate the parametric relationships between univariate distribution families. The papers ...
350 views

### Univariate ANOVA: how to deal with independent variables that are subsets (SPSS)?

I have speech recordings which have been assigned opinion scores (1-5). These recordings were performed by 10 speakers, 5 male and 5 female. I want to investigate the influence of both the specific ...
86 views

### Is the chi square test one type of univariate analysis?

Somewhere I read that for categorical variables, the univariate analysis includes only descriptive information. What about chi square test? Could not we assume the chi square test as univariate ...
99 views

### Is there a standard name for this continuous distribution? [closed]

I'm encountering the following PDF of continuous scalar real $X$ with semi-infinite support $]0,+\infty[$:  f_X(x) = C ~ x^{-\alpha} ~_1F_1\left ( a,b;-\frac{d}{x^\beta} \right ),~~~~~~\beta>0;~\...
27 views

### Correlation between univariate time series

I'm wondering about what preprocessing steps are common before taking correlation between univariate time series. I usually normalize the data, but I'm also wondering if the spacing is important as ...
29 views

### Is it possible to do forecasts using regression algorithms and only 2 variables?

I have a dataset with 2 variables: "_time" and "logins". I trained a model with the month of MAY. Then I applied that saved model on the month of JUNE (this is unseen). Is it possible to use a ...
52 views

### Comparing univariate and bivariate models [closed]

I have a bivariate dataset, that is, $(\boldsymbol{y}_i, \boldsymbol{x}_i)$ for $i = 1, \ldots, n$, where $\boldsymbol{y}_i = (y_{i1}, y_{i2})$ and $\boldsymbol{x}_i = x_{i1}, \ldots, x_{ip}$ are ...
114 views

### How different will that be between the R-squared of linear regression y~x and square of cor(x,y)

Generally, both of them can represent the linear relationship between x and y scale to [0,1]. Are they 99% very similar?
20 views

### Creating multivariate regression model out of multiple univariate models

A bunch of ML regression models are defined only for predicting the value of a single variable. Or have standard implementation that are only for the univariate case. For example support vector ...
50 views

### Verifying Identification Results for Univariate Regression

So I have this linear regression model shown below and I'm supposed to be showing that equation 3 is equal to equation 4. There's a hint that says a 2x2 inverse matrix appears in the proof, but the ...
9 views

### Appropriate analysis for univariate proportion data and environmental variables

I'm new to statistics so am trying to choose the best analysis to find if; There is a difference between canopy cover (0-100%) at different sites There is a relationship between canopy cover and ...
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### Definition of stable distribution

In some places, I find the following definition of stable distribution: A distribution is said to be stable if a linear combination of two independent random variables with this distribution has ...
192 views

### Box-Cox Transformation on Single Variable and Interpretation of the Transformed Variable's Mean and Standard Deviation

I'm revisiting the Box-Cox transformation in one of my stats books, and I started playing around with the SAS macro %BCTRANS2 (Source: http://support.sas.com/resources/papers/proceedings12/430-2012....
48 views

### Can we use a univariate regression as a dimensionality reduction method?

Assume we have 500 predictors and one response. Can we perform a univariate regression on each pair Y-X and then select the predictors that have the highest R-squared and p<0.05? After that, we can ...
87 views

### Interpreting results of mvnorm.etest using energy package in R

I need to use functionalities of the energy package installed in R to give energy test of normality. So, as given in its documentation here https://cran.r-project....
466 views

### Derive Spearman correlation (rather than Pearson's) coefficient from a univariate regression?

In univariate regression, the standardized coefficient is equal to the Pearson correlation coefficient. When the two variables are ranked variables, Spearman correlation would be appropriate. Is it ...
411 views

### How to adjust for a temporary 12-month level shift in time series?

I am working with a time series on monthly base (April 2004 - Oct 2016) in order to identify an ARIMA model and do forecasting. This is the time series I examine: month;volume Apr 04;2.555 Mai 04;2....
428 views

### Univariate and multivariate outlier detection

I have a dataset with several features (about 15), and I am interested in finding outliers. My approach is to perform univariate analysis to highlight outliers in the single features and multivariate ...
9 views

### Index creation for studying “average” time series properties

I have 300+ financial time series from an "unknown" asset class. To study the dynamic properties of class my idea was to collect them under an "index" and then study it as an univariate time series. ...
580 views

### Express multivariate normal as a univariate normals

I want to find the univariate normals of a multivariate normal in order to plot them. If we assume that each are independent, then I know that we can use the mean vector and diagonal of the covariance ...
56 views

### What is a qq plot? Is it possible to make a qq plot between age (ranging from 20 to 70) and salary (ranging from 5000 to 10000)?

What I have understood is that it is a graphical technique used to check if 2 data sources (even if not from the same population) have similar data distribution. In that case the scatter plot will be ...