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Michael D

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18 Questions

Votes Activity Newest Views
11
14
votes
1
answer
2k
views

Do Gaussian process (regression) have the universal approximation property?

gaussian-process approximation
Mar 21 '17 at 19:31 Michael D 433
3
9
votes
2
answers
21k
views

Time series seasonality test

r time-series hypothesis-testing python seasonality
Jul 21 '19 at 6:45 Michael D 433
1
4
votes
3
answers
293
views

Permutation feature importance on Train vs Validation set

regression forecasting random-forest feature-selection
Jul 7 at 14:29 Davide ND 1,918
 
3
votes
1
answer
336
views

Why naive (prediction) forecasting is called random walk?

forecasting
Dec 9 '19 at 23:33 Italo Gervasio 21
 
1
vote
3
answers
27
views

If the autocorrelation below confidence for time series

time-series forecasting autocorrelation
Oct 27 at 14:31 jcken 700
 
1
vote
2
answers
31
views

Calculating Bootsrap (Mean and Variance) if samples has non equal weight

bootstrap
May 24 at 9:44 BruceET 33.1k
1
1
vote
2
answers
30
views

Hyperparameter tunning if the validation set is not big enough

machine-learning cross-validation hyperparameter
Dec 11 '19 at 18:45 cbeleites unhappy with SX 31.8k
 
1
vote
1
answer
1k
views

LSTM: performance decreases, when some classes have a very short sequences

rnn lstm
Dec 17 '18 at 7:02 Community♦ 1
2
1
vote
1
answer
1k
views

what are the top conferences for Time Series Analysis and related topics? [closed]

time-series conferences
May 22 '18 at 4:11 user2313186 141
 
0
votes
0
answers
8
views

Include weight (or amount of noise) in each point into forecasting model

machine-learning time-series forecasting weights
Nov 12 at 14:00 kjetil b halvorsen♦ 52.1k
 
0
votes
0
answers
29
views

Normal Conjugate Prior, Known Mean and Unknown Variance?

bayesian exponential-family conjugate-prior
Oct 21 at 15:15 kjetil b halvorsen♦ 52.1k
 
0
votes
0
answers
15
views

Time Series Normalization by row or by columns?

time-series forecasting normalization
Jul 6 at 12:46 Michael D 433
 
0
votes
1
answer
110
views

How calculate variance-covariance matrix of coefficients for multivariate (multiple) linear regression?

regression regression-coefficients covariance-matrix
May 19 at 18:07 David Luke Thiessen 75
 
0
votes
1
answer
408
views

MAPE and SMAPE shift invariance (bias)

forecasting error model-evaluation mape
Oct 24 '19 at 13:18 Stephan Kolassa 77.2k
 
0
votes
2
answers
537
views

Can Kernel Density Estimation estimate an Exponential Distribution?

kernel-smoothing density-estimation exponential-distribution
Apr 19 '19 at 1:01 Glen_b 244k
 
0
votes
0
answers
43
views

To what distribution it's similar? Looks like an exponential but it's not

density-estimation exponential-distribution
Apr 17 '19 at 9:58 Michael D 433
 
0
votes
0
answers
44
views

Similarity between bar plots (counts of categories)?

probability categorical-data similarities jaccard-similarity
Aug 23 '17 at 15:29 gung - Reinstate Monica 125k
 
-1
votes
1
answer
1k
views

Units for Chi-Square test (meter vs kilometers) contingency table

chi-squared
Aug 27 '17 at 14:21 Community♦ 1
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