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I have implemented linear regression manually, for learning purposes, and I use the "Auto MPG" data set as the toy data I'm applying it to. It occured to me that I don't know how to test the efficiency of my model! With classification I can check the predicted class vs the actual class, but what do I do with regression...
I don't know exactly how to describe what I'm looking for, but I will try to make some examples. Let's take three different data series: Series A: 1,2,3,4,5,6,7,8,9,10,9,8,7,6,5,4,3,2,1 Series B: 1,2,1,2,1,2,1,2,1,2,1,2,1,2,1 Series C: 1,2,3,2,1,2,3,2,1,2,3,2,1 The change from point to point is: Series A: +1,+1,+1,+...
I have the following regression equation, where $Y^*$ is wages: $$Y^* = \beta_0 + \beta_1 X_1 + \beta_2 X_1^2 + \beta_3 X_1^3 + \beta_4 X_1^4$$ I have been given the Beta values as, $(1.6 , 0.2 , -0.3 , 0.04 , -0.002)$, respectively. I create a new variable $W$, $$W=\begin{cases} 0, & \text{if }Y^* \leq 30 \\ ...
I have data from an experiment. The independent variable is time, the dependent variable is mass loss of organic matter. Now I want to compare whether a linear or a non-linear model fits better. From my understanding the $R^2$ (adjusted or not) should not be used and instead I should go for pseudo-$R^2$ measures (e.g. ...
This is a vague question. I will do my best, I think it has definite answers. I am hoping for answers of the form "Read book x, learn this specific topic, read this paper/s". What is bothering me is that every AI system I have read about seems to have an internal model which is set up to operate in a specific way. The ...
From a given dataset X, I learn a 7-component gaussian mixture model using matlab's gmdistribution.fit: model = gmdistribution.fit(X,7,'Start', gmm_init,'Options',options, 'Regularize', 1e-05) However, if I want to create a contour-plot using matlab's ezcontour, the result is that a lot of areas are actually blanked o...
Why differencing a normal, i.i.d. time series $X$, generates a negatively correlated series $Y$? > Acf(rnorm(5000, 0, 40)) > Acf(diff(rnorm(5000, 0, 40))) I stumbled on this problem while looking at a time-series that I wanted to predict using an ARIMA model. The original series appeared to be non-stationary by looki...
One way to calculate importance of a variable in a regression, is to get the decrease in $RSS$ when we calculate a model without the variable in question. Is this valid for a regression with ARIMA errors? Suppose I want to get three measures: Importance of external regressor Importance of ARIMA coefs Importance of Sea...
I need to fit a GLS model, with some known regressors, and where the errors follow an unknown ${\rm ARIMA}(1,0,1) \times (1,N,1)$ model. It seems like the main tool out there for such models is the gls function in the nlme package for R. In gls, one specifies the correct correlation struction using a corStruct object,...
I'm analyzing a set of news articles and user libraries. User library is the set of news articles shared by one user. Obviously, the rating is 1 (the article is in user's library) and 0, otherwise. I hypothetically present every user with M articles sorted by their predicted rating and evaluate based on which of these ...
Lets say that we have an online auction where various known sellers and known buyers exchange product X. A seller will post product X and each seller will then bid in accordance with X and if they want it. The highest bidder would win X. Think of something like Ebay, though the auction I'm thinking of has a set number ...
Suppose I have two random variable $X_t\sim NID(0,1)$ and $Y_t\sim NID(0,4)$ and $Cov(X_t,Y_t)=2$ . Consider the random variable $Z_t = X_t + Y_t + Y_tX_t$. $E(Z_t) = E(X_t)+E(Y_t X_t)+E(Y_t) = 0 + 2 + 0 = 2$ because, $E(X_t)=0$ $E(Y_t)=0$ $E(X_tY_t) = E(X_t)\times E(Y_t)+cov(X,Y) = 0 + 0 + 2$ But if I want to obtain...
I have data and I want to ascertain whether it is beta or gamma distribution. Once I know what the distribution is, how do I find out what the parameters are?
Good afternoon I am working on a study where the dependent variable (% of people in one ethnic group voting, essentially) and one of the independent variables (% of such people in the population) are measured annually for 10 years. There are other independent variables that are not time dependent. I could run a separat...
The structural form of the linear simultaneous equations model simultaneous equations model can be written as $ \mathbf{y}_{i}^{\prime}\Gamma+\mathbf{x}_{i}^{\prime}\mathbf{B}=\epsilon_{i}^{\prime} $ which can be written in the reduced form model as $ \mathbf{y}_{i}^{\prime} =-\mathbf{x}_{i}^{\prime}\mathbf{B}\Gamm...
I know there are methods to calculate a confidence interval for a proportion to keep the limits within (0, 1), however a quick Google search lead me only to the standard calculation: $\hat{p} \pm 1.96*\sqrt\frac{\hat{p}(1-\hat{p})}{N}$. I also believe there is a way to calculate the exact confidence interval using the...
I am plotting a density estimate for misclassification rate of some classifier using the standard plot and lines functions. Even though I've set xlim=c(0.32,0.38) and ylim=c(0,100) within the plot command, the x-limits and the y-limits are a bit wider than I'd like. How can I get the bottom left of the plot to have coo...
I would like to compare a daily trade w.t.d. $index over the period of 10 years+ versus the shorter term (170 days) using GARCH(1,1). The short term data derives from the 10 year+ data. The trouble is that the 10 year time series is heteroskedastic, whereas the shorter data is not. Can I apply GARCH(1,1) on the short...
For a multi-threaded application, I want to identify the nature of the application based on the arrival times of each thread. Example(Are thread launch spaced regularly, are they bursty in nature or are they highly dynamic). To identify this, the starting time of each thread is measured. The variance is calculated for ...
Given that I have a set of bernoulli experiments, each with a different and unkown probability $p_i$ and an outcome $x_i$, and an estimator that for each experiment gives a prediction of the probability of the event, I want to measure the prediction quality of the estimator. Example: I have a stack of n "unfair" coins,...
I have a longitudinal dataset, so for each company different year observations. The time period of the dataset is 1993 to 2008. I tested a FGLS model on the whole dataset. Now I want to test the FGLS model on three separate models (1993-1999)-(2000-2002)-(2003-2008). More specifically I want to compare the regression c...
Suppose that I have a vector X of 50 numbers between 1 and 10. Then I calculate the variance of X. Let us say it turns out to be 8, that is, VAR(X) is equal to 8. Is it meaningful to ask the statistical significance of this result? If yes, how can I calculate it? Note: Although Matlab calculates statistical significanc...
I have a study with 35 subjects who received hypercoagulability testing at 4 different times (before surgery, after, at 1 week, and at 1 month). Each subject has 9 different test of hyper coagulability at the 4 time points. I want to compare each of these 9 tests over time (i.e.: clot time_preop vs. clot time_postop ...
Editing question to be more specific: I'm relatively new to statistics, and hoping I can get some help. The brilliance that is Stack Exchange has been immensely helpful in the past. In my case, I have a bunch of data for the vocabulary of parents and their children. I want to test the correlation between the vocab size...
This is a basic statistical pattern recognition question. I'm aware of LDA classification, Naive Bayes Classification techniques which give output as a likelihood (of data belonging to a certain class). What are other likelihood-based supervised classification techniques? Can all of the supervised classification techni...
I have: a function of the form $S=M f(t, \theta)$ where $\theta$ is a variable, $t$ and $M$ are parameters. two observations $(\theta_1, S_1)$ and $(\theta_2, S_2)$ in which $S_1$ and $S_2$ are observed values for $t$, and $\theta_1$ and $\theta_2$ are the observed values of $\theta$. Furthermore, we know that my...
I have a dataset on a particular domain and I want to do a one-class classification with LIBSVM (wrapper) in Weka. I have trained the classifier, but the problem is, when I test it with a different dataset than the test set, I get all of them as correctly classified (which I know they are topically different from the t...
What are the main differences between the two-sample Kolmogorov–Smirnov test and the Brunner-Munzel test with respect to assumptions, power, etc? Both are non-parametric, and should work in the heteroscedastic case?
I have a linear model with 6 IVs and would like to analyze the effect of an interaction term applied to all the IVs. To illustrate, let's say we're predicting the Win/Loose ratio of NBA basketball teams based on a number of players statistics and we want to add the number of spectators coming to the games as an interac...
Spectral Decomposition Let $\mathbf{A}$ be a $k\times k$ positive definite matrix with the spectral decomposition $\mathbf{A}=\sum_{i=1}^{k}\lambda_{i}\mathbf{e}_{i}\mathbf{e}_{i}^{\prime}$. Let the normalized eigenvectors be the columns of another matrix $\mathbf{P}=\begin{bmatrix}\mathbf{e}_{1}, & \mathbf{e}_{2}, & \...
If I have 30 objects and 5 buckets that each hold 6 objects, how many times could I put the objects into the buckets without an object being in the bucket with an object it has previously been grouped with? So, for each round you would empty all of the objects from the buckets and place them into buckets again (they co...
Apologies in advance if any of my terminology here is wrong, I'm not an expert in statistics. If I've made any mistakes, let me know and I'll correct them. The task I'm looking for some advice on approaching is parameterless density estimation (particularly kernel density estimation, but if somebody wants to suggest an...
I'm trying to learn R for ML purposes, and right now I'm building classifier for my data (10 dimensions, ~400 elements, 2 classes), which have some outliers in it, and a lot of missing values. I'm using multi-imputation of missing values from Amelia package and e1071 SVM. My results are quite good: 80% quality on cross...
Could someone help me sort through my experiment? I had a couple classes in statistics several years ago and I've let most of it slip. Could someone provide statistical insight a better way to analyze the data. i have a data set with what we'll say is mice which were given a treatment and many of them died, some surviv...
I have data collected from a survey administered on a subset of the population. I also have the population proportions of variables such as gender, race and housing type. I would like to combine the weights from each separate cross tab (of gender, race and housing type) such that the weighted proportions of my survey d...
The assignment is to run a simulation on excel to figure out the probabilities on obtaining a certain goal: John and Jane Doe are planning to save money to pay a house for their 6-month-old son, Patrick. They have decided that they would like to have $500,000 saved by the time Patrick is ready for college 17 years fro...
I recently submitted a paper, in which I used quantile regression, to a psychology journal. Although I thought I had already put enough thought in a clear exposition of quantile regression, the reviewers asked for better explanations of the quantile regression technique being only familiar with standard OLS regression....
I am doing some web page clustering work and I'm going to use cosine similarity as my distance measure. Even though cosine similarity is a clustering technique, I have to give training data in order to build the query vector. Clustering algorithm doesn't need training data in the sense of with labeled classes, but how ...
I am using the LASSO with multiple imputed datasets and I am not sure how should I combine the coefficients obtained on the different imputed datasets. I could simply average them (as I would do had I computed the coefficients using ordinary least squares), but then since the set of variables with non-zero coefficients...
I'm very in to Sports analysis and am keen to look at finessing my analysis models that I have worked up (I don't have a great maths background, I've just done a little bit of reading). Standard deviation of Game Results about prediction from a Ratings system (in this case least squares regression with a few tweaks) e...
I've run a Tobit regression but I'm not sure of how I should interpret the coefficients. Do you have any suggestions? Thank you very much!
this is a rather elemental question, but any help would be appreciated anyway. This webpage gives a method of finding the p-value of Pearson's correlation coefficient, using a table. However, the methods listed in Wikipedia's article suggest that using a table is only valid if the variables are special in some sens...
I've got a online classification problem where I predict a class label {+1, -1} for an object and then show it to a user to get a real label. My task is to minimize a number of -1 objects shown to a user. Obviously, the algorithm will not converge if it learns only on +1 -> -1 missclassifications, so a certain ammount ...
Which statistical metrics can be used for characterizing binary time series? For the classical time series there is this paper: S. Wang and R. Hyndman "Rule induction for forecasting method selection: meta-​​​​learning the characteristics of univariate time series,” Neurocomputing, 72, 2581–2594, 2009 But for b...
In document classification, is cosine similarity considered a classification or a clustering technique? But you need training data with the cosine similarity for creation of the centroid right?
I'd like to have your feedback to analyze my data from the following experiment. Experiment Information A total of 30 (15 from one city and other 15 from another city) slaughtered animals were sampled. Three tissues (Muscle, Kidney and Liver) were collected from each sampled slaughtered animal. Each sample was analyze...
This is a relatively easy question but I am new to statistics so I hope I could get a better idea. Me and my friend were discussing the following: My friend said that if someone wants to find the average monthly family income of a country and goes about finding this by saying: if the average family size is 4, I just mu...
I have a questionnaire with 30 questions divided into 3 blocks of 10 questions each. Each question is answered with a number 1 to 10 and then an average of them all is calculated. I need to know how much each block has contributed to the final score (and if possible - how much each question has contributed). How do I d...
I am interested in doing a nonparametric hypothesis test in Stata. I have 2 series of data, each time series and that overlap in time period. 10 time periods each. I am interested in a test that checks whether the series are trending similarly. I am not interested in the levels. For example, suppose I have a series ...
I am currently working on analyzing a case and I need some help with the statistics. When a certain woman tried to find an insurance for her car, she was told that the premium she had to pay would be more than average, based on the fact that she was a woman. According to the insurance company, on average, women were a...
I am writing my PhD thesis and I've realized that I rely excessively in box plots in order to compare distributions. Which other alternatives do you like for achieving this task? I'd also like to ask if you know any other resource as the R gallery in which I can inspire myself with different ideas on data visualization...
Before it is pointed, I am aware that a very similar question was already asked. Still, I am in doubt regarding the concept. More specifically, it is mentioned by the most voted answer that: In terms of a simple rule of thumb, I'd suggest that you: Run factor analysis if you assume or wish to test a theoretical mode...
Colleague draw my attention to the following discussion paper. In my opinion this discussion paper is clearly intended as a critique of the routinely published articles in the field. The discussion paper relates the growth of gross domestic product with the length of certain male body part. The relationship is clearly ...
My colleague has an experiment with a 2x2 all between subjects design with categorical variables predicting a three-level categorical dependent variable (choise between A, B, C/ coded as -1 0 1). Is this coding correct? Can a dependent variable have three levels? What kind of analysis can he best conduct?
I am currently studying the following case of Neil Owen, based on the following article I found a newspaper: "A 20-year-old student was jailed for life yesterday for the brutal rape and murder of a schoolgirl, after one of the biggest DNA testing programmes in British criminal history. Neil Owen was arrested a yea...
I've written some code to calculate Poisson confidence limits (a) using Chi-squared, and (b) from first principles, using Poisson's probability mass function equation. However, the two sets of results don't agree. For example, for Lambda=10 and 95% confidence limits, I get: 95%: Chi squared [4.80, 18.39] Exac...
I have 9 questions in 3 different blocks where you answer with a number (1-7). And there is a question (how did you like this place overall?) that is answered (1-10). I need a way to find out how much each block (and maybe also each question) affects the tenth question. Preferably using excel or R. The number of respon...
One can argue that the evidential value of a database hit increases when the database gets larger. Indeed, having a unique hit in a database simply means that all the other persons in the database are innocent. Therefore, if the database is larger we have the extra information that many more people are innocent. Clearl...
Ok so this may seem like a basic question but I'm getting confused by the mathematical notation. I am calculating the MSE (mean squared error) between two matrices. I know how to compute this, but do not know how to denote it. For calculating the MSE, you have to subtract every element of matrix 2 from every element of...
My dad was saying the following: suppose that over the last year, a certain product, let's say milk, has doubled in price, while another product, say bread, has dropped to half the price. Someone now claims that prices has gone up" and uses the following argument: if we put prices on 100 last year, then the price of mi...
Biswas considers "a classical-type linear model of observed score ($X$), true score ($T$), and random error ($E$)" and asserts ... in test theory, interpretation of $\rho_{TX}$ has an intuitive appeal in considering $\rho_{TX}$ and $\rho_{XX'}$ as a measure of ordinal reliability. But both $\rho_{TX}$ and $\rho_{XX'}$...
I am familiar with entropy as defined from information theory, which is simply $ H(X) = \sum_{i=1}^{n} p(x_{i}) \log p(x_{i}) $, for a discrete set of probabilities. In term of clustering, the entropy can be used to measure the quality of a clustering solution. It is defined as, $ E(S_{r}) = - \frac{1}{\log{q}} \sum_{i...
A Regression with ARIMA errors is given by the following formula (saw on Hyndman et al, 1998): $Y_t = b_0 + b_1 X_{1,t} + \dots + b_k X_{k,t} + N_t$ where $N_t$ is modeled as an ARIMA process. If we have that the model for $N_t$ is ARIMA$(0,0,0)$, then $N_t = e_t$, and $Y_t$ is modeled by an ordinary regression. Suppos...
I have what is probably a simple question, but it is baffling me right now, so I am hoping you can help me out. I have a least squares regression model, with one independent variable and one dependent variable. The relationship is not significant. Now I add a second independent variable. Now the relationship between th...
I have a problem in multivariate time series. The data consist of three time series related to foreign trade. Although my client is still doing research and attempting to find monthly data for all three series, she may only have quarterly data for some series. She has data for 10 years. I am considering interpolating ...
It seems the Bonferroni method (dividing experimentwise alpha by # of comparisons) for choosing the p level to fix the experimentwise alpha (when doing many pairwise comparisons) is more conservative than just solving $1 - (1 - p)^k = .05$ to get the alpha to use for each of the $k$ pairwise comparisons. Why not just ...
I've performed a three-way repeated measures ANOVA; what post-hoc analyses are valid? This is a fully balanced design (2x2x2) with one of the factors having a within-subjects repeated measure. I'm aware of multivariate approaches to repeated measures ANOVA in R, but my first instinct is to proceed with a simple aov() ...
I am trying to use the dirmult package in R to find the parameters of the dirichlet multinomial distribution. However When I run the code, I see that it appears to be minimizing the Likelihood rather than maximizing. Here is a sample trace: > foo <- dirmult(data) Iteration 1: Log-likelihood value: -108256.762432151 Ite...
For fun, I tried to replicate the results of Petersen (2009) who deals with the correct estimation of standard errors in finance panel data sets. In a nutshell, he estimates the following standard regression for a panel data set: $$ Y_{it} = X_{it} \beta + \epsilon_{it} $$ where $\epsilon_{it} = \gamma_i + \eta_{it}$...
I have been using the fPortfolio package and have found some inconsistency in the usage of terminology in the package. What does a "covariance risk budget" in the result returned by mean variance portfolio optimization- mean?
I have a 2x3 factorial design for my experiment: 3 levels of information given to participants (None, Moderate, Extreme), and 2 levels of time that the information focuses on (2050 or 2100), for those who received information. I'm curious about how to deal with the fact that my control group, receiving no information, ...
I am facing a sentiment analysis task where I am using Naive Bayes to classify documents as Positive, Negative or Neutral. I have thought of using Information Gain as my filter for feature selection. Taking into account that I need to classify into 3 classes, would it be ok to use IG without further modifications (sinc...
About simple regression: It's well known that usual OLS estimators of $β_{0}$ and $β_{1}$ have minimum variance of all unbiased linear estimators. I wonder if there are popular biased linear estimators which have smaller variance or unbiased nonlinear estimators or biased nonlinear estimators which have better char...
I'm currently using R to find the best approach to solving a machine learning problem. Once I've got the approach sorted, I will need to build this into an application which can be used by end users. My background is as a .NET developer. I see there are a few questions related to this, but my question is more about wha...
I want to cluster a set of time series regarding their pairwise correlation. If I normalize the series by subtracting their average value and then scaling to a standard deviation of one, the correlation coefficient (Pearson's r value) between original series is the same as the dot product of the normalized counterpart...
Possible Duplicate: Likelihood Ratio Testing in Multinomial logistic regression using SPSS I am doing multinomial logistic regression. Dependent variable is categorical with 6 categories. 15 Independent variables are measured on an interval scale (included as covariates in SPSS) Now I am watching the LR test. None o...
I am trying to solve tracking problem. At certain points in time I receive object location and I should make decision whether received object location belongs to existing track or not. If not, I should create new track. Every track is filtered by Kalman filter so I can calculate speed and posterior. What algorithm or f...
I have a data.frame with 18 columns all of which are categorical variables containing the same factors e.g. "a", "b", "c". What I would like to produce is a matrix which is 18x18 and contains the proportion/percentage agreement between each column and the rest of the others. For example:- Input: yoda <- data.frame(one...
I'm attempting to dig out some metrics that look at how reliably clients connect to a service. The raw data is in the form of "client A, came online|offline at time X". The connection is highly unreliable, and I want some type of moving average to show whether the connection is improving or not over time. Clients are n...
In an article I'm reading the probability of an observed point falling in bin i is written as: $P_i=\frac{m_i}{\sum\limits_j m_j}$ where $m_i$ is the number of model points in bin i. Then, the cumulative probability of obtaining the entire data set $n_i$ is written as: $P=\prod\limits_i \left( \frac{m_i}{\sum\limits_j ...
Hello I'm running anova with R and I am wondering what the differce is between multiway anova and single anova. I know single anova gives a different answer than multiway anova but I dont know how to quantify multiway anova. Could someone explain in words the difference between: base~col1 base~col1+col2 base~col1*col2...
This is a soft question: How can the order of a sample univariate data be reversed while preserving the variance?
There are many methods to perform regularization -- $L_0$, $L_1$, and $L_2$ norm based regularization for example. According to Friedman Hastie & Tibsharani, the best regularizer depends on the problem: namely the nature of the true target function, the particular basis used, signal-to-noise ratio, and sample size. Is ...
I would like to perform an anova for all the columns in my data set. I tried this: aov.ex2 <- aov(base~1*2*3,data=data1) summary(aov.ex2) results in 8 1 4.83E+08 482880306 29.802 7.90E-08 *** 2 1 7.34E+07 73427001 4.532 0.03381 * 7 1 5.39E+07 53881269 3.325 0.068875 . 5 1 ...
I was wondering if any of you have experience in fitting a Cox model to data with missing covariates. Do you know of any reference addressing the issues associated with Cox regression with missing covariates? I know of the approach using the Expectation Maximization (EM) algorithm, but I want to know if there is a pub...
In R suppose that we have the following code: require("UsingR") # required for "simple.sim" function below f= function(n=100,mu=0,sigma=1) { nos = rnorm(n,mu,sigma) (mean(nos)-mu)/(sigma/sqrt(n)) } simulations = simple.sim(100,f,100,5,5) hist(simulations,breaks=10,prob=TRUE) Does this basicall...
I am struggling to find an appropriate distribution to model the total number of vacation days taken in a year. I originally thought of going with a standard count distribution like negative binomial or even using hurdle regression to combine negbin with a logistic model. However, the nature of the dependent variable ...
Are there some variables where it can be difficult to assess whether they are purely categorical? For example: To assess the level of pain that a patient is in, you use a scale between 1 and 10.I wouldn't consider pain score to be a categorical variable here, just discrete; this is because it is a measurement (even ...
De novo simulation of data from an experimental design data frame. With a focus on R (though other language solution would be great). In designing an experiment or a survey, simulating data and conducting an analysis on this simulated data can provide terrific insight into advantages and weaknesses of the design. Such ...
I have three different measures of child anxiety (IVs). For each measure, I have a self-rating by the child and an other-rating by a parent. I want to use these measures to predict a particular diagnosis (DV). How do I take into account the dyadic nature of the parent-child relationship? I plan to use hierarchica...
I want to find a weight that minimizes an averaged cross validated misclassification score from an $L_2$ logistic regression classifier. Obviously, the search space for the weights should be bounded below by zero, but are there any other rules of thumb for selecting weights to test? Should I search in the log space?
I know that the Likert scale is the sum (or some sort of combination) of all the responses of a survey, test etc. and the actual numeric responses are called response levels. Is this true of all psychometric numeric responses? ie are those responses also called response levels or are they some times called a scale (...
Consider the $2^6$ factorial in 8 blocks of eight each runs with ABCD, ACE and ABEF as the independent effects chosen to be confounded with blocks. Generate a design. Find the other effect of confounding. I can solve the second part of the question. I found the solution of the first part in a solutions manual (question...
If you have unequal sample sizes in cells, then the order in which you enter model terms changes your results for sequential or Type I SS. The first variable to enter the model is allocated its unique variance plus the variance shared by the second variable, then the second variable gets only its unique variance. If y...
I have a massive dataset with titles across the top for the row. All the values in the dataset are number minus about 50 of them which are NA. I need to find the median of each column whilst somehow not selecting the title of the column. Then once I have the median of that row I need to replace all potential 'NA's with...
I have a data set that has 600 observations divided in two groups. I am going to compare the central tendencies (e.g., the means) of these two groups. However, there are violations of classical assumptions present, such as normality and equality of variances. Can I use a parametric approach (specifically, the t-te...
Just a little thought I've been having. If we rolled a fair dice 60 times, and got 60 sixes in a row, we would (wrongly?) definitely assume that something fishy's going on. Is there any statistical measure which could raise our attention to this potential problem? Or is it simply not a problem, since this sequence is j...
I have a time-series of daily measurements of some quantity for 1995-2011. There's about one measurement every three days. The data show a strong seasonality (annual cycle). What I ultimately want is get an estimation for the underlying trend. STL decomposition works fine and gives me seperate trend, seasonality, and n...
I'm trying to understand the properties of Mahalanobis distance of multivariate random points (my final goal is to use Mahalanobis distance for outlier detection). My calculations are in python. I miss some basics here and will be glad if someone will explain me my mistake. Here is my code: First I generate 1000 multi...
i have time series data (download at:-->http://www.4shared.com/rar/ft3YCN2H/Time_series_data.html) consider potential values as time series data points(4th column) file<-read.table(filename.txt,skip=1) ts_data<-file$V4 #final time seris vetor please,give R script/functions to be used from any package,for follwing to ...