1738 search results for "time series"

Feature Selection 3 – Swarm Mentality

June 6, 2013
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Feature Selection 3 – Swarm Mentality

"Bees don't swarm in a mango grove for nothing. Where can you see a wisp of smoke without a fire?" - Hla Stavhana In the last two posts, genetic algorithms were used as feature wrappers to search for more effective subsets of predictors. Here, I will do the same with another type of search algorithm: particle swarm optimization....

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Major League Baseball run scoring trends with R’s Lahman package

June 4, 2013
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Major League Baseball run scoring trends with R’s Lahman package

The statistical software R has an ever-expanding array of packages that provide pre-programmed functions and datasets. One such package is named Lahman, bundling the contents of the Lahman database into a quick-and-easy resource for R users. In addition to the data tables, the package resources also contain a variety of analyses and graphics undertaken using...

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Exploratory Data Analysis: Variations of Box Plots in R for Ozone Concentrations in New York City and Ozonopolis

Exploratory Data Analysis: Variations of Box Plots in R for Ozone Concentrations in New York City and Ozonopolis

Introduction Last week, I wrote the first post in a series on exploratory data analysis (EDA).  I began by calculating summary statistics on a univariate data set of ozone concentration in New York City in the built-in data set “airquality” in R.  In particular, I talked about how to calculate those statistics when the data

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What is probabilistic truth? Part 2 – Everything is conditional

May 24, 2013
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What is probabilistic truth? Part 2 – Everything is conditional

Read Part 1 When making a statement of the form “1/2 is the correct probability that this coin will land tails”, there are a few things which are left unsaid, but which are typically implied. The statement is one about the probability of an unknown event occurring, and it would seem reasonable to write this

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An R debugging example

May 21, 2013
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The steps taken to fix an R problem. Task To prepare for the Portfolio Probe blog post called “Implied alpha and minimum variance”, I tried to update a matrix of daily stock prices using a function I had written for the purpose. Error When I tried to do what I wanted, I got: > univclose130518 The post An...

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Non-Verbal Reasoning Test – Concerto

May 20, 2013
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Non-Verbal Reasoning Test – Concerto

I have just released my first complete test of non-verbal problem solving skills.  It is run on Concerto (an R-based application development platform targeted at primarily test developers)  Try it out by following the link below.Non-Verbal Re...

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What is probabilistic truth?

May 18, 2013
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What is probabilistic truth?

I am currently working on a validation metric for binary prediction models. That is, models which make predictions about outcomes that can take on either of two possible states (eg Dead/not dead, heads/tails, cat in picture/no cat in picture, etc.) The most commonly used metric for this class of models is AUC, which assesses the

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Stack Exchange: Why I dropped out

May 13, 2013
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Stack Exchange: Why I dropped out

Stack Exchange is a series of question-and-answer sites, including Stack Overflow for programming and Cross Validated for statistics. I was introduced to these sites at a short talk by Barry Rowlingson at the 2011 UseR! meeting, “Why R-help must die!“ These sites have a lot of advantages over R-help: The format is easier to read,

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Feature Selection 2 – Genetic Boogaloo

May 8, 2013
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Feature Selection 2 – Genetic Boogaloo

Previously, I talked about genetic algorithms (GA) for feature selection and illustrated the algorithm using a modified version of the GA R package and simulated data. The data were simulated with 200 non-informative predictors and 12 linear effects and three non-linear effects. Quadratic discriminant analysis (QDA) was used to model the data. The last set of...

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AIC & BIC vs. Crossvalidation

May 4, 2013
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AIC & BIC vs. Crossvalidation

Model selection is a process of seeking the model in a set of candidate models that gives the best balance between model fit and complexity (Burnham & Anderson 2002). I have always used AIC for that. But you can also…Read more →

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