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Category: Data Science

ARIMA In R

Subhasree Chatterjee shows us how to use R to implement an ARIMA model:

Once the data is ready and satisfies all the assumptions of modeling, to determine the order of the model to be fitted to the data, we need three variables: p, d, and q which are non-negative integers that refer to the order of the autoregressive, integrated, and moving average parts of the model respectively.

To examine which p and q values will be appropriate we need to run acf() and pacf() function.

pacf() at lag k is autocorrelation function which describes the correlation between all data points that are exactly k steps apart- after accounting for their correlation with the data between those k steps. It helps to identify the number of autoregression (AR) coefficients(p-value) in an ARIMA model.

ARIMA feels like it should be too simple to work, but it does.

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Structural Topic Models In R

Julia Silge has a great post on building Structural Topic Models in R using stm and tidytext:

The stm package has a summary() method for trained topic models like these that will print out some details to your screen, but I want to get back to a tidy data frame so I can use dplyr and ggplot2 for data manipulation and data visualization. I can use tidy() on the output of an stm model, and then I will get the probabilities that each word is generated from each topic.

I haven’t watched the video yet, but that’s on my to-do list for today.

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Exploring The MNIST Dataset

David Robinson performs exploratory data analysis on the MNIST digit database:

The challenge is to classify a handwritten digit based on a 28-by-28 black and white image. MNIST is often credited as one of the first datasets to prove the effectiveness of neural networks.

In a series of posts, I’ll be training classifiers to recognize digits from images, while using data exploration and visualization to build our intuitions about why each method works or doesn’t. Like most of my posts I’ll be analyzing the data through tidy principles, particularly using the dplyr, tidyr and ggplot2 packages. In this first post we’ll focus on exploratory data analysis, to show how you can better understand your data before you start training classification algorithms or measuring accuracy. This will help when we’re choosing a model or transforming our features.

Read on for the analysis.

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Markov Chains In Python

Sandipan Dey shows off various uses of Markov chains as well as how to create one in Python:

Perspective. In the 1948 landmark paper A Mathematical Theory of Communication, Claude Shannon founded the field of information theory and revolutionized the telecommunications industry, laying the groundwork for today’s Information Age. In this paper, Shannon proposed using a Markov chain to create a statistical model of the sequences of letters in a piece of English text. Markov chains are now widely used in speech recognition, handwriting recognition, information retrieval, data compression, and spam filtering. They also have many scientific computing applications including the genemark algorithm for gene prediction, the Metropolis algorithm for measuring thermodynamical properties, and Google’s PageRank algorithm for Web search. For this assignment, we consider a whimsical variant: generating stylized pseudo-random text.

Markov chains are a venerable statistical technique and formed the basis of a lot of text processing (especially text generation) due to the algorithm’s relatively low computational requirements.

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More DBA Salary Research

Ginger Grant digs into the DBA salary survey a bit further:

I know that I have heard that if you want to make money you need to get into management. Being a good manager is not the same skill set as being a good database professional, and there are many people who do not want to be managers.  According to the data in the survey, you can be in the top 5% of wage earners and not be a manager. How about telecommuting? What is the impact on telecommuting and the top 5%?  Well, it depends if you are looking at the much smaller female population. The majority of females in the top 5% telecommute.  Those who commute 100% of the time do very well, as well as those who spend every day at a job site.  Males report working more hours and telecommuting less than females do as well.  If you look at people who are in the average category, they do not telecommute. The average category has 25% of people who work less than 40 hours a week too. If you look at the number of items in the category by country you can determine that in many cases, like Uganda, there are not enough survey respondents to draw any conclusions about salary in locations.

Another area of importance here is in trying to normalize salaries for standard of living:  it’s a lot easier to get a $100K/year job in Manhattan, NY than Manhattan, KS, but $100K in the latter goes much further.  Based on my little digging into the set, it’d be tough to draw any conclusions on that front, but it is an a priori factor that I’d want to consider when dealing with salary survey data.

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DBA Salary Calculations

Eugene Meidinger takes a whack at the data professional salary survey:

So I’m using something called a multiple linear regression to make a formula to predict your salary based on specific variables. Unfortunately, the highest Coefficient of Determination (or R2) I’ve been able to get is 0.37. Which means, as far as I understand it, that at most the model explains 37% of the variation.

Additionally the spread on the results isn’t great either. The standard deviation, a measure of spread, is about $25,000 on the original subset of data. Which means we’d expect 68% to be within +/- $25,000 of the average and 95% to be within +/- $50,000 of the average. So what happens when we apply our model?

Read on for Eugene’s early findings and a roadmap for additional posts.

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Choose Your Own Regression Adventure

Jim Frost explains when you might use different types of regression analysis:

Regression analysis mathematically describes the relationship between a set of independent variables and a dependent variable. There are numerous types of regression models that you can use. This choice often depends on the kind of data you have for the dependent variable and the type of model that provides the best fit. In this post, I cover the more common types of regression analyses and how to decide which one is right for your data.

I’ll provide an overview along with information to help you choose. I organize the types of regression by the different kinds of dependent variable. If you’re not sure which procedure to use, determine which type of dependent variable you have, and then focus on that section in this post. This process should help narrow the choices! I’ll cover regression models that are appropriate for dependent variables that measure continuous, categorical, and count data.

It’s a good overview of several techniques.

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Finding Maxima And Minima

Jobil Louis shares various techniques for finding a global maximum or minimum:

Let’s say we want to find the minimum point in y and value of x which gives that minimum y. There are many ways to find this. I will explain three of those.

1) Search based methods: Here the idea is to search for the minimum value of y by feeding in different values of x. There are two different ways to do this.

a) Grid search: In grid search, you give a list of values for x(as in a grid) and calculate y and see the minimum of those.

b) Random search: In this method, you randomly generate values of x and compute y and find the minimum among those.

The drawback of search based methods is that there is no guarantee that we will find a local or global minimum. Global minimum means the overall minimum of a curve. Local minimum means a point which is minimum relatively to its neighboring values.

My favorite class of algorithm here is evolutionary algorithms, particularly genetic algorithms and genetic programming.  They’re a last-ditch effort when nothing else works, but the funny thing about them is that when nothing else works, they tend to step up.

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DBA Salary Gaps

Eugene Meidinger has a great post looking at DBA salaries for women versus men:

Goofy outliers are an issue, but the larger the dataset the smaller the issue. If Bill Gates walks into a bar, the average wealth in the bar goes up by a billion. If he walks into a football stadium, everyone gets a million dollar raise.

One way of looking at the issue is to compare the median to the mean. The median is the salary smack dab in the middle, whereas mean is what we normally think of when we think of average.

The median doesn’t care where Bill Gates is, but the mean is sensitive to outliers. If we compare the two, that should give us an idea if we have too much skew in either direction.

If you’re not well-versed in descriptive statistics, Eugene has a good, methodical process and explains each step well.

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Outlier Detection With dplyr And ruler

Evgeni Chasnovski shows how to use a couple R packages in concert to find outliers:

During the process of data analysis one of the most crucial steps is to identify and account for outliers, observations that have essentially different nature than most other observations. Their presence can lead to untrustworthy conclusions. The most complicated part of this task is to define a notion of “outlier”. After that, it is straightforward to identify them based on given data.

There are many techniques developed for outlier detection. Majority of them deal with numerical data. This post will describe the most basic ones with their application using dplyrand ruler packages.

After reading this post you will know:

  • Most basic outlier detection techniques.

  • A way to implement them using dplyr and ruler.

  • A way to combine their results in order to obtain a new outlier detection method.

  • A way to discover notion of “diamond quality” without prior knowledge of this topic (as a happy consequence of previous point).

Read the whole thing.  H/T R-Bloggers

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