I am attempting to predict the ranking of NBA teams next season based on the number of games they won this season. To do this, I thought I could use a logistic regression with historical data. As stated, my dependent variable is following season ranking, and my independent variable is current season ranking. For example, the Golden State Warriors had 36 wins in 2010-11, and they finished the 2011-12 season with the 24th best record in the league, and these 2 data points would serve respectively as my IV and DV.
My ultimate goal is to figure out what the odds are of a team that wins 35 games in the current season to have a top-10 record in the following season. Is logistic regression the best way to handle this problem? If so, is it ordinal or hierarchical? The MATLAB code I have been using is below:
B = mnrfit(X,Y)
pihat = mnrval(B,35)
where X is the current wins and Y is next season's ranking. I then summed the first 10 values of pihat to get my probability.
Is there a better way to be going about this? Thanks for the help.
Related
Currently I have a stock of Grade 1 learners. The stock is arrayed so that Gr1_learners[..] = {10,10} means that there are 10 high performing learners and 10 low performing learners in this stock. These learners progress to Grade 2 so that Gr2_learners[..] = {20,0} are the first graders having progressed after one year and some intervention improved all the learners to high performing.
My idea is to create learners as agents and place them in the stocks. Then Gr1_learners = 20 is a stock with 20 agents, half in state high_performing, and half in state low_performing. They progress, a state change is triggered so that Gr2_learners = 20 is then a stock with 20 agents, all in state high_performing and none in state low_performing.
Is this possible?
Yes, by not using stocks at all. You are probably familiar with SD modelling and now see the benefit of agent-based modelling.
Go all in and model your agents. Instead of stocks, you use agent populations and make your agents change states.
See the agent example models, especially the SIR one (there is an SD version and an ABM version, great to see how you can model any SD model with agents)
But you cannot have agents inside SD stocks, they are not actual stocks but just mathematical equations :)
I would like to use the day of the year in a machine learning model. As the day of the year is not continuous (day 365 of 2019 is followed by day 1 in 2020), I think of performing cyclic (sine or cosine) transformation, following this link.
However, in each year, there are no unique values of the new transformed variable; for example, two values for 0.5 in the same year, see figures below.
I need to be able to use the day of the year in model training and also in prediction. For a value of 0.5 in the sine transformation, it can be on either 31.01.2019 or 31.05.2019, then using 0.5 value can be confusing for the model.
Is it possible to make the model to differentiate between the two values of 0.5 within the same year?
I am modelling the distribution of a species using Maxent software. The species data is continuous every day in 20 years. I need the model to capture the signal of the day or the season, without using either of them explicitly as categorical variable.
Thanks
EDIT1
Based on furcifer's comment below. However, I find the Incremental modelling approach not useful for my application. It solves the issue of consistent difference between subsequent days; e.g. 30.12.2018, 31.12.2018, and 01.01.2019. But it does not differ than counting the number of days from a certain reference day (weight = 1). Having much higher values on the same date for 2019 than 2014 does not make ecological sense. I hope that interannual changes to be captured from the daily environmental conditions used (explanatory variables). The reason for my need to use day in the model is to capture the seasonal trend of the distribution of a migratory species, without the explicit use of month or season as a categorical variable. To predict suitable habitats for today, I need to make this prediction not only depends on the environmental conditions of today but also on the day of the year.
This is a common problem, but I'm not sure if there is a perfect solution. One thing I would note is that there are two things that you might want to model with your date variable:
Seasonal effects
Season-independent trends and autocorrelation
For seasonal effects, the cyclic transformation is sometimes used for linear models, but I don't see the sense for ML models - with enough data, you would expect a nice connection at the edges, so what's the problem? I think the posts you link to are a distraction, or at least they do not properly explain why and when a cyclic transformation is useful. I would just use dYear to model the seasonal effect.
However, the discontinuity might be a problem for modelling trends / autocorrelation / variation in the time series that is not seasonal, or common between years. For that reason, I would add an absolute date to the model, so use
y = dYear + dAbsolute + otherPredictors
A well-tuned ML model should be able to do the rest, with the usual caveats, and if you have enough data.
This may not the right choice depending on your needs, there are two choices that comes to my mind.
Incremental modeling
In this case, the dates are modeled in a linear fashion, so say 12 Dec, 2018 < 12, Dec, 2019.
For this you just need some form of transformation function that converts dates to numeric values.
As there are many dates that need to be converted to numeric representation, the first thing to make sure is that the output list also has the same order as Lukas mentioned. The easiest way to do this is by adding weight to each unit (weight_year > weight_month > weight_day).
def date2num(date_time):
d, m, y = date_time.split('-')
num = int(d)*10 + int(m)*100 + int(y)*1000 # these weights can be anything as long as
# they are ordered
return num
Now, it's important to normalize the numeric values.
import numpy as np
date_features = []
for d in list(df['date_time']):
date_features.append(date2num(d))
date_features = np.array(date_features)
date_features_normalized = (date_features - np.min(date_features))/(np.max(date_features) - np.min(date_features))
Using the day, month, year as separate features. So, instead of considering the date as whole, we segregate. The motivation is that maybe there will be some relations between the output and a specific date, month, etc. Like, maybe the output suddenly increases in the summer season (specific months) or maybe on weekends (specific days)
As an introduction to RNN/LSTM (stateless) I'm training a model with sequences of 200 days of previous data (X), including things like daily price change, daily volume change, etc and for the labels/Y I have the % price change from current price to that in 4 months. Basically I want to estimate the market direction, not to be 100% accurate. But I'm getting some odd results...
When I then test my model with the training data, I notice the output from the model is a perfect fit when compared to the actual data, it just lags by exactly 4 months:
When I shift the data by 4 months, you can see it's a perfect fit.
I can obviously understand why the training data would be a very close fit as it has seen it all during training - but why the 4 months lag?
It does the same thing with the validation data (note the area I highlighted with the red box for future reference):
Time-shifted:
It's not as close-fitting as the training data, as you'd expect, but still too close for my liking - I just don't think it can be this accurate (see the little blip in the red rectangle as an example). I think the model is acting as a naive predictor, I just can't work out how/why it's possibly doing it.
To generate this output from the validation data, I input a sequence of 200 timesteps, but there's nothing in the data sequence that says what the %price change will be in 4 months - it's entirely disconnected, so how is it so accurate? The 4-month lag is obviously another indicator that something's not right here, I don't know how to explain that, but I suspect the two are linked.
I tried to explain the observation based on some general underlying concept:
If you don't provide a time-lagged X input dataset (lagged t-k where k is the time steps), then basically you will be feeding the LSTM with like today's closing price to predict the same today's closing price..in the training stage. The model will (over fit) and behave Exactly as the answer is known already (data leakage)
If the Y is the predicted percentage change (ie. X * (1 + Y%) = 4 months future price), the present value Yvalue predicted really is just the future discounted by the Y%
so the predicted value will have 4 months shift
Okay, I realised my error; the way I was using the model to generate the forecast line was naive. For every date in the graph above, I was getting an output from the model, and then apply the forecasted % change to the actual price for that date - that would give predicted price in 4 months' time.
Given the markets usually only move within a margin of 0-3% (plus or minus) over a 4 month period, that would mean my forecasts was always going to closely mirror the current price, just with a 4 month lag.
So at every date the predicted output was being re-based, so the model line would never deviate far from the actual; it'd be the same, but within a margin of 0-3% (plus or minus).
Really, the graph isn't important, and it doesn't reflect the way I'll use the output anyway, so I'm going to ditch trying to get a visual representation, and concentrate on trying to find different metrics that lower the validation loss.
I am trying to validate a district heating model I built using Dymola.
In this case, I am trying to find the mass flow during a year period. I have two models running. both with the same loads and pipes with same characteristics as this picture:
pipes
Both models are as follows:
models
My results are making sense at least regarding the time of the year my flow should be higher, I am getting very high values during January, February and March, then again by the end of the year.
However those high peaks are VERY different, the first model on the picture is giving me peaks of almost 400kg/s whereas the second one is reaching up to 70kg/s.
Can anyone suggest a way to validate the model? I have the heat loads for the year hour by hour (this is the input I am giving to Dymola), I know that the min temperature of the water is 70 and the max is 85 celsius.
But I am really struggling to validate my model. Any suggestions?
I have retail transactions data set. some of the attributes are CUSTID, BILL_DT, ITEM_Desc, VALUE. I want to classify the custid as churn y or n. Should i use the days between last purchase date till now as a criteria to classify? Can i say anything beyond 180 days that customer has churned? What is the criteria which the big retailers like costco, walmart uses?
Thanks,
From the transaction data, you could extract history consisting of a sequence of the pair (time elapsed since last transaction, amount spent in current transaction). If you know which customers have actually churned, you could build a predictive model using the Markov Chain classifier.
https://pkghosh.wordpress.com/2015/07/06/customer-conversion-prediction-with-markov-chain-classifier/