Model-Free Prediction and Regression PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Model-Free Prediction and Regression PDF full book. Access full book title Model-Free Prediction and Regression by Dimitris N. Politis. Download full books in PDF and EPUB format.
Author: Dimitris N. Politis
Publisher: Springer
ISBN: 3319213474
Category : Mathematics
Languages : en
Pages : 256
Get Book Here
Book Description
The Model-Free Prediction Principle expounded upon in this monograph is based on the simple notion of transforming a complex dataset to one that is easier to work with, e.g., i.i.d. or Gaussian. As such, it restores the emphasis on observable quantities, i.e., current and future data, as opposed to unobservable model parameters and estimates thereof, and yields optimal predictors in diverse settings such as regression and time series. Furthermore, the Model-Free Bootstrap takes us beyond point prediction in order to construct frequentist prediction intervals without resort to unrealistic assumptions such as normality. Prediction has been traditionally approached via a model-based paradigm, i.e., (a) fit a model to the data at hand, and (b) use the fitted model to extrapolate/predict future data. Due to both mathematical and computational constraints, 20th century statistical practice focused mostly on parametric models. Fortunately, with the advent of widely accessible powerful computing in the late 1970s, computer-intensive methods such as the bootstrap and cross-validation freed practitioners from the limitations of parametric models, and paved the way towards the `big data' era of the 21st century. Nonetheless, there is a further step one may take, i.e., going beyond even nonparametric models; this is where the Model-Free Prediction Principle is useful. Interestingly, being able to predict a response variable Y associated with a regressor variable X taking on any possible value seems to inadvertently also achieve the main goal of modeling, i.e., trying to describe how Y depends on X. Hence, as prediction can be treated as a by-product of model-fitting, key estimation problems can be addressed as a by-product of being able to perform prediction. In other words, a practitioner can use Model-Free Prediction ideas in order to additionally obtain point estimates and confidence intervals for relevant parameters leading to an alternative, transformation-based approach to statistical inference.
Author: Dimitris N. Politis
Publisher: Springer
ISBN: 3319213474
Category : Mathematics
Languages : en
Pages : 256
Get Book Here
Book Description
The Model-Free Prediction Principle expounded upon in this monograph is based on the simple notion of transforming a complex dataset to one that is easier to work with, e.g., i.i.d. or Gaussian. As such, it restores the emphasis on observable quantities, i.e., current and future data, as opposed to unobservable model parameters and estimates thereof, and yields optimal predictors in diverse settings such as regression and time series. Furthermore, the Model-Free Bootstrap takes us beyond point prediction in order to construct frequentist prediction intervals without resort to unrealistic assumptions such as normality. Prediction has been traditionally approached via a model-based paradigm, i.e., (a) fit a model to the data at hand, and (b) use the fitted model to extrapolate/predict future data. Due to both mathematical and computational constraints, 20th century statistical practice focused mostly on parametric models. Fortunately, with the advent of widely accessible powerful computing in the late 1970s, computer-intensive methods such as the bootstrap and cross-validation freed practitioners from the limitations of parametric models, and paved the way towards the `big data' era of the 21st century. Nonetheless, there is a further step one may take, i.e., going beyond even nonparametric models; this is where the Model-Free Prediction Principle is useful. Interestingly, being able to predict a response variable Y associated with a regressor variable X taking on any possible value seems to inadvertently also achieve the main goal of modeling, i.e., trying to describe how Y depends on X. Hence, as prediction can be treated as a by-product of model-fitting, key estimation problems can be addressed as a by-product of being able to perform prediction. In other words, a practitioner can use Model-Free Prediction ideas in order to additionally obtain point estimates and confidence intervals for relevant parameters leading to an alternative, transformation-based approach to statistical inference.
Author: Simona Chiodo
Publisher: Taylor & Francis
ISBN: 1040044646
Category : Philosophy
Languages : en
Pages : 142
Get Book Here
Book Description
Predicting our future as individuals is central to the role of much emerging technology, from hiring algorithms that predict our professional success (or failure) to biomarkers that predict how long (or short) our healthy (or unhealthy) life will be. Yet, much in Western culture, from scripture to mythology to philosophy, suggests that knowing one’s future may not be in the subject’s best interests and might even lead to disaster. If predicting our future as individuals can be harmful as well as beneficial, why are we so willing to engage in so much prediction, from cradle to grave? This book offers a philosophical answer, reflecting on seminal texts in Western culture to argue that predicting our future renders much of our existence the automated effect of various causes, which, in turn, helps to alleviate the existential burden of autonomously making sense of our lives in a more competitive, demanding, accelerated society. An exploration of our tendency in a technological era to engineer and so rid ourselves of that which has hitherto been our primary reason for being – making life plans for a successful future, while faced with epistemological and ethical uncertainties – Predicted Humans will appeal to scholars of philosophy and social theory with interests in questions of moral responsibility and meaning in an increasingly technological world.
Author: Jun Zhao
Publisher: Springer
ISBN: 3319940511
Category : Computers
Languages : en
Pages : 453
Get Book Here
Book Description
This book presents modeling methods and algorithms for data-driven prediction and forecasting of practical industrial process by employing machine learning and statistics methodologies. Related case studies, especially on energy systems in the steel industry are also addressed and analyzed. The case studies in this volume are entirely rooted in both classical data-driven prediction problems and industrial practice requirements. Detailed figures and tables demonstrate the effectiveness and generalization of the methods addressed, and the classifications of the addressed prediction problems come from practical industrial demands, rather than from academic categories. As such, readers will learn the corresponding approaches for resolving their industrial technical problems. Although the contents of this book and its case studies come from the steel industry, these techniques can be also used for other process industries. This book appeals to students, researchers, and professionals within the machine learning and data analysis and mining communities.
Author: Vivian Siahaan
Publisher: BALIGE PUBLISHING
ISBN:
Category : Computers
Languages : en
Pages : 425
Get Book Here
Book Description
Google, officially known as Alphabet Inc., is an American multinational technology company. It was founded in September 1998 by Larry Page and Sergey Brin while they were Ph.D. students at Stanford University. Initially, it started as a research project to develop a search engine, but it rapidly grew into one of the largest and most influential technology companies in the world. Google is primarily known for its internet-related services and products, with its search engine being its most well-known offering. It revolutionized the way people access information by providing a fast and efficient search engine that delivers highly relevant results. Over the years, Google expanded its portfolio to include a wide range of products and services, including Google Maps, Google Drive, Gmail, Google Docs, Google Photos, Google Chrome, YouTube, and many more. In addition to its internet services, Google ventured into hardware with products like the Google Pixel smartphones, Google Home smart speakers, and Google Nest smart home devices. It also developed its own operating system called Android, which has become the most widely used mobile operating system globally. Google's success can be attributed to its ability to monetize its services through online advertising. The company introduced Google AdWords, a highly successful online advertising program that enables businesses to display ads on Google's search engine and other websites through its AdSense program. Advertising contributes significantly to Google's revenue, along with other sources such as cloud services, app sales, and licensing fees. The dataset used in this project starts from 19-Aug-2004 and is updated till 11-Oct-2021. It contains 4317 rows and 7 columns. The columns in the dataset are Date, Open, High, Low, Close, Adj Close, and Volume. You can download the dataset from https://viviansiahaan.blogspot.com/2023/06/google-stock-price-time-series-analysis.html. In this project, you will involve technical indicators such as daily returns, Moving Average Convergence-Divergence (MACD), Relative Strength Index (RSI), Simple Moving Average (SMA), lower and upper bands, and standard deviation. In this book, you will learn how to perform forecasting based on regression on Adj Close price of Google stock price, you will use: Linear Regression, Random Forest regression, Decision Tree regression, Support Vector Machine regression, Naïve Bayes regression, K-Nearest Neighbor regression, Adaboost regression, Gradient Boosting regression, Extreme Gradient Boosting regression, Light Gradient Boosting regression, Catboost regression, MLP regression, Lasso regression, and Ridge regression. The machine learning models used to predict Google daily returns as target variable are K-Nearest Neighbor classifier, Random Forest classifier, Naive Bayes classifier, Logistic Regression classifier, Decision Tree classifier, Support Vector Machine classifier, LGBM classifier, Gradient Boosting classifier, XGB classifier, MLP classifier, and Extra Trees classifier. Finally, you will develop GUI to plot boundary decision, distribution of features, feature importance, predicted values versus true values, confusion matrix, learning curve, performance of the model, and scalability of the model.
Author: J. R. Murphy
Publisher:
ISBN:
Category : Earthquake aftershocks
Languages : en
Pages : 84
Get Book Here
Book Description
Author: Zhibin Qiu
Publisher: Springer
ISBN: 9811051631
Category : Technology & Engineering
Languages : en
Pages : 211
Get Book Here
Book Description
This book proposes the air insulation prediction theory and method in the subject of electrical engineering. Prediction of discharge voltage in different cases are discussed and worked out by simulation. After decades, now bottlenecks of traditional air discharge theories can be solved with this book. Engineering applications of the theory in air gap discharge voltage prediction are introduced. This book serves as reference for graduate students, scientific research personnel and engineering staff in the related fields.
Author: Byung-Gyu Kim
Publisher: Springer
ISBN: 3319392417
Category : Technology & Engineering
Languages : en
Pages : 90
Get Book Here
Book Description
This book discusses in detail the basic algorithms of video compression that are widely used in modern video codec. The authors dissect complicated specifications and present material in a way that gets readers quickly up to speed by describing video compression algorithms succinctly, without going to the mathematical details and technical specifications. For accelerated learning, hybrid codec structure, inter- and intra- prediction techniques in MPEG-4, H.264/AVC, and HEVC are discussed together. In addition, the latest research in the fast encoder design for the HEVC and H.264/AVC is also included.
Author: Amanda Guillán
Publisher: Springer
ISBN: 3319630431
Category : Science
Languages : en
Pages : 336
Get Book Here
Book Description
This monograph analyzes Nicholas Rescher’s system of pragmatic idealism. It also looks at his approach to prediction in science. Coverage highlights a prominent contribution to a central topic in the philosophy and methodology of science. The author offers a full characterization of Rescher’s system of philosophy. She presents readers with a comprehensive philosophico-methodological analysis of this important work. Her research takes into account different thematic realms: semantic, logical, epistemological, methodological, ontological, axiological, and ethical. The book features three, thematic-parts: I) General Coordinates, Semantic Features and Logical Components of Scientific Prediction; II) Predictive Knowledge and Predictive Processes in Rescher’s Methodological Pragmatism; and III) From Reality to Values: Ontological Features, Axiological Elements, and Ethical Aspects of Scientific Prediction. This insightful analysis offers a critical reconstruction of Rescher’s philosophy. The system he created is often characterized as pragmatic idealism that is open to some realist elements. He is a prominent representative of contemporary pragmatism who has made a great deal of contributions to the study of this topic. This area is crucial for science and it has been little considered in the philosophy of science.
Author: Edgar A. Imhoff
Publisher:
ISBN:
Category : Abandoned mined lands reclamation
Languages : en
Pages : 622
Get Book Here
Book Description
Contributions from city of San Francisco, Director of Emergency Services; National Science Foundation, Research Applications, Directorate; State of California, Office of Emergency Services, Seismic Safety Commission; U.S. Department of the Interior, Assistant Secretary for Energy and Minerals, Geological Survey; University of California at Los Angeles, Department of Sociology.
Author: Wenceslao J. Gonzalez
Publisher: Springer
ISBN: 3319088858
Category : Philosophy
Languages : en
Pages : 375
Get Book Here
Book Description
This book develops a philosophico-methodological analysis of prediction and its role in economics. Prediction plays a key role in economics in various ways. It can be seen as a basic science, as an applied science and in the application of this science. First, it is used by economic theory in order to test the available knowledge. In this regard, prediction has been presented as the scientific test for economics as a science. Second, prediction provides a content regarding the possible future that can be used for prescription in applied economics. Thus, it can be used as a guide for economic policy, i.e., as knowledge concerning the future to be employed for the resolution of specific problems. Third, prediction also has a role in the application of this science in the public arena. This is through the decision-making of the agents — individuals or organizations — in quite different settings, both in the realm of microeconomics and macroeconomics. Within this context, the research is organized in five parts, which discuss relevant aspects of the role of prediction in economics: I) The problem of prediction as a test for a science; II) The general orientation in methodology of science and the problem of prediction as a scientific test; III) The methodological framework of social sciences and economics: Incidence for prediction as a test; IV) Epistemology and methodology of economic prediction: Rationality and empirical approaches and V) Methodological aspects of economic prediction: From description to prescription. Thus, the book is of interest for philosophers and economists as well as policy-makers seeking to ascertain the roots of their performance. The style used lends itself to a wide audience.
