Machine Learning

Basic Understanding of Quantitative Modelling

Basic Understanding of Quantitative Modelling

The main goal is to show how a quantitative model could be recognized among daily routines. The model is a mathematical representation of our knowledge about some investigated phenomenon. See the presentation.

Model Selection Algorithms in Forecasting

Data Mining in Business Analytics

The project contains a lecture course “Data Mining in Business Analytics”, materials of workshops and code. It is devoted to algorithms of data analysis and their applications. It includes practical examples from business and...

Report example

Report example

Report description, place it in the next line after the title. Below this description the Content section will be generated automatically. Contents The Theory The Practice After the Content section useful comments could be...

Singular Value Decomposition and its applications

Singular Value Decomposition and its applications

What is Singular Value Decomposition? In linear algebra, singular value decomposition (SVD) is a factorization of a real or complex matrix. It is a generalization of the eigendecomposition of a normal square matrix with...

Least Squares Linear Fit

Least Squares Linear Fit

It shows how to use minimal least squares method to fit data. We will generate one-dimensional regression sample set. Tree linear regression models will be constructed, their parameters will be tuned according to the...

Indexation demo

Indexation demo

This demo shows how to use indices of sorted sets and how to recover the unsorted set from the sorted one. % A set of values is gven; each value has its index k...

Principal Component Analysis

Principal Component Analysis

Plot the 1st Principal Component of the 2D sample set. The script uses a standard 1PC procedure and do not canter the matrix as it recommnded. Contents Get the data Normalize the matrix Caclulate...

Generalized linear models example

Generalized linear models example

This demo shows how to deal with the different hypothesis on data generation. The data generation hypothesis here is an assumption about the link function. We have a synthetic model and three link functions....

ROC analysis (Receiver Operating Characteristic example)

ROC analysis (Receiver Operating Characteristic example)

Contents Receiver Operating Characteristic example Construct the sample set Plot the histogram Construct the ROC Plot the ROC curve Receiver Operating Characteristic example ROC analysis provides tools to select possibly optimal models and to...

Classification using logistic regression - plot in 3D and save

Classification using logistic regression

This demo shows how to compute show a separation hyperplane to classify objects. The hyperplane separates one class of objects from another. Contents Generate model data in 2D The simplest way to get data...

Logistic regression example

Logistic regression example

The Newton-Raphson algorithm is used to obtain the optimal parameters of the regression model Contents Create a demonstration data set Set the constant for iteration convergence Define the initial value of the parameters The...

Business model generation - presentations

Presentations

Bank credit scoring: automatic model generation and selection, Seminar on Data Analysis in Business Application at the Moscow State University: Sept 2010 (Rus) [strijov10scoring_slides_ru.pdf, Ru] How to make Integral Indicators using Data and Expert...

Index construction: expert-statistical technique

Index construction: expert-statistical technique

Introduction There are lots of ways to construct indices. However, when algorithms are chosen and some results obtained, the following question arises: – How to show adequacy of the calculated indices? To answer the...

Multivariate Regression Composer (MVR)

Multivariate Regression Composer (MVR)

The Multivariate Regression Composer (MVR) is an open-source software for generating and selecting non-linear regression models in Matlab. The basic version of the MVR Composer could be downloaded as a zipped file (release 61)...

Mark up time series, demo

Mark up the time series – demo

Time series has similar patterns. A pattern consists of several segments. Each segment could be represented as a simple parametric regression function. The whole pattern is the sequence of concatenated regression functions.The following information...