Machine Learning for AI

Model Selection Algorithms in Forecasting

Model Selection Algorithms in Forecasting

Lectures for Institute of Applied Mathematics, Middle East Technical University Problem Statements in Time Series Forecasting Part1: PDF The talk includes statements of the machine learning problems in risk management, as well as consumption...

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 question...

MVR Composer readme

MVR Composer readme

MVR generates and selects non-linear regression models. It was written in the Matlab language and intended to be used as an open-source code. Introduction This software is intended a curve-fitting tool. The models (curves)...

MVR, Multivariate Regression Composer

MVR, Multivariate Regression Composer

The basic version of the MVR Composer is issued. It could be downloaded as zipped-file (release 61) or as the latest version from sourceforge using Subversion. The readme file is here.The input data to...

Mark up time series, demo

Mark up 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. Thewhole pattern is the sequence of concantenated regression functions.The following information is...

Least angle regression

Least angle regression

LARS is one of the most effective algorithms to select linear regression models. It is not so greedy as step-wise regression and takes not so much steps as Lasso. See the example.

mecIndex: Calculate Ratings and Indicators

mecIndex: Calculate Ratings and Indicators

This is a calculator to make Ratings and Integral Indicators. To run it please do the following. 1. Download Example.xls, use “Simple” sheet. 2. Put your Objects in the 1st column starting at A2....