Data Mining in Business Analytics
The compete set of materials are here. Use “save link as” if your browser does not open these PDFs. Course syllabus Introduction to Data Analysis Written exam: the white sheet and the full draft version...
Machine Learning
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Business intelligence III: Feature generation and model selection for multiscale time series forecasting
The Internet of things is the world of networking devices (portables, vehicles, buildings) embedded with sensors and software. Environment and energy monitoring Medical and health monitoring Consumer support, sales monitoring Urban management and manufacturing...
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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...
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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.
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...
Ratings and Indices: Modeling, Estimation, Computation
The online index calculator is suspended now. Below the content and brief descripton of the service. Introduction This educational resourse is devoted to a problem of an index construction. The index is the most...
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 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
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
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...
Linear model generation, an example
The problem of model generation is illustrated with a linear regression model of a single variable. See the example.
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
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....