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Questions tagged [correlation]

A measure of the degree of linear association among a pair of variables.

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Automatically Remove highly correlated features using Variance Inflation Factor?

I want to be able to automatically remove highly correlated features. I am performing a classification problem using a set of 20-30 features and some may be correlated. Multiple features can be ...
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15 views

Best technique for testing if an event causes a trend?

Example - A major holiday is coming up and the frequency of a product being purchased starts increasing significantly as it gets closer to the day of the holiday. Then after the holiday, the frequency ...
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23 views

how to deal with two high correlations feature which both has a low correlation with target

I am doing a prediction of house trade money. Here is the correlation matrix of features whose correlations are larger than 0.3 as follows: ...
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75 views

What measures can I use to find correlation between categorical features and binary label?

For analyzing numerical features, we have correlation. What measures do we have to analyse the relevance of a categorical feature to the target value? If there isn't a direct measure, how can we ...
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34 views

How to find the relationship between two categorical variables?

I'm building a model and trying to get the relationship between two multi-level categorical variables. For example, I want to know the relationship between race and likelihood of graduate from ...
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22 views

Using a feature in prediction even if it gets zero as p-value?

I created two binary classification based logistic regression models and I got these results: Model 1: Accuracy: 67.51% AUC: 65.21% Model 2: Accuracy: 67,99% AUC: 65,70% The second ...
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22 views

What does coefficient mean for a binary independent variable in multiple linear regression?

Let's say I have a multiple linear regression model where my dependent variable, Y, is an integer. And, one of my independent variables --x1-- is binary --let's say either 0 or 1. We know that sign ...
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9 views

create joint prob distribution or empirical relation for two variables

There are two variables, X1 and X2. The experimental study shows that they are highly correlated. Are there any reliable ways to create an empirical mapping(or equation) between X1 and X2. Assuming ...
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Generate predictions that are orthogonal (uncorrelated) to a given variable

I have an X matrix, a y variable, and another variable ORTHO_VAR. I need to predict the <...
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What kind of test should I use to determine correlation between the value of a commodity and consumer sentiment?

I’m currently studying data science and am trying to apply my skills to a small project. Basically, I’ve collected data about a commodity’s value over two time periods (30 data points each in 4 week ...
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42 views

Establish relationship between two sets of data

I have two data sets - Product to Features and Products to Parts ...
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37 views

Pearson's Coefficient for classification problem

Can we use Pearson's Correlation Coefficient to calculate the correlation between features and target in the case of a classification problem?
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23 views

Correlation between Time Series Indicators ( Stock Prices )

I am new to time series analysis and I am currently tackling a stock market prediction problem. I have a set of market indicators (such as Bollinger Bands, ADX etc) which are derived from the time ...
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Manual feature engineering based on the output

So, I'm working on a ML model that would have as potential predictors : age , a code for his city , his social status ( married / single and so on ) , number of his children and the output signed ...
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Fitting model to differenced time series

I have a time series on daily stock price of company(2013 data points).I took a first order difference and the following acf and pacf plots of the differenced series were obtained. However, I am ...
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74 views

Clustering by Distributions of Groups of observations

I have data as shown below. Like the groups shown A,B,C.. there are roughly 5400 groups of data and 15 observations for every group (I sampled 6-7 for each group and pasted them here). ...
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21 views

Causality analysis

I'm trying to find causes for my lack of sleep through data. I'm hoping to be able to input information throughout the day like "drank coffee", "Exercised", "meditation","what I ate for dinner"... and ...
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69 views

Dealing with correlated features when calculating permutation importance

I have implemented the permutation importance calculation as found here in my attempt to identify features that contribute little to my model's (Gradient Boosted Tree model) predictive power. The ...
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113 views

How to measure correlation between several categorical features and a numerical label in Python?

I have for a few weeks measured the time it takes for a product to be released through a automated release pipeline. I have several different categorical features such as "Product Category", "Product ...
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30 views

How to find correlation between time-series of different units?

I have 3 time-series data. NDVI(normalized difference vegetation index) mean Precipitation Temperature All of these have their own unit. Now I want to find similarity/correlation between NDVI and ...
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88 views

How to select variables based on the mean correlation in a correlation matrix?

I have a set of independent variables and I am calculating the correlation matrix between them using the Pearson Correlation Coefficient in Python. A part of the matrix looks like this: From this ...
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Identifying causation between content <> ad kpis

I have a bunch of content tagged with various types of content (e.g. political news, sports, opinion etc.) and a bunch of kpis related to ads placed next to this content (e.g click-throughs, purchases ...
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40 views

Machine learning algorithm that uses the Pearson or Spearman correlation?

I've come across linear and multiple regression, SVM, random forests. Does any know of a machine learning algorithm that uses the Pearson correlation or Spearman correlation? Best, Dave
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Trying to find the correlation between inputs and output

I have tried the pandas code for trying to find out the correlation between the output and the inputs I am feeding. Here is the code: ...
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699 views

Correlation between nominal categorical variables

I have two arrays, whose values are nominal categorical variables. Each element represents a zone of a city: in the first vector we have the class each zone belongs to (so these might also be seen as ...
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2answers
30 views

Hesitate to drop a feature

I used to tried making a fake correlation in my mocking dataset and found that if the score is more than 0.5 I can reduce feature to avoid singularity In the given ...
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1answer
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Determining the correlations between aggregated data and non aggregated data

I have a dataset which is essentially a list of lists produced by a sql query output. Here is what it looks like ...
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2answers
45 views

Building predictive model with low correlated data [closed]

I have been working on a project with low features and only few entry fields ( 4 to be exact ). All the data in the dataset is barely correlated to each other. Is there some organized way or ...
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Does this correlation make sense?

I'm trying to work on a ML project and I have a dataset and I'm trying to see if there is a correlation between some of the features in my dataset. The dataset contains inspection notes for car parts ...
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3answers
63 views

How to find similarity of two series over time containing periodic trends?

Considering the data is received from a streaming source each second.How to distinguish if both the line graphs 'look' same/different in real time, statically, like the picture given below Edit: 1....
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148 views

How to fill missing numeric if any value in a subset is missing, all other columns with the same subset are missing

There is a clear pattern that show for two separate subsets (set of columns); If one value is missing in a column, values of other columns in the same subset are missing for any row. Here is a ...
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1answer
39 views

How to calculate temporary/periodic similarities of an increasing series in real time?

Considering there are two series over time and new data is added in the series over a gap of n second . The series might have periodic similarity/dis-similarity within themselves. How to calculate ...
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64 views

When creating a classification model, should predictors with little correlation to the response variable be included in the model?

I am building a predictive model designed to predict attrition within my organization. I am trying to decide whether to add certain predictors to my model. I used a Kruskal-Wallis rank sum test to ...
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1answer
98 views

In supervised learning, how to get info from correlation? [duplicate]

I am trying to build a classification model so I have tried to check the correlation between the features. Here Loan_Status is my target variable. I just don't know how to extract information from ...
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41 views

How is PACF analysis output related to LSTM ?

I was going through a recent paper “A Novel Hybrid Data-Driven Model for Daily Land Surface Temperature ForecastingUsing Long Short-Term Memory Neural Network Based on Ensemble Empirical ...
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Measuring Effects of Multiple Changes over Time

I'm writing a social media marketing plan for a website. I have several changes I am planning to implement (increasing posting rate, changing type of content posted, etc.) over an extended timeline to ...
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How to statistically prove that a column in a dataframe is not needed

I have a pandas dataframe consisting of dimensions and features of a different fabric materials. I have several rows per product material type causing the dataset to seem very huge. From basic logic ...
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Regression or Correlation for this RQ?

Our little group at uni is investigating if there is a relationship between 3 measures of social well-being (social anxiety, social connectedness and self esteem) and usage time (on-screen time in ...
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103 views

Spearmanr on two pandas dataframes

I have two pandas dataframes that look about the same but with different information stored in them. My question will be about how to compare the two dataframes to ensure column and row match before ...
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1answer
53 views

Feature selection for time series prediction

I'm working on an LSTM-based stock market forecasting problem and trying to figure out a way to select input variables. When calculating correlation between variables (e.g. Close price of Tesla vs ...
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Problems with Graphical Lasso

I'm trying to use the Graphical Lasso algorithm (more specifically the R package glasso) to find an estimated graph representing the connections between a set of nodes by estimating a precision matrix....
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Is there any logic to adding a threshold to see if two variables are related?

I have two variables $X$ and $Y$ given as tuples of $(x, y)$, and I want to see if there is a relationship between the two variables. I can do so by finding the correlation coefficient. However, I ...
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22 views

automatic feature selection

I have a lot (thousands are possible) of automatically-generated ordinal features that i'd like to exploit , to differentiate between two classes. I'm looking for some measure that will select the ...
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91 views

Representing cyclical features as sin/cos components

I'm working on a prediction project where we have a lot cyclical features such as hour of the day, weekday, month, day of year, etc etc. After some searching I decided to follow the advice here. Now ...
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26 views

Time Posting Data Analysis

I work in a professional services company and would like to get some analytics on how discipline the fee earners post their times to the system may have an impact to the revenue. One area that I am ...
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216 views

What is the relationship between correlation ratio and one-way Anova?

According to the answer to this post, it is recommended to use one-way anova to compute the dependence between a categorical and a numerical variable. Besides, the second answer to this post says ...
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140 views

Random Forests with complementary features

In my dataset, I have 2 features that are not only correlated but that makes sense only in the presence of each other. For instance, one would be the number of times a task was attempted and the other ...
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199 views

Standard correlation coefficient of various datasets

I understood the correlation coefficient of the first line. But the correlation coefficient of second and third line differ with the first line in figure 1. Why is it so ?. Even the shapes differ for ...
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67 views

Chi-squared for continuous variables

I am using chi-squared to determine feature importance as I select features to train a supervised ML model. I create a contingency table for the feature/target, and feed this contingency table into ...
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3answers
562 views

Is Pearson coefficient a good indicator of dependency between variables?

Once I have been asked how would I calculate correlation between two time series. Since I am new to data science I answered: "I would just calculate the Pearson correlation coefficient". That wasn't a ...