Questions tagged [correlation]

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

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Similarity Measure of Simulated Time Series vs Observed time Series

In my work I have an observed Time Series and Simulated ones. I want to compare the Light Curves and check for similarityto find out which simulated curve fits best respectivley which parameters ...
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16 views

Causation vs correlation problem in case of fixing other parameters and changing only one

I have a game that players play. D7 retention is defined as percentage of players who installed my game and after exactly 7 days later they played my game. Now I am doing analytics and it shows that ...
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What should be the criteria to select features using correlation factors between features? [duplicate]

For the titanic dataset, I have done some feature engineering (one-hot encoded the features) and now I have developed a heatmap to view the correlation between different features. I'm not able to ...
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SelectKBest and Correlation returns me excatly same feature selection. How?

Im working on selecting most effective features from a dataset with over that 2000 features. Im using different algorithms for that (selectKBest with chi-square, Extra Trees, Correlation etc.) But ...
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32 views

Similarity Measure Time Series

In my work I have an observed Time Series and Simulated ones. I want to compare the Light Curves and check for similarityto find out which simulated curve fits best respectivley which parameters ...
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1answer
7 views

Changes in the standard Heatmap plot - symmetric bar colors, show only diagonal values, and column names at x,y axis ticks

I have a heatmap image (correlation between all matrix columns) and I'm straggling to preform all the changes below within the same image: bar colors should be symmetric around zero (e.g., ...
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2answers
50 views

Correlation vs Multicollinearity

I have been taught to check correlation matrix before going for any algorithm. I have a few questions around the same: Pearson Correlation is for numerical variables only. What if we have to check ...
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18 views

Interrater-reliability for several items at interval or ordinal scale with 2-3 different raters

I would like to compute the interrater-reliability in R for a sample (n=150) in which each individual was rated by 2 to 3 raters (in ca. 40% of the sample 2 raters, 60% 3 raters). Raters were ...
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25 views

Correlation between imagery and target

I'm using a cnn model to predict target values which were received by special measurements, not from images. That is why, there's some doubt about whether input imagery data is sufficient for the ...
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22 views

How to compare 2 elements of a column with each other?

I am using R. I have a column with 4 elements {car, bus, walk, train}. I would like to compare the car and bus with each other with the help of the 3 other columns. ...
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17 views

Dendrogram/cluster analysis of correlation matrix

I want to take a universe of potential, trade-able instruments and allocate them to portfolio managers. Traditionally, this is done using a sector classification, ...
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23 views

records with perfect correlation to the answer. Drop or Keep?

I have about 1000 records (5 numeric, 5 categorical vars) and about 25 of them have something in 5-level categorical variable that just gives away answer. It's just too obvious and I'm not worried ...
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40 views

Incorrect correlation results

I am working on a predictive system of a finite outcome with output -1 or 1, depending on the values detected by 10 sensors. ...
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26 views

Feature selection method explanation

In the context of feature relevance, I am trying to understand the meaning of the correlation method for feature selection. Can somebody please explain if the following results of the correlation ...
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Determining users that have been sent too many emails

The experiment is a set of users in a marketing program. We are sending campaigns to the user and want to figure out whether the user is being sent too many emails or not. Suppose you have a dataset ...
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1answer
61 views

How to handle associated features in machine learning

I am working on a classification project in which some features are linked and I'm not sure how to handle them. I will simplify my project like that : There are different jobs, and multiple ...
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26 views

How to measure the correlation between categorical variables and a continuous variable

I have the following list of the names of the categorical variables in my dataset: ...
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57 views

How can I find correlation between features?

The problem I want to figure out how routers correlate between each other. Like, if a specific error occurred in router A, and almost at the same time the error occurs in router B, they probably have ...
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Is it worth graphing a correlation plot between your features and your target?

Is it worth graphing the correlation between the most important features and the target variable after you have done either PCA or L1 Regularization to identify the most important features? I guess ...
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Are there any rules regarding correlation between the variables used in a CNN?

I was wondering if there are any rules regarding correlation between the predictor variables or between the predictor and outcomes variables of a CNN. What should be the value of correlation? Does it ...
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Do I discard all my dependent variables as proved by chi-squared test of independence?

I have 134 categorical columns in my data. 7 of which are categorical variables [ one variable is highly unbalanced and has 34 classes while all other variables just has 3-5 classes in each variable ...
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2answers
52 views

Correlation feature selection followed by regression

I have quarterly results data for a company with around 100 variables. Total 60 quarters results are available (total records 60). sample data: (only few columns & 10 rows) I would like know ...
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1answer
23 views

Group-by correlation vs All observations correlation

Let's suppose that I have a dataset with datapoints about footballers. The data are about footballers' performance and information (e.g goals, assists, injuries, age, weight etc) on a monthly basis ...
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49 views

Categorical Variable and Target Variable

Though a similar question is answered here , but I wanted to take a different approach. Assuming that I have a binary target variable 1/0 and a categorical variable Gender M/F. From this, I can have a ...
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108 views

Can I add features that are parts of another feature?

I am building a model (implementing both logistic regression and Xgboost) to understand the importance/significance of each feature in whether a customer is going to repurchase to understand what ...
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1answer
50 views

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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28 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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386 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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199 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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26 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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23 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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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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154 views

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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51 views

Establish relationship between two sets of data

I have two data sets - Product to Features and Products to Parts ...
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127 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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44 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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101 views

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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82 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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2answers
23 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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1answer
100 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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190 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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46 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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171 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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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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1k 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 ...