Questions tagged [statsmodels]
The statsmodels tag has no usage guidance.
49
questions
0
votes
1
answer
13
views
Multivariate linear regression via scikit and statsmodels
want to preface this first with terminology: multivariate regression deals with the case where there are more than one dependent variables while multiple regression deals with the case where there is ...
- 11
0
votes
1
answer
44
views
Beta Regression Model in Python for Effect of Marketing Campaign B Membership on CTR
I am trying to build a model to estimate the ATE of Campaign B (B1) on CTR (Click-thru-Rate), with Campaign A as the baseline (B0), represented by column 'a_or_b'.
Other exogenous variables are: '...
1
vote
0
answers
11
views
Unexplainable noise in STL of clean, seasonal data
I am encountering unexplained noise in the residual component after STL decomposition.
I use this dataset taken from NAB's benchmark. It is a periodic (daily) timeseries, with no noise or anomalies.
...
- 111
0
votes
0
answers
16
views
Supply weights/number of obs to instead of one obs per row when doing multinomial regression?
EDIT: The code below is using statsmodels but I have the same problem when using sklearn.
I'm trying to do multinomial regression using the statsmodels MNLogit package. It says in the documentation ...
- 101
0
votes
0
answers
10
views
1
vote
0
answers
9
views
How to calcualte LR_statistic for the below data
I am trying to calculate LR_statistic for two models where my log-likelihood ratio values as follows.
model1.llf = -2326.9 and model2.llf = -4649.1.
When read ...
0
votes
1
answer
30
views
What statistical model suits for this problem?
I have a dataset with 6 target variables and the target variables are Boolean. The requirement is to use logistic regression to build the model. Which ML approach can be used in this situation?
Will ...
0
votes
1
answer
167
views
Time series: Why does this data have seasonality on periods where observed values are zero
I'm a novice to time series and am using seasonal_decompose() to split a time series into three components: trend, seasonality, and residuals as below:
As shown in ...
- 109
0
votes
2
answers
123
views
What model should I use to predict monthly sales by products?
I am trying to predict monthly sales by product based on a plethora of variables. There are 4 predictors. One is categorical (month) and the other three are numerical. One of the variables is just ...
- 1
1
vote
0
answers
58
views
Is there a python package that can replicate this model?
I'm trying to convert a short R data analysis script to python and can't find the right modules/packages to do so.
This is the script in R:
...
- 11
2
votes
1
answer
313
views
ARIMA predictions look shifted by one unit of time
I am using statsmodels ARIMA (1,2,1) to predict the monthly demand for a product. The predictions look like they are shifted to the right by one month. I wonder if the statsmodels.ARIMA.Residuals....
- 121
3
votes
5
answers
228
views
Predicting deterioration of equipment on a production line
Background
There is a production line where there is a machine that interacts with some tools. The process goes as such.
Machine makes a product
Product is moved into the tool [tool here is ...
- 31
0
votes
0
answers
93
views
Why coefficients from logistic regression are not proportional to bad rate?
I am building a logistic regression model in Python with statsmodels.api.Logit. The model contains 12 features that are encoded using ...
- 1
0
votes
0
answers
1k
views
NaN, inf or invalid value detected in endog, estimation infeasible error when training statsmodels GLM model
I am trying to build a GLM model (poisson family) using python statsmodels package on train data.
The data I have contains categorical values as exogenous variables and numerical values for my target (...
2
votes
2
answers
1k
views
Does t-test require Standard Deviation of sample for calculation
Might be a novice question, but the main difference between a t-test and z-test, I was able to understand, is that the z-test calculation requires the SD value of the population where as in a t-test, ...
- 193
1
vote
1
answer
283
views
Persistence and stationarity together
I am trying to analyse a time series. I want to get only quantitative results (so, I'm excluding things like "looking at this plot we can note..." or "as you can see in the chart ...&...
- 169
1
vote
1
answer
49
views
When an Fourier Analysis should be used for timeseries data
When Fourier Analysis should be used for time-series data,except when doing decomposition?
- 33
1
vote
0
answers
56
views
Understanding plotted ACF on stationary time-series data
I made time-series data stationary and plotter ACF & PCF, while PCF looks fine, I do not know how to interpretate ACF, as it looks like this - I could not say it geometrical. For PACF - it is ...
- 33
0
votes
1
answer
25
views
PACF for Airline Passengers dataset: What's wrong?
The airline passengers dataset is available here, but it also comes with in R.
I'm working with python, and I import the following (besides the usual like pandas and numpy.)
...
1
vote
0
answers
49
views
Does this ARIMA model take seasonality into account?
I'm writing a tutorial on traditional time series forecasting models. One key issue with ARIMA models is that they cannot model seasonal data. So, I wanted to get some seasonal data and show that the ...
- 288
3
votes
1
answer
3k
views
How do I use number of hours as index in timeseries forecasting?
I have a dataset that has number of hours (consecutive value) and total sales in that 1 hour in my dataset. See below for head of the dataset:
...
- 163
0
votes
0
answers
297
views
Getting KeyError while executing forcast( ) in statsmodel's holtwinters function
I'm trying to get time series prediction using the following code.
...
- 140
1
vote
2
answers
64
views
Which features are important in determining fluency of participants measured by weighted composite score?
I'm starting to learn about data science. I have sample data including different features run over several people, for each person n times. these features represent the fluency of the participants in ...
- 11
2
votes
1
answer
4k
views
Statsmodel logit with sample weights
Using sklearn I can consider sample weights in my model, like this:
...
- 123
0
votes
2
answers
753
views
Selecting most important features for multilinear regression
I have a set of 25 features. I would like to choose the best features for my model. Originally, I was looking at the correlation of features with respect to response, and only taking those which are ...
- 526
2
votes
0
answers
672
views
statsmodels.tsa.holtwinters.ExponentialSmoothing: what do “additive”/“multiplicative” trend and seasonality actually mean?
There are additional concepts of additivity and multiplicativity for
trend (trend{“add”, “mul”, “additive”, “multiplicative”, None}) and
seasonality (...
1
vote
2
answers
1k
views
How to interpret my logistic regression result with statsmodels
so I'am doing a logistic regression with statsmodels and sklearn.
My result confuses me a bit. I used a ...
- 157
2
votes
0
answers
2k
views
How to interpret my logistic regression result?
I'm having a hard time to interpret my result of the logistic regression.
I have a few question.
Firstly, how can I check if a feature is more important to the others, like that there is a real ...
- 157
1
vote
0
answers
37
views
analyze the effect of some new changes to business rules on customers retention and sales
I am trying to analyze the effect of a particular business rule on customer behavior.
Background: I have two call centers operating in my company. One is an in-house call center and the other one is a ...
1
vote
1
answer
438
views
Does statsmodels compute R2 and other metrics on a validation-/test- set?
Does statsmodels compute R2 and other metrics on a validation set?
I am using the OLS from the statsmodels.api
when printing summary, an r2 and r2_asjusted are ...
- 269
3
votes
0
answers
978
views
How to retrieve results summary from statsmodels GLM with regularization?
I'm trying to fit a GLM to predict continuous variables between 0 and 1 with statsmodels. Because I have more features than data, I need to regularize. ...
- 131
0
votes
1
answer
18
views
multi items forecasting: issue with storing results
disclaimer: I am not 100% sure that this is the appropriate place to ask this question.
Here is a little bit of context about the problem.
I have a dataset containing about 1000 products timeseries (...
- 101
1
vote
0
answers
223
views
How to implement large-scale Poisson Regression in Python
I am trying to implement a Poisson Regression in Python to predict rates. I am dealing with a ton of data (too much to store in a DataFrame), which means that using the standard statsmodels.api GLM ...
2
votes
0
answers
189
views
Classification and clustering of Time series data of temperature
I have a time series recorded data of temperature. This is what my data looks like:
The change in data represents specific event or a class which I would like to detect when new incoming data. ...
- 131
1
vote
0
answers
22
views
Solve a regression equation algebraically in python
I fit a regression model using python statsmodels.formula.api package and obtain the coefficients/results. Here's the model:
...
- 310
2
votes
0
answers
243
views
Does statsmodels fully support MultiIndex?
The below code snippet shows how statsmodels seems to flatten MultiIndex tuples by joining them with an underscore "_".
...
- 261
1
vote
0
answers
31
views
Stasmodels unexpected behaviour
I am using statsmodels in python to perform quantile regression. I am running quantile 99 and quantile 1 to see the extremes quantile of my distribution.
...
- 6,111
2
votes
1
answer
2k
views
Can we do multivariate time series analysis using holt-winter ( Exponential smoothing) method?
Just like we have a method like ARIMAX and SARIMAX where we can provide exog and endog variable for perfroming multivariate analysis. I was hoping is there a way, we can achieve same using ETS as well....
- 121
2
votes
2
answers
268
views
High error Arima model - Python
I have a time series data. It has daily frequency.
I want to forecast the data for the next week or month with an ARIMA model.
This is a chart of my time series data:
First I use the method ...
- 151
8
votes
2
answers
5k
views
Why Scikit and statsmodel provide different Coefficient of determination?
First of all, I know there is a similar question, however, I didn't find it so much helpful.
My issue is concerning simple Linear regression and the outcome of R-Squared. I founded that results can ...
- 183
1
vote
1
answer
101
views
what is the difference between Bias and overfilling and under fitting? [closed]
I am confused about Bias and overfitting as I see it sounds similar but not able to explain differene?
- 87
1
vote
1
answer
766
views
Question on ANOVA and Correlation/Association
I've been working on examining statistical relationships between variable:
Pearsons, Spearman's for continuous variables
Kendall's Tau, Cramer's V for ordinal/nominal variables.
I know there's many ...
- 309
1
vote
0
answers
42
views
Using Residual Plots to combat Simpson's Paradox and Other Misleading phenomenon
I've read that univariate analysis is a huge part of EDA, pretty much everywhere. What I understand of univariate analysis basically comes down to using Seaborn pairplot and correlation matrices and ...
- 309
1
vote
1
answer
32
views
How to do backward features elimination when considering interactions between them
I have a multi linear regression problem,
$Y$ is my target and $X_1, X_2, X_3$ are my features.
In my regression, I consider the interaction between $X_1, X_2, X_3$ and I add a bias.
So my problem ...
- 111
1
vote
1
answer
1k
views
Timeseries VAR vs VARMA model: issue in time to fit model
I want to use VARMA model on a data of about 80000 samples with 10 features. I tried using VARMA model from statsmodels with p=50 and q=10 but it is taking too much time to build the model. I tested ...
- 420
2
votes
0
answers
4k
views
Some of the p-values are NaN - logistic regression
I am trying to do logisitc regression, but have this issue - some of the p values are NaN
...
- 41
2
votes
0
answers
138
views
Using an unmerged branch from StatsModels for Anaconda
I am interested in using a statistical test from StatsModels, one that is not available in the default Anaconda StatsModels folder on my drive.
See this blog, which as some point mentions, almost ...
3
votes
1
answer
2k
views
Advice on imputing temperature data with StatsModels MICE
This may be a dumb question but I can't figure out how to actually get the values imputed using StatsModels MICE back into my data. I have a dataframe (dfLocal) with hourly temperature records for ...
- 31
1
vote
2
answers
2k
views
Can I conduct independent t-test when data is infested with outliers ? and how to interpret the t-statistics?
I am working on 2 sample independent t-test. I have conducted analysis on test group vs control group and I have to write a report but I have few questions.
Do we have to take out the outliers and ...
- 151