Questions tagged [statsmodels]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0
votes
0answers
10 views

How to decide the right granularity in time series?

I am wondering how to decide right granularity I should use for time series if I have data for hourly as well as daily and given that I don't have business constraint which asks me to do forecasting ...
1
vote
2answers
48 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 ...
0
votes
1answer
72 views

Statsmodel logit with sample weights

Using sklearn I can consider sample weights in my model, like this: ...
0
votes
2answers
46 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 ...
0
votes
0answers
31 views

Residual Deviance in GLM Output in Python vs. R

I am coming from R to Python for econometrics. In R, in case of fitting a logistic regression with glm, the output summary would include the result of test of the proposed model against the saturated ...
1
vote
0answers
62 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 (...
0
votes
1answer
94 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 ...
1
vote
0answers
88 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 ...
1
vote
0answers
18 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
1answer
16 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 ...
0
votes
0answers
123 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. ...
0
votes
0answers
16 views

Ideas on handling large quantities of “waste” data

Hello and thank you for taking time out of your day to help me. I am currently working on developing a machine vision application for production monitoring. The application handles images, about 20,...
0
votes
1answer
12 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 (...
1
vote
0answers
38 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
0answers
60 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. ...
1
vote
0answers
17 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: ...
1
vote
0answers
15 views

How to deduct ARIMA's order's parameters?

According to their official site, the ARIMA function has 3 parameters for the order parameters. It says: "The (p,d,q) order of the model for the number of AR parameters, differences, and MA ...
0
votes
0answers
34 views

statsmodels cointegration test order of variables

I am testing two time series for cointegration as follows: ...
0
votes
0answers
14 views

statsmodels: significance test (claim test), one sample, mean value - any function available?

We sample the bacteria contents of drinking water. Fact: when bacteria contents > 88, water is not safe to drink. These are the samples we've obtained: ...
0
votes
0answers
16 views

Python: significance test (claim), one sample, test the proportion - simpler code

We have two sheets with pictures of dogs and dog owners. On one sheet - owners and their dogs are associated correctly. The other sheet shows random associations between owners and dogs. 61 students ...
2
votes
0answers
44 views

Does statsmodels fully support MultiIndex?

The below code snippet shows how statsmodels seems to flatten MultiIndex tuples by joining them with an underscore "_". ...
1
vote
0answers
20 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. ...
1
vote
1answer
126 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....
0
votes
0answers
5 views

Difference in Plots of VAR Plot_Forecast vs Simple Overlay on Pyplot

I am sure, I am doing some thing extremely silly but for the life of me not able to figure our cause of the issue. So here it is: Step 0: Form my training set ...
2
votes
2answers
69 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 ...
0
votes
0answers
8 views

How could i change the frequence of Date time from None to a specific frequency

I have mixed data that contains a different date-time value, not daily or weekly and I don't know how to change the frequency from None so I can use the algorithms like Arima to it
6
votes
1answer
979 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 ...
1
vote
1answer
46 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?
1
vote
1answer
35 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 ...
1
vote
0answers
15 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 ...
1
vote
1answer
26 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 ...
0
votes
1answer
568 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 ...
2
votes
0answers
45 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 ...
1
vote
2answers
160 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 ...