Simplified Machine-Learning Workflow #5
Author
Anton Antonov
Title
Simplified Machine-Learning Workflow #5
Description
Quantile Regression (Part 5)
Category
Educational Materials
Keywords
URL
http://www.notebookarchive.org/2020-09-55rz0m2/
DOI
https://notebookarchive.org/2020-09-55rz0m2
Date Added
2020-09-11
Date Last Modified
2020-09-11
File Size
1.4 megabytes
Supplements
Rights
Redistribution rights reserved
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Quantile Regression live coding 5th session
Quantile Regression live coding 5th session
Answers to questions and comments
Anton Antonov
MathematicaForPrediction at GitHub
MathematicaForPrediction at WordPress
November 2019
MathematicaForPrediction at GitHub
MathematicaForPrediction at WordPress
November 2019
Introduction
Introduction
I have accumulated a list of questions and comments from my Quantile Regression (QR) presentations. In this session we are going to discuss answers to ones not covered -- or not sufficiently covered -- in the previous sessions.
We are going to answer the following questions.
1
.1
.1
.1
.2
.2
.Are you computing QR using a moving window?
2
.1
.3
.What do you do when the QR fitted curves (regression quantiles) intersect?
4
.How does QR look like over 3 points?
5
.What approximation to pick for reconstructing the conditional CDF’s?
6
.Why use QR?
6
.1
.Is it just for better visualization of the signal?
7
.Where can I find the theoretical background for QR computations?
8
.Can QR be used for forecast?
9
.What is the point of using those anomaly detection methods -- a human can easily do it?
10
.Can we use Neural Networks instead of QR?
11
.Are there implementations in other popular DS languages?
Load packages
Load packages
Data load
Data load
Review
Review
Today vs Yesterday
Today vs Yesterday
Using ResourceFunction[“QuantileRegression”]
Using ResourceFunction[“QuantileRegression”]
How does QR look like over 3 points?
How does QR look like over 3 points?
Can QR be used for forecast?
Can QR be used for forecast?
Why use QR?
Why use QR?
Where can I find the theoretical background for QR computations?
Where can I find the theoretical background for QR computations?
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Cite this as: Anton Antonov, "Simplified Machine-Learning Workflow #5" from the Notebook Archive (2020), https://notebookarchive.org/2020-09-55rz0m2
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Download
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