Numerically Summarizing Data
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A Review on Outlier/Anomaly Detection in Time Series Data
A review on outlier/anomaly detection in time series data ANE BLÁZQUEZ-GARCÍA and ANGEL CONDE, Ikerlan Technology Research Centre, Basque Research and Technology Alliance (BRTA), Spain USUE MORI, Intelligent Systems Group (ISG), Department of Computer Science and Artificial Intelligence, University of the Basque Country (UPV/EHU), Spain JOSE A. LOZANO, Intelligent Systems Group (ISG), Department of Computer Science and Artificial Intelligence, University of the Basque Country (UPV/EHU), Spain and Basque Center for Applied Mathematics (BCAM), Spain Recent advances in technology have brought major breakthroughs in data collection, enabling a large amount of data to be gathered over time and thus generating time series. Mining this data has become an important task for researchers and practitioners in the past few years, including the detection of outliers or anomalies that may represent errors or events of interest. This review aims to provide a structured and comprehensive state-of-the-art on outlier detection techniques in the context of time series. To this end, a taxonomy is presented based on the main aspects that characterize an outlier detection technique. Additional Key Words and Phrases: Outlier detection, anomaly detection, time series, data mining, taxonomy, software 1 INTRODUCTION Recent advances in technology allow us to collect a large amount of data over time in diverse research areas. Observations that have been recorded in an orderly fashion and which are correlated in time constitute a time series. Time series data mining aims to extract all meaningful knowledge from this data, and several mining tasks (e.g., classification, clustering, forecasting, and outlier detection) have been considered in the literature [Esling and Agon 2012; Fu 2011; Ratanamahatana et al. -
Mean, Median and Mode We Use Statistics Such As the Mean, Median and Mode to Obtain Information About a Population from Our Sample Set of Observed Values
INFORMATION AND DATA CLASS-6 SUB-MATHEMATICS The words Data and Information may look similar and many people use these words very frequently, But both have lots of differences between What is Data? Data is a raw and unorganized fact that required to be processed to make it meaningful. Data can be simple at the same time unorganized unless it is organized. Generally, data comprises facts, observations, perceptions numbers, characters, symbols, image, etc. Data is always interpreted, by a human or machine, to derive meaning. So, data is meaningless. Data contains numbers, statements, and characters in a raw form What is Information? Information is a set of data which is processed in a meaningful way according to the given requirement. Information is processed, structured, or presented in a given context to make it meaningful and useful. It is processed data which includes data that possess context, relevance, and purpose. It also involves manipulation of raw data Mean, Median and Mode We use statistics such as the mean, median and mode to obtain information about a population from our sample set of observed values. Mean The mean/Arithmetic mean or average of a set of data values is the sum of all of the data values divided by the number of data values. That is: Example 1 The marks of seven students in a mathematics test with a maximum possible mark of 20 are given below: 15 13 18 16 14 17 12 Find the mean of this set of data values. Solution: So, the mean mark is 15. Symbolically, we can set out the solution as follows: So, the mean mark is 15. -
Accelerating Raw Data Analysis with the ACCORDA Software and Hardware Architecture
Accelerating Raw Data Analysis with the ACCORDA Software and Hardware Architecture Yuanwei Fang Chen Zou Andrew A. Chien CS Department CS Department University of Chicago University of Chicago University of Chicago Argonne National Laboratory [email protected] [email protected] [email protected] ABSTRACT 1. INTRODUCTION The data science revolution and growing popularity of data Driven by a rapid increase in quantity, type, and number lakes make efficient processing of raw data increasingly impor- of sources of data, many data analytics approaches use the tant. To address this, we propose the ACCelerated Operators data lake model. Incoming data is pooled in large quantity { for Raw Data Analysis (ACCORDA) architecture. By ex- hence the name \lake" { and because of varied origin (e.g., tending the operator interface (subtype with encoding) and purchased from other providers, internal employee data, web employing a uniform runtime worker model, ACCORDA scraped, database dumps, etc.), it varies in size, encoding, integrates data transformation acceleration seamlessly, en- age, quality, etc. Additionally, it often lacks consistency or abling a new class of encoding optimizations and robust any common schema. Analytics applications pull data from high-performance raw data processing. Together, these key the lake as they see fit, digesting and processing it on-demand features preserve the software system architecture, empower- for a current analytics task. The applications of data lakes ing state-of-art heuristic optimizations to drive flexible data are vast, including machine learning, data mining, artificial encoding for performance. ACCORDA derives performance intelligence, ad-hoc query, and data visualization. Fast direct from its software architecture, but depends critically on the processing on raw data is critical for these applications. -
Weighted Means and Grouped Data on the Graphing Calculator
Weighted Means and Grouped Data on the Graphing Calculator Weighted Means. Suppose that, in a recent month, a bank customer had $2500 in his account for 5 days, $1900 for 2 days, $1650 for 3 days, $1375 for 9 days, $1200 for 1 day, $900 for 6 days, and $675 for 4 days. To calculate the average balance for that month, you would use a weighted mean: ∑ ̅ ∑ To do this automatically on a calculator, enter the account balances in L1 and the number of days (weight) in L2: As before, go to STAT CALC and 1:1-Var Stats. This time, type L1, L2 after 1-Var Stats and ENTER: The weighted (sample) mean is ̅ (so that the average balance for the month is $1430.83.) We can also see that the weighted sample standard deviation is . Estimating the Mean and Standard Deviation from a Frequency Distribution. If your data is organized into a frequency distribution, you can still estimate the mean and standard deviation. For example, suppose that we are given only a frequency distribution of the heights of the 30 males instead of the list of individual heights: Height (in.) Frequency (f) 62 - 64 3 65- 67 7 68 - 70 9 71 - 73 8 74 - 76 3 ∑ n = 30 We can just calculate the midpoint of each height class and use that midpoint to represent the class. We then find the (weighted) mean and standard deviation for the distribution of midpoints with the given frequencies as in the example above: Height (in.) Height Class Frequency (f) Midpoint 62 - 64 (62 + 64)/2 = 63 3 65- 67 (65 + 67)/2 = 66 7 68 - 70 69 9 71 - 73 72 8 74 - 76 75 3 ∑ n = 30 The approximate sample mean of the distribution is ̅ , and the approximate sample standard deviation of the distribution is . -
Lecture 3: Measure of Central Tendency
Lecture 3: Measure of Central Tendency Donglei Du ([email protected]) Faculty of Business Administration, University of New Brunswick, NB Canada Fredericton E3B 9Y2 Donglei Du (UNB) ADM 2623: Business Statistics 1 / 53 Table of contents 1 Measure of central tendency: location parameter Introduction Arithmetic Mean Weighted Mean (WM) Median Mode Geometric Mean Mean for grouped data The Median for Grouped Data The Mode for Grouped Data 2 Dicussion: How to lie with averges? Or how to defend yourselves from those lying with averages? Donglei Du (UNB) ADM 2623: Business Statistics 2 / 53 Section 1 Measure of central tendency: location parameter Donglei Du (UNB) ADM 2623: Business Statistics 3 / 53 Subsection 1 Introduction Donglei Du (UNB) ADM 2623: Business Statistics 4 / 53 Introduction Characterize the average or typical behavior of the data. There are many types of central tendency measures: Arithmetic mean Weighted arithmetic mean Geometric mean Median Mode Donglei Du (UNB) ADM 2623: Business Statistics 5 / 53 Subsection 2 Arithmetic Mean Donglei Du (UNB) ADM 2623: Business Statistics 6 / 53 Arithmetic Mean The Arithmetic Mean of a set of n numbers x + ::: + x AM = 1 n n Arithmetic Mean for population and sample N P xi µ = i=1 N n P xi x¯ = i=1 n Donglei Du (UNB) ADM 2623: Business Statistics 7 / 53 Example Example: A sample of five executives received the following bonuses last year ($000): 14.0 15.0 17.0 16.0 15.0 Problem: Determine the average bonus given last year. Solution: 14 + 15 + 17 + 16 + 15 77 x¯ = = = 15:4: 5 5 Donglei Du (UNB) ADM 2623: Business Statistics 8 / 53 Example Example: the weight example (weight.csv) The R code: weight <- read.csv("weight.csv") sec_01A<-weight$Weight.01A.2013Fall # Mean mean(sec_01A) ## [1] 155.8548 Donglei Du (UNB) ADM 2623: Business Statistics 9 / 53 Will Rogers phenomenon Consider two sets of IQ scores of famous people. -
Random Variables and Applications
Random Variables and Applications OPRE 6301 Random Variables. As noted earlier, variability is omnipresent in the busi- ness world. To model variability probabilistically, we need the concept of a random variable. A random variable is a numerically valued variable which takes on different values with given probabilities. Examples: The return on an investment in a one-year period The price of an equity The number of customers entering a store The sales volume of a store on a particular day The turnover rate at your organization next year 1 Types of Random Variables. Discrete Random Variable: — one that takes on a countable number of possible values, e.g., total of roll of two dice: 2, 3, ..., 12 • number of desktops sold: 0, 1, ... • customer count: 0, 1, ... • Continuous Random Variable: — one that takes on an uncountable number of possible values, e.g., interest rate: 3.25%, 6.125%, ... • task completion time: a nonnegative value • price of a stock: a nonnegative value • Basic Concept: Integer or rational numbers are discrete, while real numbers are continuous. 2 Probability Distributions. “Randomness” of a random variable is described by a probability distribution. Informally, the probability distribution specifies the probability or likelihood for a random variable to assume a particular value. Formally, let X be a random variable and let x be a possible value of X. Then, we have two cases. Discrete: the probability mass function of X specifies P (x) P (X = x) for all possible values of x. ≡ Continuous: the probability density function of X is a function f(x) that is such that f(x) h P (x < · ≈ X x + h) for small positive h. -
Big Data and Open Data As Sustainability Tools a Working Paper Prepared by the Economic Commission for Latin America and the Caribbean
Big data and open data as sustainability tools A working paper prepared by the Economic Commission for Latin America and the Caribbean Supported by the Project Document Big data and open data as sustainability tools A working paper prepared by the Economic Commission for Latin America and the Caribbean Supported by the Economic Commission for Latin America and the Caribbean (ECLAC) This paper was prepared by Wilson Peres in the framework of a joint effort between the Division of Production, Productivity and Management and the Climate Change Unit of the Sustainable Development and Human Settlements Division of the Economic Commission for Latin America and the Caribbean (ECLAC). Some of the imput for this document was made possible by a contribution from the European Commission through the EUROCLIMA programme. The author is grateful for the comments of Valeria Jordán and Laura Palacios of the Division of Production, Productivity and Management of ECLAC on the first version of this paper. He also thanks the coordinators of the ECLAC-International Development Research Centre (IDRC)-W3C Brazil project on Open Data for Development in Latin America and the Caribbean (see [online] www.od4d.org): Elisa Calza (United Nations University-Maastricht Economic and Social Research Institute on Innovation and Technology (UNU-MERIT) PhD Fellow) and Vagner Diniz (manager of the World Wide Web Consortium (W3C) Brazil Office). The European Commission support for the production of this publication does not constitute endorsement of the contents, which reflect the views of the author only, and the Commission cannot be held responsible for any use which may be made of the information obtained herein. -
Mistaking the Forest for the Trees: the Mistreatment of Group-Level Treatments in the Study of American Politics
Mistaking the Forest for the Trees: The Mistreatment of Group-Level Treatments in the Study of American Politics Kelly T. Rader Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the Graduate School of Arts and Sciences COLUMBIA UNIVERSITY 2012 c 2012 Kelly T. Rader All Rights Reserved ABSTRACT Mistaking the Forest for the Trees: The Mistreatment of Group-Level Treatments in the Study of American Politics Kelly T. Rader Over the past few decades, the field of political science has become increasingly sophisticated in its use of empirical tests for theoretical claims. One particularly productive strain of this devel- opment has been the identification of the limitations of and challenges in using observational data. Making causal inferences with observational data is difficult for numerous reasons. One reason is that one can never be sure that the estimate of interest is un-confounded by omitted variable bias (or, in causal terms, that a given treatment is ignorable or conditionally random). However, when the ideal hypothetical experiment is impractical, illegal, or impossible, researchers can often use quasi-experimental approaches to identify causal effects more plausibly than with simple regres- sion techniques. Another reason is that, even if all of the confounding factors are observed and properly controlled for in the model specification, one can never be sure that the unobserved (or error) component of the data generating process conforms to the assumptions one must make to use the model. If it does not, then this manifests itself in terms of bias in standard errors and incor- rect inference on statistical significance of quantities of interest. -
Principal Component Analysis: Application to Statistical Process Control
Chapter 1 Principal Component Analysis: Application to Statistical Process Control 1.1. Introduction Principal component analysis (PCA) is an exploratory statistical method for graphical description of the information present in large datasets. In most applications, PCA consists of studying p variables measured on n individuals. When n and p are large, the aim is to synthesize the huge quantity of information into an easy and understandable form. Unidimensional or bidimensional studies can be performed on variables using graphical tools (histograms, box plots) or numerical summaries (mean, variance, correlation). However, these simple preliminary studies in a multidimensional context are insufficient since they do not take into account the eventual relationships between variables, which is often the most important point. Principal component analysis is often considered as the basic method of factor analysis, which aims to find linear combinations of the p variables called components used to visualize the observations in a simple way. Because it transforms a large number of correlated variables into a few uncorrelated principal components, PCA is a dimension reduction method. However, PCA can also be used as a multivariate outlier detection method, especially by studying the last principal components. This property is useful in multidimensional quality control. Chapter written by Gilbert SAPORTA and Ndèye NIANG. 1 2 Data Analysis 1.2. Data table and related subspaces 1.2.1. Data and their characteristics Data are generally represented in a rectangulartable with n rows for the individuals and p columns corresponding to the variables. Choosing individuals and variables to analyze is a crucial phase which has an important influence on PCA results. -
Statistics, Measures of Central Tendency I
Statistics, Measures of Central TendencyI We are considering a random variable X with a probability distribution which has some parameters. We want to get an idea what these parameters are. We perfom an experiment n times and record the outcome. This means we have X1;:::; Xn i.i.d. random variables, with probability distribution same as X . We want to use the outcome to infer what the parameters are. Mean The outcomes are x1;:::; xn. The Sample Mean is x1+···+xn x := n . Also sometimes called the average. The expected value of X , EX , is also called the mean of X . Often denoted by µ. Sometimes called population mean. Median The number so that half the values are below, half above. If the sample is of even size, you take the average of the middle terms. Mode The number that occurs most frequently. There could be several modes, or no mode. Dan Barbasch Math 1105 Chapter 9 Week of September 25 1 / 24 Statistics, Measures of Central TendencyII Example You have a coin for which you know that P(H) = p and P(T ) = 1 − p: You would like to estimate p. You toss it n times. You count the number of heads. The sample mean should be an estimate of p: EX = p, and E(X1 + ··· + Xn) = np: So X + ··· + X E 1 n = p: n Dan Barbasch Math 1105 Chapter 9 Week of September 25 2 / 24 Descriptive StatisticsI Frequency Distribution Divide into a number of equal disjoint intervals. For each interval count the number of elements in the sample occuring. -
Lesson 16.5 Measures of Central Tendency and Grouped Data
NAME: INTEGRATED ALGEBRA 1 DATE: MR. THOMPSON LESSON 16.5 MEASURES OF CENTRAL TENDENCY AND GROUPED DATA HOMEWORK ASSIGNMENT # 126: PAGES 695-697: # 2 - 12 EVENS EXAMPLE I OiliflitEMIZZEITIOMMESEMZESEM72ra, In the table, the data indicate the heights, in inches, of 17 basketball players. For these data find: a. the mode b. the median c. the mean 77 2 Solution a. The greatest frequency, 5, occurs for the height 76 0 of 75 inches. The mode, or height appearing most often, is 75. 75 5 74 3 b.For 17 players, the median is the 9th number, so there are 8 heights greater than or equal to the 73 4 median and 8 heights less than or equal to the 72 2 median. Counting the frequencies going down, 1 we have 2 + 0 + 5 = 7. Since the frequency of 71 the next interval is 3, the 8th, 9th, and 10th heights are in this interval, 74. Counting the frequencies going up, we have 1 + 2 + 4 = 7. Again, the fre- quency of the next interval is 3, and the 8th, 9th, and 10th heights are in this interval. The 9th height, the median, is 74. c.(1) Multiply each height by its corresponding frequency: 77 x 2 = 154 76 x 0 = 0 75 x 5 375 74 x 3 = 222 73 X 4 = 292 72 X 2 = 144 71 x 1 = 71 (2) Fmd the total of these products: 154 + 0 + 375 + 222 + 292 + 144 + 71 = 1,258 (3) Divide this total, 1,258, by the total frequency, 17 to obtain the mean: 1258 +47 = 74 14. -
Have You Seen the Standard Deviation?
Nepalese Journal of Statistics, Vol. 3, 1-10 J. Sarkar & M. Rashid _________________________________________________________________ Have You Seen the Standard Deviation? Jyotirmoy Sarkar 1 and Mamunur Rashid 2* Submitted: 28 August 2018; Accepted: 19 March 2019 Published online: 16 September 2019 DOI: https://doi.org/10.3126/njs.v3i0.25574 ___________________________________________________________________________________________________________________________________ ABSTRACT Background: Sarkar and Rashid (2016a) introduced a geometric way to visualize the mean based on either the empirical cumulative distribution function of raw data, or the cumulative histogram of tabular data. Objective: Here, we extend the geometric method to visualize measures of spread such as the mean deviation, the root mean squared deviation and the standard deviation of similar data. Materials and Methods: We utilized elementary high school geometric method and the graph of a quadratic transformation. Results: We obtain concrete depictions of various measures of spread. Conclusion: We anticipate such visualizations will help readers understand, distinguish and remember these concepts. Keywords: Cumulative histogram, dot plot, empirical cumulative distribution function, histogram, mean, standard deviation. _______________________________________________________________________ Address correspondence to the author: Department of Mathematical Sciences, Indiana University-Purdue University Indianapolis, Indianapolis, IN 46202, USA, E-mail: [email protected] 1;