Standardized Scores—Do You Measure Up?
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Multiple Linear Regression
Multiple Linear Regression The MULTIPLE LINEAR REGRESSION command performs simple multiple regression using least squares. Linear regression attempts to model the linear relationship between variables by fitting a linear equation to observed data. One variable is considered to be an explanatory variable (RESPONSE), and the others are considered to be dependent variables (PREDICTORS). How To Run: STATISTICS->REGRESSION->MULTIPLE LINEAR REGRESSION... Select DEPENDENT (RESPONSE) variable and INDEPENDENT variables (PREDICTORS). To force the regression line to pass through the origin use the CONSTANT (INTERCEPT) IS ZERO option from the ADVANCED OPTIONS. Optionally, you can add following charts to the report: o Residuals versus predicted values plot (use the PLOT RESIDUALS VS. FITTED option); o Residuals versus order of observation plot (use the PLOT RESIDUALS VS. ORDER option); o Independent variables versus the residuals (use the PLOT RESIDUALS VS. PREDICTORS option). For the univariate model, the chart for the predicted values versus the observed values (LINE FIT PLOT) can be added to the report. Use THE EMULATE EXCEL ATP FOR STANDARD RESIDUALS option to get the same standard residuals as produced by Excel Analysis Toolpak. Results Regression statistics, analysis of variance table, coefficients table and residuals report are produced. Regression Statistics 2 R (COEFFICIENT OF DETERMINATION, R-SQUARED) is the square of the sample correlation coefficient between 2 the PREDICTORS (independent variables) and RESPONSE (dependent variable). In general, R is a percentage of response variable variation that is explained by its relationship with one or more predictor variables. In simple words, the R2 indicates the accuracy of the prediction. The larger the R2 is, the more the total 2 variation of RESPONSE is explained by predictors or factors in the model. -
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. -
HMH ASSESSMENTS Glossary of Testing, Measurement, and Statistical Terms
hmhco.com HMH ASSESSMENTS Glossary of Testing, Measurement, and Statistical Terms Resource: Joint Committee on the Standards for Educational and Psychological Testing of the AERA, APA, and NCME. (2014). Standards for educational and psychological testing. Washington, DC: American Educational Research Association. Glossary of Testing, Measurement, and Statistical Terms Adequate yearly progress (AYP) – A requirement of the No Child Left Behind Act (NCLB, 2001). This requirement states that all students in each state must meet or exceed the state-defined proficiency level by 2014 on state Ability – A characteristic indicating the level of an individual on a particular trait or competence in a particular area. assessments. Each year, the minimum level of improvement that states, school districts, and schools must achieve Often this term is used interchangeably with aptitude, although aptitude actually refers to one’s potential to learn or is defined. to develop a proficiency in a particular area. For comparison see Aptitude. Age-Based Norms – Developed for the purpose of comparing a student’s score with the scores obtained by other Ability/Achievement Discrepancy – Ability/Achievement discrepancy models are procedures for comparing an students at the same age on the same test. How much a student knows is determined by the student’s standing individual’s current academic performance to others of the same age or grade with the same ability score. The ability or rank within the age reference group. For example, a norms table for 12 year-olds would provide information score could be based on predicted achievement, the general intellectual ability score, IQ score, or other ability score. -
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. -
Measures of Center
Statistics is the science of conducting studies to collect, organize, summarize, analyze, and draw conclusions from data. Descriptive statistics consists of the collection, organization, summarization, and presentation of data. Inferential statistics consist of generalizing form samples to populations, performing hypothesis tests, determining relationships among variables, and making predictions. Measures of Center: A measure of center is a value at the center or middle of a data set. The arithmetic mean of a set of values is the number obtained by adding the values and dividing the total by the number of values. (Commonly referred to as the mean) x x x = ∑ (sample mean) µ = ∑ (population mean) n N The median of a data set is the middle value when the original data values are arranged in order of increasing magnitude. Find the center of the list. If there are an odd number of data values, the median will fall at the center of the list. If there is an even number of data values, find the mean of the middle two values in the list. This will be the median of this data set. The symbol for the median is ~x . The mode of a data set is the value that occurs with the most frequency. When two values occur with the same greatest frequency, each one is a mode and the data set is bimodal. Use M to represent mode. Measures of Variation: Variation refers to the amount that values vary among themselves or the spread of the data. The range of a data set is the difference between the highest value and the lowest value. -
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. -
The Normal Distribution Introduction
The Normal Distribution Introduction 6-1 Properties of the Normal Distribution and the Standard Normal Distribution. 6-2 Applications of the Normal Distribution. 6-3 The Central Limit Theorem The Normal Distribution (b) Negatively skewed (c) Positively skewed (a) Normal A normal distribution : is a continuous ,symmetric , bell shaped distribution of a variable. The mathematical equation for the normal distribution: 2 (x)2 2 f (x) e 2 where e ≈ 2 718 π ≈ 3 14 µ ≈ population mean σ ≈ population standard deviation A normal distribution curve depend on two parameters . µ Position parameter σ shape parameter Shapes of Normal Distribution 1 (1) Different means but same standard deviations. Normal curves with μ1 = μ2 and 2 σ1<σ2 (2) Same means but different standard deviations . (3) Different 3 means and different standard deviations . Properties of the Normal Distribution The normal distribution curve is bell-shaped. The mean, median, and mode are equal and located at the center of the distribution. The normal distribution curve is unimodal (single mode). The curve is symmetrical about the mean. The curve is continuous. The curve never touches the x-axis. The total area under the normal distribution curve is equal to 1 (or 100%). The area under the normal curve that lies within Empirical Rule one standard deviation of the mean is approximately 0.68 (68%). two standard deviations of the mean is approximately 0.95 (95%). three standard deviations of the mean is approximately 0.997 (99.7%). ** Suppose that the scores on a history exam have a mean of 70. If these scores are normally distributed and approximately 95% of the scores fall in (64,76), then the standard deviation is …. -
Understanding Test Scores a Primer for Parents
Understanding Test Scores A primer for parents... Norm-Referenced Tests Norm-referenced tests compare an individual child's performance to that of his or her classmates or some other, larger group. Such a test will tell you how your child compares to similar children on a given set of skills and knowledge, but it does not provide information about what the child does and does not know. Scores on norm-referenced tests indicate the student's ranking relative to that group. Typical scores used with norm-referenced tests include: Percentiles. Percentiles are probably the most commonly used test score in education. A percentile is a score that indicates the rank of the student compared to others (same age or same grade), using a hypothetical group of 100 students. A percentile of 25, for example, indicates that the student's test performance equals or exceeds 25 out of 100 students on the same measure; a percentile of 87 indicates that the student equals or surpasses 87 out of 100 (or 87% of) students. Note that this is not the same as a "percent"-a percentile of 87 does not mean that the student answered 87% of the questions correctly! Percentiles are derived from raw scores using the norms obtained from testing a large population when the test was first developed. Standard scores. A standard score is derived from raw scores using the norming information gathered when the test was developed. Instead of reflecting a student's rank compared to others, standard scores indicate how far above or below the average (the "mean") an individual score falls, using a common scale, such as one with an "average" of 100. -
Ch6: the Normal Distribution
Ch6: The Normal Distribution Introduction Review: A continuous random variable can assume any value between two endpoints. Many continuous random variables have an approximately normal distribution, which means we can use the distribution of a normal random variable to make statistical inference about the variable. CH6: The Normal Distribution Santorico - Page 175 Example: Heights of randomly selected women CH6: The Normal Distribution Santorico - Page 176 Section 6-1: Properties of a Normal Distribution A normal distribution is a continuous, symmetric, bell-shaped distribution of a variable. The theoretical shape of a normal distribution is given by the mathematical formula (x)2 e 2 2 y , 2 where and are the mean and standard deviations of the probability distribution, respectively. Review: The and are parameters and hence describe the population . CH6: The Normal Distribution Santorico - Page 177 The shape of a normal distribution is fully characterized by its mean and standard deviation . specifies the location of the distribution. specifies the spread/shape of the distribution. CH6: The Normal Distribution Santorico - Page 178 CH6: The Normal Distribution Santorico - Page 179 Properties of the Theoretical Normal Distribution A normal distribution curve is bell-shaped. The mean, median, and mode are equal and are located at the center of the distribution. A normal distribution curve is unimodal. The curve is symmetric about the mean. The curve is continuous (no gaps or holes). The curve never touches the x-axis (just approaches it). The total area under a normal distribution curve is equal to 1.0 or 100%. Review: The Empirical Rule applies (68%-95%-99.7%) CH6: The Normal Distribution Santorico - Page 180 CH6: The Normal Distribution Santorico - Page 181 The Standard Normal Distribution Since each normally distributed variable has its own mean and standard deviation, the shape and location of these curves will vary. -
4. Descriptive Statistics
4. Descriptive statistics Any time that you get a new data set to look at one of the first tasks that you have to do is find ways of summarising the data in a compact, easily understood fashion. This is what descriptive statistics (as opposed to inferential statistics) is all about. In fact, to many people the term “statistics” is synonymous with descriptive statistics. It is this topic that we’ll consider in this chapter, but before going into any details, let’s take a moment to get a sense of why we need descriptive statistics. To do this, let’s open the aflsmall_margins file and see what variables are stored in the file. In fact, there is just one variable here, afl.margins. We’ll focus a bit on this variable in this chapter, so I’d better tell you what it is. Unlike most of the data sets in this book, this is actually real data, relating to the Australian Football League (AFL).1 The afl.margins variable contains the winning margin (number of points) for all 176 home and away games played during the 2010 season. This output doesn’t make it easy to get a sense of what the data are actually saying. Just “looking at the data” isn’t a terribly effective way of understanding data. In order to get some idea about what the data are actually saying we need to calculate some descriptive statistics (this chapter) and draw some nice pictures (Chapter 5). Since the descriptive statistics are the easier of the two topics I’ll start with those, but nevertheless I’ll show you a histogram of the afl.margins data since it should help you get a sense of what the data we’re trying to describe actually look like, see Figure 4.2. -
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;