Probability assessment | Regression analysis

Quantile regression averaging

Quantile Regression Averaging (QRA) is a forecast combination approach to the computation of prediction intervals. It involves applying quantile regression to the point forecasts of a small number of individual forecasting models or experts. It has been introduced in 2014 by Jakub Nowotarski and Rafał Weron and originally used for probabilistic forecasting of electricity prices and loads. Despite its simplicity it has been found to perform extremely well in practice - the top two performing teams in the price track of the Global Energy Forecasting Competition (GEFCom2014) used variants of QRA. (Wikipedia).

Quantile regression averaging
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Linear regression

Linear regression is used to compare sets or pairs of numerical data points. We use it to find a correlation between variables.

From playlist Learning medical statistics with python and Jupyter notebooks

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Quantile Regression - EXPLAINED!

Quantile regression - Hope the explanation wasn't too all over the place Follow me on M E D I U M: https://towardsdatascience.com/likelihood-probability-and-the-math-you-should-know-9bf66db5241b CODE: https://github.com/ajhalthor/quantile-regression

From playlist Code Machine Learning

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Ex: Comparing Linear and Exponential Regression

This video provides an example on how to perform linear regression and exponential regression on the TI84. The best model is identified based up the value of R^2. Site: http://mathispower4u.com Blog: http://mathispower4u.wordpress.com

From playlist Solving Applications Using Exponential Equations / Compounded and Continuous Interest / Exponential Regression

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Introduction to Regression Analysis

This video introduced analysis and discusses how to determine if a given regression equation is a good model using r and r^2.

From playlist Performing Linear Regression and Correlation

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Inverse normal with Z Table

Determining values of a variable at a particular percentile in a normal distribution

From playlist Unit 2: Normal Distributions

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Intro to Regression Analysis

Overview of regression analysis, linear and multiple regression, and the coefficient of determination.

From playlist Regression Analysis

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An Introduction to Linear Regression Analysis

Tutorial introducing the idea of linear regression analysis and the least square method. Typically used in a statistics class. Playlist on Linear Regression http://www.youtube.com/course?list=ECF596A4043DBEAE9C Like us on: http://www.facebook.com/PartyMoreStudyLess Created by David Lon

From playlist Linear Regression.

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XGBoost Part 4 (of 4): Crazy Cool Optimizations

This video covers all kinds of extra optimizations that XGBoost uses when the training dataset is huge. So we'll talk about the Approximate Greedy Algorithm, Parallel Learning, The Weighted Quantile Sketch, Sparsity-Aware Split Finding (i.e. how XGBoost deals with missing data and uses def

From playlist StatQuest

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Tilmann Gneiting: Isotonic Distributional Regression (IDR) - Leveraging Monotonicity, Uniquely So!

CIRM VIRTUAL EVENT Recorded during the meeting "Mathematical Methods of Modern Statistics 2" the June 02, 2020 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians

From playlist Virtual Conference

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Assumption-free prediction intervals for black-box regression algorithms - Aaditya Ramdas

Seminar on Theoretical Machine Learning Topic: Assumption-free prediction intervals for black-box regression algorithms Speaker: Aaditya Ramdas Affiliation: Carnegie Mellon University Date: April 21, 2020 For more video please visit http://video.ias.edu

From playlist Mathematics

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RegressionInferences.2.DistributionsBetaHat

This video is brought to you by the Quantitative Analysis Institute at Wellesley College. The material is best viewed as part of the online resources that organize the content and include questions for checking understanding: https://www.wellesley.edu/qai/onlineresources

From playlist Inferences about Regression

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Logistic Regression Details Pt1: Coefficients

When you do logistic regression you have to make sense of the coefficients. These are based on the log(odds) and log(odds ratio), but, to be honest, the easiest way to make sense of these are through examples. In this StatQuest, I walk you though two Logistic Regression Examples, step-by-s

From playlist StatQuest

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Data Science - Part IV - Regression Analysis and ANOVA Concepts

For downloadable versions of these lectures, please go to the following link: http://www.slideshare.net/DerekKane/presentations https://github.com/DerekKane/YouTube-Tutorials This lecture provides an overview of linear regression analysis, interaction terms, ANOVA, optimization, log-leve

From playlist Data Science

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Risk and robustness in RL: Nothing ventured, nothing gained - Shie Mannor

Workshop on New Directions in Reinforcement Learning and Control Topic: Risk and robustness in RL: Nothing ventured, nothing gained Speaker: Shie Mannor Affiliation: Technion Date: November 8, 2019 For more video please visit http://video.ias.edu

From playlist Mathematics

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Conrad Wasko - Changes in rainfall and flooding across Australia

Dr. Conrad Wasko (University of Melbourne) presents "Changes in rainfall and flooding across Australia", 24 June 2022.

From playlist Statistics Across Campuses

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Recent progress in predictive inference - Emmanuel Candes, Stanford University

Emmanuel Candes - Stanford University Machine learning algorithms provide predictions with a self-reported confidence score, but they are frequently inaccurate and uncalibrated, limiting their use in sensitive applications. This talk introduces novel calibration techniques addressing two

From playlist Interpretability, safety, and security in AI

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Simplified Machine Learning Workflows with Anton Antonov, Session #3: Quantile Regression (Part 3)

Anton Antonov presents the first session on quantile regression workflows in Wolfram Language.

From playlist Simplified Machine Learning Workflows with Anton Antonov

Related pages

Probabilistic forecasting | Electricity price forecasting | Prediction interval | Forecasting | Quantile | Committee machine | Ordinary least squares | Quantile regression | Consensus forecast | Least squares | Least absolute deviations | Principal component analysis