Matlab uses BUGS Markov regime to transform Markov switching random volatility model, sequential Monte Carlo and M-H sampling to analyze time series data

Original link: http://tecdat.cn/?p=24498In this example, we consider Markov transformation stochastic volatility model.statistical modelGive Way    Are dependent variables and    Unobserved log volatility  The stochastic volatility model is defined as follows  Zone variable    Following a two-state Markov ...

Posted by msandersen on Thu, 02 Dec 2021 16:04:31 -0800

Machine learning notes (day03)

1. Linear relationship model A function that predicts through a linear combination of attributes: w is the weight, b is the offset term, which can be understood as:   2. Linear regression (iteration, self-learning) Definition: linear regression is a regression analysis modeled between one or more independent variables and dependent v ...

Posted by davidz on Wed, 01 Dec 2021 15:44:24 -0800

Sklearn (v3) -- SVM theory

Sample imbalance in binary SVC: an important parameter class_weight For the classification problem, one of the pain points that can never escape is the sample imbalance problem. Sample imbalance refers to a class of labels in a set of data sets   It accounts for a large proportion, but we have the situation to capture the needs of a speci ...

Posted by ukalpa on Wed, 01 Dec 2021 05:29:51 -0800

Machine learning algorithm

1. Time series algorithm   1.1 differential autoregressive moving average model (Arima) 1.1.1 overview          ARIMA is a typical time series model, which consists of three parts: AR model (autoregressive model) and MA model (moving average model), as well as the order I of difference. Therefore, ...

Posted by chrbar on Tue, 30 Nov 2021 21:35:26 -0800

Principle of machine learning Bayesian classifier and its sklearn implementation

preface Bayesian classifier is a probability model, which uses Bayesian formula to solve the classification problem. Assuming that the feature vector of the sample obeys a certain probability distribution, we can calculate the conditional probability that the feature vector belongs to each class. The classification result is the one with the l ...

Posted by jtravis on Tue, 30 Nov 2021 17:46:05 -0800

Final: Reading the structure of the t5 model

From previous reading of the code, the key to discovering the problem is past_ Key_ A change in the value parameter makes the input less complex. The overall structure of the model (from outside to inside) The overall structure of the model determines the direction in which the data will operate. Frame structure diagram of the overall mod ...

Posted by gkostenarov on Mon, 29 Nov 2021 13:39:55 -0800

Common data sets of distributed machine learning

Today, I will start to run the distributed machine learning paper experiment. Here I will introduce the common data sets of the paper (because my research field is distributed machine learning, the data sets listed below may be biased towards this aspect. Just refer to children's shoes in other directions). 1. CV dataset (1)FEMINIST Task: handw ...

Posted by worldofcarp on Sun, 28 Nov 2021 14:36:22 -0800

Spam filtering based on Naive Bayes in machine learning

1, Naive Bayes overview Naive Bayesian method is a classification method based on Bayesian theorem and the assumption of feature conditional independence. For a given training set, firstly, the joint probability distribution of input and output is learned based on the independent assumption of characteristic conditions (the naive Bayes method, ...

Posted by yaatra on Sat, 27 Nov 2021 22:37:58 -0800

Python basic learning 04

Creation and indexing of list objects   The split method returns a list object ------ > ['h ',' LLO '] In Python, list objects are represented by lists List creation: 1.[ ] l=[1,2,3] l [1,2,3] type(l) list Essence of list: multi-element container ------------ > first, a list object can be composed of one or more objects. Th ...

Posted by jmaccs64 on Sat, 27 Nov 2021 18:05:13 -0800

Python beautifies pictures without knowing the day after getting drunk? (Code attached)|Machine Learning

Catalog Preface Project Description Project structure Data preparation Magic Change Code summary Preface According to another article of mine: How to Beautify Photos, DPED Machine Learning Open Source Project Installation Use | Machine Learning_ Alan's Blog - CSDN Blog The DPED project was found to require commanded execution and a ...

Posted by misteraven on Sat, 27 Nov 2021 09:49:27 -0800