Questions About Microsoft_Linear_Regression Algorithm

Jul 2, 2007

Currently I want to run a vanilla multivariate regression and get some statistics back about the regression that is built. For instance, besides the coefficients, I also want the two-sided p-values on the coefficients and the R2 of the model.



I've tried playing with the Microsoft_Linear_Regression algorithm and have run into two issues. I'm doing all this programmatically using DMX queries rather than through the BI studio.



(a) I can never get the coefficients from the regression to match with results I would get from running R or Excel. The results are close but still significantly off. I suspect this is because the Linear Regression is just a subset of the Decision/Regression Trees functionality, in which case some kind of Bayesian prior is being incorporated here. Is that the issue? And if so, is there some way to turn off the Bayesian scoring and get a vanilla multivariate regression? I don't see anything in the inputs to the linear regression that would let me do this, and even running Microsoft_Decision_Trees with a few different settings, I can't get the output I'm looking for. If there's no way to turn off the Bayesian scoring, can someone explain to me what the prior being used here is and how Bayesian learning is being applied to the regression?



(b) Using the Generic Tree Viewer, I see that there are a few "statistics" values in the Node_Distribution, but I'm not sure what they're referring to. One of them looks like it might be the MSE. I could play with this some more to find out, but I'm hoping someone here can save me that work and tell me what these numbers are. Hopefully they will constitute enough information for me to rebuild the p-values and the R2.



Thanks!

Wilfred

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Questions About Microsift Time Series Algorithm

Sep 3, 2007

Hello,
I was working with Microsoft Time Series (MTS) algorithm and simulated data in order to evaluate/know it a little more.
I simulated 24 points of the model y[t] = 5.74-0.1486 y[t-1] + e[t] and 19 points of the model y[t] = 10.48-0.0486 y[t-1] + e[t] (a change of level), where e ~ N(0,0.01).
The MTS output is: if time>=23.5 then AR(3) else AR(1): y[t] = 6.23-0.2536 y[t-1].
So, I am wondering:
how the algorithm works whit the time variable as a split variable? Like the other variables? Only considering 4 time points?
Why the MTS algorithm produces AR(p) models where p is a little large (like the example: I simulated an AR(1) model and the output is an AR(3) model), what about parsimony models?
A AR model is a stationary model, so what happen if some data have trend? We need eliminate the trend before the MTS algorithm can be used?Thanks for your time

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Questions About Sql Server 2005 Timeseries Algorithm

May 16, 2007

First of all I would like to politely greet everybody as I'm new on that forum and new to Data Mining in fact.

To introduce myself I can say I'm a student of Computer Science and I'm trying to use Time Series algorithm for weather analysis. I know that forecasting weather is a hopeless task even for the fastest computers in the world but what I'm trying to do is a kind of aposteriori analysis of historical data to notice some dependencies or characteristic weather behavior on a specified region and perhaps make some short time predictions.


I tried Time Series Algorithm although I have some doubts about methodological justification of this choice (if You have any critical comments please share them with me). But my main questions are about the usage of the algorithm itself:




I've read the documentation and a tutorial on this page for historical predictions but I still don't know what exactly are HistoricalModelCount and HistoricalModelGap. I know that my historical predictions are bounded by a €“ HistoricalModelCount*HistoricalModelGap*, but it's a rather operational knowledge... The explanation is always clouded with an €œinternal model€? phrase. Can You point me to a document where I can find some more detailed information? (What is the form of the model? How is it built? etc.)

Periodicity Hint. How should I treat these optional values? Are they other possible periods of data? I have data about weather measurements made every six hours for thirteen years** so is it a good choice to set this parameter to {365*4,4} (The first goes for a year and the second for a day)?

This is a technical question and I'm really ashamed of myself that I bother You with it. On the time chart in a model Viewer I can see date from the last year only. Zooming out/in, clicking insanely on every pixel on the screen, did not give any result (apart of broken mouse buttons). Is is possible to browse that data in mining model viewer chart?
Thank You in advance for Your replies!



*This formula suggests how this parameters could work but I would like to know it for sure €“ don't want to make some awful mistakes in my project. :-)
**Of course I plan to reduce the amount of data but the period will stay.

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Questions About Sql Server 2005 Timeseries Algorithm

Apr 1, 2007

The first question is how to of TimeSeries Algorithm?

Using SQL Server 2005 TimeSeries Algorithm ,I build a data mining model.But after three days,it is still training.The data has 2,200,00 rows.

So what can i do to improve the processing speed.

Thanks!





The second question is parameters in Data Mining Query Task.

Data Mining Query Task is used to get data from data mining model.In the mining model form, i choose a mining model . And in the query form,i wrote a dmx ,"select flattened top 100 predicttimeseries([Xssl],1)
from [Time Series XSSL]".Last i choose a table that is for the data from mining model.

If the "100" is variable , how can i do ?



Thanks a lot!

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Questions On Key Column In Case Table And Key Time Column In Nested Table Using Time Series Algorithm

Jun 4, 2007

Hi, all experts here,



Thank you very much for your kind attention.



I am confused on key column of case table and key time column of nested table by using Time Series algorithm.

In my case, the case table structure is as below:

Territory key text (the ID is actually dimrisk_key, in this case, I use the name column binding to combine the Territory column of case table Dimrisks),

While the nested table structure is as below:

Cal_month key time (in this case, actually the ID is dimdate_key, again, I used name column bining property to bind the Cal_month to the ID)

So my question is, as the key column of case table has been set to be Territory, as a result, does the model training still cover all the cases (rows) based on the ID of the table?

Also, in the nested table, as the key time column has been set to Cal_month rather than Dimdate_key of the nested table, as a result, would the single series based on the cal_month?



Hope it is clear for your advices and help.

And I am looking forward to hearing from you shortly.



With best regards,



Yours sincerely,





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May 22, 2002

Does any have a algorithm that can divide A into B without using the divide
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Nov 24, 2006

I am new to DM and I am not sure which algorithm would be best to use.

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At first I thought that clustering would be a good fit for this but I can not see a way to mandate that each cluster contain exactly 11 members, I cannot see a way to weight the inputs, and I think each company can only be in one cluster at a time which do not meet my requirements.

Any help will be greatly appreciated!

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Jun 8, 2006

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thank you so much

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Dec 11, 2006

Use this to check if Luhn has valid check digitCREATE FUNCTIONdbo.fnIsLuhnValid
(
@Luhn VARCHAR(8000)
)
RETURNS BIT
AS

BEGIN
IF @Luhn LIKE '%[^0-9]%'
RETURN 0

DECLARE@Index SMALLINT,
@Multiplier TINYINT,
@Sum INT,
@Plus TINYINT

SELECT@Index = LEN(@Luhn),
@Multiplier = 1,
@Sum = 0

WHILE @Index >= 1
SELECT@Plus = @Multiplier * CAST(SUBSTRING(@Luhn, @Index, 1) AS TINYINT),
@Multiplier = 3 - @Multiplier,
@Sum = @Sum + @Plus / 10 + @Plus % 10,
@Index = @Index - 1

RETURN CASE WHEN @Sum % 10 = 0 THEN 1 ELSE 0 END
END
Peter Larsson
Helsingborg, Sweden

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Jul 23, 2005

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Dec 7, 2007

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Thanks

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Sep 15, 2006

Hi,

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Oct 29, 2007


Hi All!

I have few questions regarding Clustering algorithm.

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Which clustering method is better to use when segmenting data K-means or EM?

Thanks in advance!

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Jan 10, 2006

Hi.

Does anyone know of or where I can find implementation of these C#  algorithm /class libraries:

a) RLS - Recursive Least Square algorithm?

b) MWAR - Multi-resolution Wavelet Auto-regresive algorithm?

c) AR - Autoregresive moving awerage algorithm?

d) EWMA - Exponentially Weighted Moving Average

The .NET framework System.Math class do not seem to have these libraries. 

Regards

   Shorin

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Jul 12, 2006


Hi

I want to predict which product can be sold together , Pl help me out which algorithm is best either association, cluster or decision and pl let me know how to use case table and nested table my table structure is

Cust_ID
Age
Product
Location
Income

Thanks
Rajesh Ladda

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2.   If I own a legal copy of SQL 7 with 5 cals, can I legally use SQL MSDE and have more than 5 people access my SQL server or am I also limited to 5 users as my original ??

 Sorry I am a newbie at this SQL thing.

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Feb 14, 2008

 
hi,
i am using sqlserver2005 as back end for my project.
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but before i developed in server2005 i used aes_256 algorithm to encrypt n decrypt the pwd column by using symmetric keys.it is working fine.

but when i took the .mdf file of project n add into my project it is throwing error at creation of symmetric key that
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please suggest me a solution

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Feb 7, 2008

Hi,

i'm making my master thesis about a new plug-in algorithm, with the LVQ Algorithm.
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Thanks

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Feb 26, 2007

Hello friends,

Can u give some idea about the Algorithm in Data Mining for Clustering..

Please reply...

 

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Aug 17, 2006

I am trying to predict Revenue gererated by each Person.
My Input like this:

Month Person Revenue

-----------------------------------------
20050101 Person1 $1000
20050101 Person1 $2000
20050201 Person1 $1000
20050101 Person2 $5000
20050201 Person2 $2000
20050201 Person2 $3000

Obviosly for Person1 and 200501 I expect to see on MS Time Series Viewer $3000, correct?
Instead I see REVENUE(actual) - 200501 VALUE =XXX,
Where XXX is absolutly different number.

Also there are negative numbers in forecast area which is not correct form business point
Person1 who is tough guy tryed to shoot me.
What I am doing wrong. Could you please give me an idea how to extract correct
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Thnak you,
Tim.

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Mar 28, 2006



Hi,

I want to create a symmetric key that will be encrypted by certificate key. Can u guide me which algorithm is best out of the following:

DES, TRIPLE_DES, RC2, RC4, RC4_128, DESX, AES_128, AES_192, AES_256.

I tried using AES_128, AES_192, AES_256 but it says 'the algorithm specified for the key are not available in this installation of Windows.'

Pls tell me which else algorithm is best to use and pls specify why.

Thanks

Gaurav

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Jul 25, 2006

Hi

Pl any one tell me which algorithm is better for Customer retention Using SQL server 2005 analysis services

It will be great if some one can give the same with example of data model with key column , and rest

Thanks in Advance

Rajesh Ladda

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Oct 18, 2006

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I have the following link that includes the source code for a sample plug-in algorithm written in C#.

(managed plug-in framework that's available for download here: )http://www.microsoft.com/downloads/details.aspx?familyid=DF0BA5AA-B4BD-4705-AA0A-B477BA72A9CB&displaylang=en#DMAPI.

But i am confused on where to insert my algorithm logic?

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Jan 20, 2007

What is the algorithm that generates the itemsets in the Association model? I'm looking to possibly use this part of the Association algorithm (i.e. the grouping into itemsets) in a separate plug-in algorithm.

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Time Series Algorithm

Jan 18, 2007

Hi Jamie:

I am building data mining models to predict the amount of data storage in GB we will need in the future based on what we have used in the past. I have a table for each device with the amount of storage on that device for each day going back one year. I am using the Time Series algorithm to build these mining models. In many cases, where the storage size does not change abruptly, the model is able to predict several periods forward. However, when there are abrupt changes in storage size (due to factors such as truncating transaction logs on the database ), the mining model will not predict more than two periods. Is there something I can change in terms of the parameters the Time Series Algorithm uses so that it can predict farther forward in time or is this the wrong Algorithm to deal with data patterns that have a saw tooth pattern with a negative linear component.



Thanks,

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Dec 22, 2007

I am on this project that will search an optimal route for user from starting point to his/her destination on a map in my SQL Server 2005. I hv create two versions to test out the performance of the path finding algorithm. I have a few classes, which are:



PriorityQueue class which is implemented as List() object and plus codes to sort them in order
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Now, my problem is to port the algorithm part to my SQL Server 2005 as SQL CLR integration to achieved better results withour the need to burden on client PC. My question is how am i going to do this? I tried before, and several erros like i need to serialize my current PathNode class and i did it. Do i need to make all class into UDT compatible? or??

Thank you very much.

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May 28, 2006

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I have installed SQLServer 2005 Standard Edition Microsoft SQL Server Management Studio 9.00.1399.00
Microsoft Analysis Services Client Tools 2005.090.1399.00

Any help would be much appreciated.

Thanks
Rajeev Gupta

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Feb 8, 2007

Hi

I'm using SQL Server 2005. The problem I have is as follows. I have several production lines and as with everything parts in the line tend to break. I have data from all the breaks that occurred in the last 2 years. What I want to do is predict the next break and the production line it's going to happen on. I would also like to go to a future date and check what possible breaks might occur on that date. I've run quite a few models but none of them helps me with future events. I think I might be using the wrong algorithm or I€™m just not doing it right. If somebody can please suggest an algorithm and maybe help me with a web site that has a tutorial similar to my problem

Thanks
Elmo

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Feb 20, 2008



Hi!

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Ezequiel

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Sep 19, 2006

hi,

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ANOTHER PLUGIN ALGORITHM REQURIED??



thanks in advanced

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Nov 22, 2007

I need to create a set of cases for a project that uses the Microsoft Association Rules algorithm to make recommendations for products to customers. My question is: the set of scenarios must include all transactions of customers for training?. or is it sufficient some percentage of total transactions? If i do not use all transactions of customers, could be that the algorithm does not consider some products in their groups or rules and could not make recommendations about these?

thanx
Diego B.

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Feb 28, 2008

Hi,
I am a novice data miner, working primarly in the BI field. I want to learn more about Data Mining so I am doing some experimenting.

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Lets say I am analysing sales performance for departments in a large company. Some of those departments has a high staff turnover, which might affect sales negatively (although I don't know that...). The high staff turnover could be detected, by the algorithm and humans, by looking at each sales, and which salesperson that handled it. If there are a lot more different salespersons in different departments by the same size and during the same time period, this is a sign of a high staff turnover.

Now is this info enough for the algorithm? Or should I add a column in the case dataset, where I discretesize the staff turnover as "High,Medium,Low"? Does this help the algorithm or can it affect the performance?

I hope you'll get the idea of my question, otherwise ask me!

Cheers,
AL

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Nov 16, 2000

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Needless to say, but the the database is set for 10% unlimited autogrowth and there
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