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binary classification for time series data



2019 Community Moderator ElectionHow to merge monthly, daily and weekly data?Time series data: How I measure influence of new product sales on existing product sales (statistically)?What is a better approach for cross-validation with time-related predictorsHow do I find a repeating pattern of unknown length and start within a stringTime series finance -Correlation between a sector and MSCI ACWI returnsbinary classification for counting - estimating the error on counts due to error on prediction scoreDefining Input Shape for Time Series using LSTM in KerasDe-noising/removing measurement error from time series with very few observationsMultivariate Time Series Binary ClassificationBinary classification with time-series features










0












$begingroup$


I am a new to data science and I really appreciate any feedback on this problem.



I have a dataset with 450 subjects. A binary response (yes/no) is measured every week on each subject for a total of 104 weeks and the average proportion of events is 30%. Also, about 2000 features are measured each week from each subject to predict the weekly response. My questions are:



1- What is the best model to fit this data?
My concern about using machine learning models such as Random Forest or XGboost is that those models rely on the assumption that the analyzed data are independent and identically distributed (i.i.d.) which is not the case here because of the temporal correlation.



2- How do I split my data to train/test sets? For example, do I use only 350 subjects with 104w of data for training and 100 subjects with 104w for test set? Or use only 80 weeks of data for 450 subjects for training and 24w for 450 subjects as test set?



Thanks










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    0












    $begingroup$


    I am a new to data science and I really appreciate any feedback on this problem.



    I have a dataset with 450 subjects. A binary response (yes/no) is measured every week on each subject for a total of 104 weeks and the average proportion of events is 30%. Also, about 2000 features are measured each week from each subject to predict the weekly response. My questions are:



    1- What is the best model to fit this data?
    My concern about using machine learning models such as Random Forest or XGboost is that those models rely on the assumption that the analyzed data are independent and identically distributed (i.i.d.) which is not the case here because of the temporal correlation.



    2- How do I split my data to train/test sets? For example, do I use only 350 subjects with 104w of data for training and 100 subjects with 104w for test set? Or use only 80 weeks of data for 450 subjects for training and 24w for 450 subjects as test set?



    Thanks










    share|improve this question







    New contributor




    AbuSalim is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$














      0












      0








      0





      $begingroup$


      I am a new to data science and I really appreciate any feedback on this problem.



      I have a dataset with 450 subjects. A binary response (yes/no) is measured every week on each subject for a total of 104 weeks and the average proportion of events is 30%. Also, about 2000 features are measured each week from each subject to predict the weekly response. My questions are:



      1- What is the best model to fit this data?
      My concern about using machine learning models such as Random Forest or XGboost is that those models rely on the assumption that the analyzed data are independent and identically distributed (i.i.d.) which is not the case here because of the temporal correlation.



      2- How do I split my data to train/test sets? For example, do I use only 350 subjects with 104w of data for training and 100 subjects with 104w for test set? Or use only 80 weeks of data for 450 subjects for training and 24w for 450 subjects as test set?



      Thanks










      share|improve this question







      New contributor




      AbuSalim is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      I am a new to data science and I really appreciate any feedback on this problem.



      I have a dataset with 450 subjects. A binary response (yes/no) is measured every week on each subject for a total of 104 weeks and the average proportion of events is 30%. Also, about 2000 features are measured each week from each subject to predict the weekly response. My questions are:



      1- What is the best model to fit this data?
      My concern about using machine learning models such as Random Forest or XGboost is that those models rely on the assumption that the analyzed data are independent and identically distributed (i.i.d.) which is not the case here because of the temporal correlation.



      2- How do I split my data to train/test sets? For example, do I use only 350 subjects with 104w of data for training and 100 subjects with 104w for test set? Or use only 80 weeks of data for 450 subjects for training and 24w for 450 subjects as test set?



      Thanks







      classification time-series






      share|improve this question







      New contributor




      AbuSalim is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











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      AbuSalim is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









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      AbuSalim is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      asked Mar 21 at 4:45









      AbuSalimAbuSalim

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