Need help to find outlier in longitudinal data using sas - sas

I have a classroom of students with test scores taken weekly. I expect the test results to improve over time. I want to identify a poor performer as an outlier based on not improving over time using SAS (have 9.2). Also are there accepted criteria for being an outlier for part of the time interval but not the complete time interval? This is the bulk of my present code (not looking for outliers yet, just longitudinal analysis):
proc mixed data= XYZ_LONG ;
title1 'XYZ Analysis';
class group day subject ;
model TV = group day group*day / ddfm=satterthwaite;
repeated day / type = cs sub = subject ;

Your definition of "poor performer" is not a definition of outlier, I don't think. However:
If you want to find people who did not improve over time, that's pretty easy, but you have to define it more precisely. Did not improve between any two weeks? The first and last weeks? Something else?
And what do you mean by "not improve" exactly? Do you mean it literally (same or worse score at later time?)
In either case, I'd use an array and find difference scores and then identify difference scores that were negative (or whatever you want).
However, if you are going to be doing modelling, then an outlier should probably be defined in terms of that model - that is, in your model, accounting for group. But if you have a lot of outliers and they aren't bad data, you should not throw out those people, but use a better model.

Related

Using Logistic Regression For Timeseries Data in Amazon SageMaker

For a project I am working on, which uses annual financial reports data (of multiple categories) from companies which have been successful or gone bust/into liquidation, I previously created a (fairly well performing) model on AWS Sagemaker using a multiple linear regression algorithm (specifically, the AWS stock algorithm for logistic regression/classification problems - the 'Linear Learner' algorithm)
This model just produces a simple "company is in good health" or "company looks like it will go bust" binary prediction, based on one set of annual data fed in; e.g.
query input: {data:[{
"Gross Revenue": -4000,
"Balance Sheet": 10000,
"Creditors": 4000,
"Debts": 1000000
}]}
inference output: "in good health" / "in bad health"
I trained this model by just ignoring what year for each company the values were from and pilling in all of the annual financial reports data (i.e. one years financial data for one company = one input line) for the training, along with the label of "good" or "bad" - a good company was one which has existed for a while, but hasn't gone bust, a bad company is one which was found to have eventually gone bust; e.g.:
label
Gross Revenue
Balance Sheet
Creditors
Debts
good
10000
20000
0
0
bad
0
5
100
10000
bad
20000
0
4
100000000
I hence used these multiple features (gross revenue, balance sheet...) along with the label (good/bad) in my training input, to create my first model.
I would like to use the same features as before as input (gross revenue, balance sheet..) but over multiple years; e.g take the values from 2020 & 2019 and use these (along with the eventual company status of "good" or "bad") as the singular input for my new model. However I'm unsure of the following:
is this an inappropriate use of logistic regression Machine learning? i.e. is there a more suitable algorithm I should consider?
is it fine, or terribly wrong to try and just use the same technique as before, but combine the data for both years into one input line like:
label
Gross Revenue(2019)
Balance Sheet(2019)
Creditors(2019)
Debts(2019)
Gross Revenue(2020)
Balance Sheet(2020)
Creditors(2020)
Debts(2020)
good
10000
20000
0
0
30000
10000
40
500
bad
100
50
200
50000
100
5
100
10000
bad
5000
0
2000
800000
2000
0
4
100000000
I would personally expect that a company which has gotten worse over time (i.e. companies finances are worse in 2020 than in 2019) should be more likely to be found to be a "bad"/likely to go bust, so I would hope that, if I feed in data like in the above example (i.e. earlier years data comes before later years data, on an input line) my training job ends up creating a model which gives greater weighting to the earlier years data, when making predictions
Any advice or tips would be greatly appreciated - I'm pretty new to machine learning and would like to learn more
UPDATE:
Using Long-Short-Term-Memory Recurrent Neural Networks (LSTM RNN) is one potential route I think I could try taking, but this seems to commonly just be used with multivariate data over many dates; my data only has 2 or 3 dates worth of multivariate data, per company. I would want to try using the data I have for all the companies, over the few dates worth of data there are, in training
I once developed a so called Genetic Time Series in R. I used a Genetic Algorithm which sorted out the best solutions from multivariate data, which were fitted on a VAR in differences or a VECM. Your data seems more macro economic or financial than user-centric and VAR or VECM seems appropriate. (Surely it is possible to treat time-series data in the same way so that we can use LSTM or other approaches, but these are very common) However, I do not know if VAR in differences or VECM works with binary classified labels. Perhaps if you would calculate a metric outcome, which you later label encode to a categorical feature (or label it first to a categorical) than VAR or VECM may also be appropriate.
However you may add all yearly data points to one data points per firm to forecast its survival, but you would loose a lot of insight. If you are interested in time series ML which works a little bit different than for neural networks or elastic net (which could also be used with time series) let me know. And we can work something out. Or I'll paste you some sources.
Summary:
1.)
It is possible to use LSTM, elastic NEt (time points may be dummies or treated as cross sectional panel) or you use VAR in differences and VECM with a slightly different out come variable
2.)
It is possible but you will loose information over time.
All the best,
Patrick

Analyze Repeated Measures Data Using PROC GLIMMIX

I am using PROC GLIMMIX to analyze repeated measures data about specific sexual events. The original data came from a weekly diary study of about 400 people. During each week they reported on behaviours from their most recent sexual encounter. We also have basline data on their demographics. 12 weeks of observation were collected and we had a high completion rate.
I would like to create a mixed effect model, but I am unsure exactly how this is done in SAS. I want to test the effect of event-specific factors as well as some person level demographics and would like to get odds ratios for each factor of interest. The outcome is whether or not drugs were used during the event and the explanatory factors will be things like age, gender, etc. as well as characteristics about the event (i.e., partner HIV status), whether the partner was a regular sexual partner, etc..
The code I'm working with follows this pattern:
PROC GLIMMIX DATA=work.dataset oddsratio;
CLASS VISIT_NUMBER PARTICIPANT_ID BINARY_EVENTLEVEL_OUTCOME BINARY_EVENTLEVEL_EXPLANATORY_FACTOR CATEGORICAL_PERSONLEVEL_EXPLANATORY_FACTOR;
MODEL BINARY_EVENTLEVEL_OUTCOME = BINARY_EVENTLEVEL_EXPLANATORY CATEGORICAL_PERSONLEVEL_EXPLANATORY_FACTOR /DIST=binary link=logit CL S ddfm=kr;
RANDOM ?????;
RUN;
option 1 for ?????: residual / subject=PARTICIPANT_ID
option 2 for ?????: INTERCEPT / subject=PARTICIPANT_ID
option 3 for ?????: VISIT_NUM / subject=PARTICIPANT_ID residual type=ar(1)
INTERCEPT / subject=VISIT_NUM(PARTICIPANT_ID)
option 4 for ?????: Other?
I am also unclear whether I should use ddfm=kr in my model statement or method=laplace in my proc statement -- both have been recommended elsewhere for this sort of repeated measures analysis.
I've come across several potential options for modelling this which often give similar results, but option 1 gives a statistically significant result for an event-level, while the others give non-significant results. The inclusion of the ddfm=kr makes the result of interest more significant. The method=laplace does not allow for option 1.
I may not be answering your question, but might be able to provide a couple of directions:
To start with the simplest part, your MODEL statement looks correct to me as you want to test event-level factors and person-level demographics which are thus considered as fixed effects.
Now, as far as the random effects are concerned:
the RANDOM statements you propose for options (1) and (2):
(1) RANDOM _residual_ / subject=PARTICIPANT_ID;
or
(2) RANDOM intercept / subject=PARTICIPANT_ID;
are modeling two different parts of the random effects: the R-side and the G-side, respectively.
If you are already familiar with PROC MIXED, you may want to notice that your option (1) of using RANDOM _residual_ in PROC GLIMMIX is equivalent to using the REPEATED statement in PROC MIXED that tells that you have repeated measures for PARTICIPANT_ID, which is clearly your case (Ref: "Comparing the GLIMMIX and MIXED Procedures")
As for option (3):
RANDOM VISIT_NUM / subject=PARTICIPANT_ID residual type=ar(1) INTERCEPT / subject=VISIT_NUM(PARTICIPANT_ID);
here you are modeling the time component of the repeated measures (visit_num) as a random effect, and this should be included when you believe that there would be a random variation of the response at each of the measurements times (i.e. at each event). At first glance, I don't believe this is relevant in your case, since you are taking this into account already by the fixed effects... but of course I may be wrong by not seeing your data.
Up to here is what I can contribute at this time.
As next steps for you to have a better understanding, I would suggest that you:
Read the Overview of the PROC GLIMMIX documentation, in particular the mathematical model specification and all 3 sections therein:
The Basic Model
G-Side and R-Side Random Effects and Covariance Structures
Relationship with Generalized Linear Models
If you are still unsure, ask your question at communities.sas.com which might be able to help you better.
HTH

How can I restrict the output of an Amazon Machine Learning model? (Predicting cricket team results)

I am trying to predict match winner based on the historical data set as shown below,
The data set comprises of IPL seasons and Team_Name_id vs Opponent Team are the team names in IPL. I have set the match id as Row id and created the model. When running realtime testing, the result is not as expected (shown below)
Target is set as Match_winner_id.
Am I missing any configurations? Please help
The model is working perfectly correctly. There's just two problems:
Your input data is not very good
There's no way for the model to know that only one of those two teams should win
Data Quality
A predictive model needs good quality input data on which to reverse-engineer a model that explains a given result. This input data should contain information that can be used to predict a result given a different set of input data.
For example, when predicting house prices, it would need to know the suburb (category), number of bedrooms/bathrooms/parking spaces, age of the building and selling price. It could then predict the selling price for other houses with a slightly different mix of variables.
However, based on your screenshot, you are giving the following information (and probably more) on which to make your prediction:
Teams: Not great, because you are separating Column C and Column D. The model will assume they are unrelated information. It doesn't realise that those two values could be swapped.
Match date: Useless information unless the outcome varies in proportion to time (eg a team continually gets better)
Season: As with Match Date, this is probably useless because you're always predicting the future -- you won't be predicting for a past season
Venue: Only relevant if a particular team always wins at a given venue
Toss Decision: Would this really influence the outcome? Also, it's only known once the game begins, so not great for predicting a future game.
Win Type: You won't know the win type until a game is over, so it's not suitable for predicting a future game.
Score: Again, not known until the actual game, so no good for future predictions.
Man of the Match: Not known for future games.
Umpire: How does an umpire influence the result of a game?
City: Yes, given that home teams often have an advantage.
You have provided very little information that could be used to predict a future game. There is really only the teams and the venue. Everything else is either part of the game itself or irrelevant.
Picking only one of the two teams
When the ML model looks at your data and tries to make a prediction, it will look at all the data you have provided. For example, it might notice that for a given venue and season, Team 8 has a higher propensity to win. Therefore, given that venue and season, it will favour a win by Team 8. The model has no concept that the only possible outcome is one of the two teams given in columns C and D.
You are predicting for two given teams and you are listing the teams in either Column C or Column D and this makes no sense -- the result is the same if you swapped the teams between columns, but the model has no concept of this. Also, information about Team 1 vs Team 2 is totally irrelevant for Team 3 vs Team 4.
What you should do is create one dataset per team, listing all their matches, plus a column that shows the outcome -- either a boolean (Win/Lose) or a value that represents the number of runs by which they won (where negative is a loss). You would then ask them model to predict the result for that team, given the input data, which would be win/lose or a points above/below the other team.
But at the core, I think that your input data doesn't have enough rich content to be able to make a sensible prediction. Just ask yourself: "What data would I like to know if I were to guess which team would win?" It would probably be past results, weather conditions, which players were on each team, how many matches they played in the last week, etc. None of this information is being provided as input on each line of your input data.

AWS Machine Learning Data

I'm using the AWS Machine Learning regression to predict the waiting time in a line of a restaurant, in a specific weekday/time.
Today I have around 800k data.
Example Data:
restaurantID (rowID)weekDay (categorical)time (categorical)tablePeople (numeric)waitingTime (numeric - target)1 sun 21:29 2 23
2 fri 20:13 4 43
...
I have two questions:
1)
Should I use time as Categorical or Numeric?
It's better to split into two fields: minutes and seconds?
2)
I would like in the same model to get the predictions for all my restaurants.
Example:
I expected to send the rowID identifier and it returns different predictions, based on each restaurant data (ignoring others data).
I tried, but it's returning the same prediction for any rowID. Why?
Should I have a model for each restaurant?
There are several problems with the way you set-up your model
1) Time in the form you have it should never be categorical. Your model treats times 12:29 and 12:30 as two completely independent attributes. So it will never use facts it learn about 12:29 to predict what's going to happen at 12:30. In your case you either should set time to be numeric. Not sure if amazon ML can convert it for you automatically. If not just multiply hour by 60 and add minutes to it. Another interesting thing to do is to bucketize your time, by selecting which half hour or wider interval. You do it by dividing (h*60+m) by some number depending how many buckets you want. So to try 120 to get 2 hr intervals. Generally the more data you have the smaller intervals you can have. The key is to have a lot of samples in each bucket.
2) You should really think about removing restaurantID from your input data. Having it there will cause the model to over-fit on it. So it will not be able to make predictions about restaurant with id:5 based on the facts it learn from restaurants with id:3 or id:9. Having restaurant id there might be okay if you have a lot of data about each restaurant and you don't care about extrapolating your predictions to the restaurants that are not in the training set.
3) You never send restaurantID to predict data about it. The way it usually works you need to pick what are you trying to predict. In your case probably 'waitingTime' is most useful attribute. So you need to send weekDay, time and number of people and the model will output waiting time.
You should think what is relevant for the prediction to be accurate, and you should use your domain expertise to define the features/attributes you need to have in your data.
For example, time of the day, is not just a number. From my limited understanding in restaurant, I would drop the minutes, and only focus on the hours.
I would certainly create a model for each restaurant, as the popularity of the restaurant or the type of food it is serving is having an impact on the wait time. With Amazon ML it is easy to create many models as you can build the model using the SDK, and even schedule retraining of the models using AWS Lambda (that mean automatically).
I'm not sure what the feature called tablePeople means, but a general recommendation is to have as many as possible relevant features, to get better prediction. For example, month or season is probably important as well.
In contrast with some answers to this post, I think resturantID helps and it actually gives valuable information. If you have a significant amount of data per each restaurant then you can train a model per each restaurant and get a good accuracy, but if you don't have enough data then resturantID is very informative.
1) Just imagine what if you had only two columns in your dataset: restaurantID and waitingTime. Then wouldn't you think the restaurantID from the testing data helps you to find a rough waiting time? In the simplest implementation, your waiting time per each restaurantID would be the average of waitingTime. So definitely restaurantID is a valuable information. Now that you have more features in your dataset, you need to check if restaurantID is as effective as the other features or not.
2) If you decide to keep restaurantID then you must use it as a categorical string. It should be a non-parametric feature in your dataset and maybe that's why you did not get a proper result.
On the issue with day and time I agree with other answers and considering that you are building your model for the restaurant, hourly time may give a more accurate result.

How does data mining actually work?

Suppose I want to do some data mining on the database of a supermarket. What does that actually mean?
1) What will the output/results be like?
2) Will the output be different every day or change over time?
3) Before applying data mining, do I need to know what I want or will data mining give everything I want automatically?
Data Mining is a general category of techniques that can be applied to different kinds of datasets, just like programming is a general category of techniques that can be applied using different languages to do different things.
None of your questions make any sense.
A1: Data mining will give us an accurate reports about your queries of database of supermarket.
A2: Sure, because Data mining depend on analyzing during time, in this case it depend on your problems or goals that you want to reach it. if your database was very big also you built data warehouse in right way you will get the different output over time.
A3: yes you should determine what are the problems you have to mine then use tools of Data mining to get the results or indicators automatically.
To answer your first question: For the case of supermarket customer data, I could image the following questions:
how many products X are usually sold on Fridays ?
(helps you to determine how many X you should have in stock)
which customers bought product X often in the last month/year ?
Useful when when you introduce a new X-like product: send advertising material (which has a given cost) only to those customers.
given a customer buys product X (e.g. beer) what's the probability that he/she also buys product Y (e.g. chips) ?
useful for the following: make sure X and Y never are on promotional offer at the same time (X and Y are bought together often). Get the customers into the store by offering a rebate on X knowing they'll also by Y at the same time. Or: put a high price X-like product right next to Y, putting the cheaper X somewhere else.
which neighborhoods have the smallest number of customers ?
helps to find out which neighborhoods you could target with advertising to bring more customers into the store.
Often, by 'asking certain questions to the data' one discovers some features and comes up with new questions.
Data mining is a set of techniques. It refers to discovering interesting and unexpected patterns in data.
If you want to apply some data mining techniques, you need to know which one and you should know why. The answer to questions 1, 2 and 3 depends on the techniques that you choose.
For example, if i want to find associations between items sold in a supermarket, i may use association rule mining. If i want to find groups of similar customers, I might use a clustering algorithm. etc.
There is not just ONE technique in data mining.