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Perform correlation on features from combined dataset

Open oreHGA opened this issue 4 years ago • 6 comments

After a single dataset exists, we need to apply some correlation to the data to:

  • know what events are tightly correlated
  • trend analysis : how to a sequence of these events affect an outcome

Approaches

  • (more articles from imessage to add here)
  • https://www.questionpro.com/blog/pearson-correlation-coefficient/

oreHGA avatar May 18 '21 16:05 oreHGA

something to try out: caluclate r & p value

https://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.correlate.html

oreHGA avatar May 23 '21 21:05 oreHGA

some interesting examples from the oura dashboard

( there's now an option I see there that covers the pearson correlation efficient between different states)

image

image

oreHGA avatar Aug 16 '21 06:08 oreHGA

we have basic correlations complete here. see jupyter notebook

One question that we've been bumping our head around was whether we should do correlations on the whole (feb- oct) period or pick smaller time samples and then average.///// well guess what? Today I found this paper that could likely be our answer! https://link.springer.com/content/pdf/10.3758%2FBF03334037.pdf

Edit: I think I got a little too excited, upon reading the paper again, tbh I sounds like averaging over samples will likely be biased but uno it is what it is lmao

oreHGA avatar Dec 01 '21 08:12 oreHGA

Predictive power score is sounding interesting - https://towardsdatascience.com/rip-correlation-introducing-the-predictive-power-score-3d90808b9598

oreHGA avatar Jan 03 '23 13:01 oreHGA

This does indeed look interesting!

On Tue, Jan 3, 2023, 14:17 Ore Ogundipe @.***> wrote:

Predictive power score is sounding interesting - https://towardsdatascience.com/rip-correlation-introducing-the-predictive-power-score-3d90808b9598

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ErikBjare avatar Jan 03 '23 13:01 ErikBjare

we need to be able to get the probability of something happening given another event, we can do this by running the following algorithms on

  • feature combinations available and then highlight the most important / exciting ones

intro article - https://towardsdatascience.com/conditional-probability-with-a-python-example-fd6f5937cd2

stack overflow ref - https://stackoverflow.com/questions/33468976/pandas-conditional-probability-of-a-given-specific-b

pandas documentation - https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.crosstab.html

extra - https://corporatefinanceinstitute.com/resources/knowledge/other/conditional-probability/

oreHGA avatar Jan 26 '23 19:01 oreHGA