Questions tagged [mad]
Median Absolute Deviation (MAD) is a measure of variability in a sample of data, and is often used as an alternative to measures like standard deviation since it is more resistant to outliers. Use the [mae] tag if you are asking about the point forecast accuracy measure called MAD or MAE.
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Is the exponent of the MAD (Median Absolute Deviation) of log transformed Data measuring the relative distance from median in the untransformed data?
I want to confirm whether taking the Exponent of the MAD of Log Transformed Data gives me a measure of relative distance from median of the original untransformed data.
So say I have a MAD of 0.2 for ...
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Converting median absolute deviation to standard deviation
I'm working on some medical research and I'm wondering what is the most straightforward method to convert median and median absolute deviation (MAD) to mean and standard deviation.
If anyone has any ...
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The Rousseeuw-Croux scale estimators and the Mean Absolute Deviation (MeanAD)
The 1993 Rousseeuw-Croux scale estimators were introduced as alternatives to the Median Absolute Deviation (MedianAD), by saying that:
(1) Of course, there is nothing to stop us from using the ...
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Approximating Median Absolute Deviation (MAD) with Rolling Median for Normalization: Trade-offs?
I'm working with a time series dataset and am interested in normalizing the data using the rolling Median Absolute Deviation (MAD). The true MAD is defined as:
$$ \text{MAD} = \text{rolling median}(|...
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How to calculate median and median absolute deviation of data with a function applied?
I have a set of data X containing members xi (these are pixel values). I need to calculate the median and MAD of f(X), where f is a color space transform from linear RGB to sRGB (i.e. f(x) = x^(1/2.2))...
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pros and cons of different robust measures of scale/ dispersion
I would very much appreciate some help regarding how to interpret different robust measures of scale (Inter-quartile range or IQR, biweight midvariance, and median absolute deviation or MAD). Thus, ...
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Is Centering Data Around Their Medians in Least Absolute Deviation Regression Model (No Intercept), a Good Robust Practice For Smaller Data Sets?
Per the regression model:
$\mathbf{y} = f(\mathbf{x},\mathbf{\beta}) + \mathbf{\epsilon}$
Where the $\beta$ estimate of LAD regression is given by:
$ \hat{\beta}_{LAD} = \text{argmin}_{ b} \sum_{i=1}^...
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Two different ways of calculating MAD return different solutions
I have a large dataframe data with following columns:
...
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Median, MAD Normalization
I am trying to normalize prices based on the (median, MAD) transformation. I attach a image below describing it in comparison to the (mean, std) normalization.
I have trouble underatanding if ...
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Mean distance from center of multivariate Gaussian distribution
Say I have a multivariate Gaussian distribution and I want to measure the expected vector distance of points from the mean of this distribution. If I know the covariance matrix of my mvtgaussian, is ...
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MAD & Median of weighted GMM
What is the median and median-absolute-deviation of a weighted GMM in terms of component mean and variance? For example, three normal distributions $A$, $B$, $C$ with means $\mu_a,\mu_b,\mu_c$, ...
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Constructing a User Profile for Music Taste
My goal is to construct User profiles based on positive (and maybe also negative) interactions with songs. A User has the option to like a song. This would give me a list of likes for each user. With ...
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Method for outlier detection in noisy seasonal time series data?
I have around 1000 times series of around 1000 samples, where each sample is 5 minutes a part.
An example of a time series after performing seasonal decomposition is
As we can see the data is very ...
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Mean and Mean Absolute Deviation inferential statistics
Consider the following data of runners in a race. The first data is from a certain year the second one is from the year after.
$Last\space year \space|\space Mean: 525s \space|\space MAD: 25s$
$This \...
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Calculating robust z scores with median and MAD
Could someone explain the scaling factors involved in calculating robust z scores using median and MAD please?
As I understand it, conventional Z scores calculated using the mean and SD are sensitive ...
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