Suppose you were able keep track of the news mentions of different entities, like say "Steve Jobs" and "Steve Ballmer".
What are ways that could you tell whether the amount of mentions per entity per a given time period was unusual relative to their normal degree of frequency of appearance?
I imagine that for a more popular person like Steve Jobs an increase of like 50% might be unusual (an increase of 1000 to 1500), while for a relatively unknown CEO an increase of 1000% for a given day could be possible (an increase of 2 to 200). If you didn't have a way of scaling that your unusualness index could be dominated by unheard-ofs getting their 15 minutes of fame.
update: To make it clearer, it's assumed that you are already able to get a continuous news stream and identify entities in each news item and store all of this in a relational data store.
You could use a rolling average. This is how a lot of stock trackers work. By tracking the last n data points, you could see if this change was a substantial change outside of their usual variance.
You could also try some normalization -- one very simple one would be that each category has a total number of mentions (m), a percent change from the last time period (δ), and then some normalized value (z) where z = m * δ. Lets look at the table below (m0 is the previous value of m) :
Name m m0 δ z
Steve Jobs 4950 4500 .10 495
Steve Ballmer 400 300 .33 132
Larry Ellison 50 10 4.0 400
Andy Nobody 50 40 .20 10
Here, a 400% change for unknown Larry Ellison results in a z value of 400, a 10% change for the much better known Steve Jobs is 495, and my spike of 20% is still a low 10. You could tweak this algorithm depending on what you feel are good weights, or use standard deviation or the rolling average to find if this is far away from their "expected" results.
Create a database and keep a history of stories with a time stamp. You then have a history of stories over time of each category of news item you're monitoring.
Periodically calculate the number of stories per unit of time (you choose the unit).
Test if the current value is more than X standard deviations away from the historical data.
Some data will be more volatile than others so you may need to adjust X appropriately. X=1 is a reasonable starting point
Way over simplified-
store people's names and the amount of articles created in the past 24 hours with their name involved. Compare to historical data.
Real life-
If you're trying to dynamically pick out people's names, how would you go about doing that? Searching through articles how do you grab names? Once you grab a new name, do you search for all articles for him? How do you separate out Steve Jobs from Apple from Steve Jobs the new star running back that is generating a lot of articles?
If you're looking for simplicity, create a table with 50 people's names that you actually insert. Every day at midnight, have your program run a quick google query for past 24 hours and store the number of results. There are a lot of variables in this though that we're not accounting for.
The method you use is going to depend on the distribution of the counts for each person. My hunch is that they are not going to be normally distributed, which means that some of the standard approaches to longitudinal data might not be appropriate - especially for the small-fry, unknown CEOs you mention, who will have data that are very much non-continuous.
I'm really not well-versed enough in longitudinal methods to give you a solid answer here, but here's what I'd probably do if you locked me in a room to implement this right now:
Dig up a bunch of past data. Hard to say how much you'd need, but I would basically go until it gets computationally insane or the timeline gets unrealistic (not expecting Steve Jobs references from the 1930s).
In preparation for creating a simulated "probability distribution" of sorts (I'm using terms loosely here), more recent data needs to be weighted more than past data - e.g., a thousand years from now, hearing one mention of (this) Steve Jobs might be considered a noteworthy event, so you wouldn't want to be using expected counts from today (Andy's rolling mean is using this same principle). For each count (day) in your database, create a sampling probability that decays over time. Yesterday is the most relevant datum and should be sampled frequently; 30 years ago should not.
Sample out of that dataset using the weights and with replacement (i.e., same datum can be sampled more than once). How many draws you make depends on the data, how many people you're tracking, how good your hardware is, etc. More is better.
Compare your actual count of stories for the day in question to that distribution. What percent of the simulated counts lie above your real count? That's roughly (god don't let any economists look at this) the probability of your real count or a larger one happening on that day. Now you decide what's relevant - 5% is the norm, but it's an arbitrary, stupid norm. Just browse your results for awhile and see what seems relevant to you. The end.
Here's what sucks about this method: there's no trend in it. If Steve Jobs had 15,000 a week ago, 2000 three days ago, and 300 yesterday, there's a clear downward trend. But the method outlined above can only account for that by reducing the weights for the older data; it has no way to project that trend forward. It assumes that the process is basically stationary - that there's no real change going on over time, just more and less probable events from the same random process.
Anyway, if you have the patience and willpower, check into some real statistics. You could look into multilevel models (each day is a repeated measure nested within an individual), for example. Just beware of your parametric assumptions... mention counts, especially on the small end, are not going to be normal. If they fit a parametric distribution at all, it would be in the Poisson family: the Poisson itself (good luck), the overdispersed Poisson (aka negative binomial), or the zero-inflated Poisson (quite likely for your small-fry, no chance for Steve).
Awesome question, at any rate. Lend your support to the statistics StackExchange site, and once it's up you'll be able to get a much better answer than this.
Related
I'm having some difficulties with fitting a discrete distribution function (I'm specifically using the negative binomial distribution). Here's my setting: I have a source of incoming items, each with an unknown lifetime. Everyday, some expire (a big portion in the first day, some more in the second day, etc.). For an existing source of incoming items (source is older than 180 days), I've managed to model the lifespan of a new item with the negative binomial distribution to an acceptable error (using MLE - Maximum Likelihood Estimation).
My problem starts with new sources of incoming items. I want to estimate their items' lifetime distribution after a short time (say, after 5-7 days). When I try to apply the MLE, I get significantly lower means (i.e. 3 instead of 30). I assume it's because the MLE can't understand the last day's (7th day) mass is actually the 1-CDF(6) (cumulative distribution function of the previous 6 days) and actually contains living items as well.
Is there a good approach to fit the discrete distribution only based on the early data values and the sum of the mass of the other values? I could write some optimization function for it and only give weight to the 6 previous days, but I feel it will give me sub-optimal performance.
I'm ok with theory explanation, but if you can address specific functions or libraries, I can work in Matlab, R, Python and C#.
The problem you have encountered is called "censored" data. Essentially you at a certain only that the lifetime of some items is greater than (now minus start time). Your guess about how to correct the likelihood function is pointing in the right direction. I think censored data are usually considered in texts about survival analysis. The Wikipedia article [1] has some brief remarks about censored data that might help too.
There is a package for survival analysis in R named 'survival'. There may be other R packages. Dunno about packages for other systems.
[1] http://en.wikipedia.org/wiki/Survival_analysis
tl;dr: I want to predict file copy completion. What are good methods given the start time and the current progress?
Firstly, I am aware that this is not at all a simple problem, and that predicting the future is difficult to do well. For context, I'm trying to predict the completion of a long file copy.
Current Approach:
At the moment, I'm using a fairly naive formula that I came up with myself: (ETC stands for Estimated Time of Completion)
ETC = currTime + elapsedTime * (totalSize - sizeDone) / sizeDone
This works on the assumption that the remaining files to be copied will do so at the average copy speed thus far, which may or may not be a realistic assumption (dealing with tape archives here).
PRO: The ETC will change gradually, and becomes more and more accurate as the process nears completion.
CON: It doesn't react well to unexpected events, like the file copy becoming stuck or speeding up quickly.
Another idea:
The next idea I had was to keep a record of the progress for the last n seconds (or minutes, given that these archives are supposed to take hours), and just do something like:
ETC = currTime + currAvg * (totalSize - sizeDone)
This is kind of the opposite of the first method in that:
PRO: If the speed changes quickly, the ETC will update quickly to reflect the current state of affairs.
CON: The ETC may jump around a lot if the speed is inconsistent.
Finally
I'm reminded of the control engineering subjects I did at uni, where the objective is essentially to try to get a system that reacts quickly to sudden changes, but isn't unstable and crazy.
With that said, the other option I could think of would be to calculate the average of both of the above, perhaps with some kind of weighting:
Weight the first method more if the copy has a fairly consistent long-term average speed, even if it jumps around a bit locally.
Weight the second method more if the copy speed is unpredictable, and is likely to do things like speed up/slow down for long periods, or stop altogether for long periods.
What I am really asking for is:
Any alternative approaches to the two I have given.
If and how you would combine several different methods to get a final prediction.
If you feel that the accuracy of prediction is important, the way to go about about building a predictive model is as follows:
collect some real-world measurements;
split them into three disjoint sets: training, validation and test;
come up with some predictive models (you already have two plus a mix) and fit them using the training set;
check predictive performance of the models on the validation set and pick the one that performs best;
use the test set to assess the out-of-sample prediction error of the chosen model.
I'd hazard a guess that a linear combination of your current model and the "average over the last n seconds" would perform pretty well for the problem at hand. The optimal weights for the linear combination can be fitted using linear regression (a one-liner in R).
An excellent resource for studying statistical learning methods is The Elements of
Statistical Learning by Hastie, Tibshirani and Friedman. I can't recommend that book highly enough.
Lastly, your second idea (average over the last n seconds) attempts to measure the instantaneous speed. A more robust technique for this might be to use the Kalman filter, whose purpose is exactly this:
Its purpose is to use measurements observed over time, containing
noise (random variations) and other inaccuracies, and produce values
that tend to be closer to the true values of the measurements and
their associated calculated values.
The principal advantage of using the Kalman filter rather than a fixed n-second sliding window is that it's adaptive: it will automatically use a longer averaging window when measurements jump around a lot than when they're stable.
Imho, bad implementations of ETC are wildly overused, which allows us to have a good laugh. Sometimes, it might be better to display facts instead of estimations, like:
5 of 10 files have been copied
10 of 200 MB have been copied
Or display facts and an estimation, and make clear that it is only an estimation. But I would not display only an estimation.
Every user knows that ETCs are often completely meaningless, and then it is hard to distinguish between meaningful ETCs and meaningless ETCs, especially for inexperienced users.
I have implemented two different solutions to address this problem:
The ETC for the current transfer at start time is based on a historic speed value. This value is refined after each transfer. During the transfer I compute a weighted average between the historic data and data from the current transfer, so that the closer to the end you are the more weight is given to actual data from the transfer.
Instead of showing a single ETC, show a range of time. The idea is to compute the ETC from the last 'n' seconds or minutes (like your second idea). I keep track of the best and worst case averages and compute a range of possible ETCs. This is kind of confusing to show in a GUI, but okay to show in a command line app.
There are two things to consider here:
the exact estimation
how to present it to the user
1. On estimation
Other than statistics approach, one simple way to have a good estimation of the current speed while erasing some noise or spikes is to take a weighted approach.
You already experimented with the sliding window, the idea here is to take a fairly large sliding window, but instead of a plain average, giving more weight to more recent measures, since they are more indicative of the evolution (a bit like a derivative).
Example: Suppose you have 10 previous windows (most recent x0, least recent x9), then you could compute the speed:
Speed = (10 * x0 + 9 * x1 + 8 * x2 + ... + x9) / (10 * window-time) / 55
When you have a good assessment of the likely speed, then you are close to get a good estimated time.
2. On presentation
The main thing to remember here is that you want a nice user experience, and not a scientific front.
Studies have demonstrated that users reacted very badly to slow-down and very positively to speed-up. Therefore, a good progress bar / estimated time should be conservative in the estimates presented (reserving time for a potential slow-down) at first.
A simple way to get that is to have a factor that is a percentage of the completion, that you use to tweak the estimated remaining time. For example:
real-completion = 0.4
presented-completion = real-completion * factor(real-completion)
Where factor is such that factor([0..1]) = [0..1], factor(x) <= x and factor(1) = 1. For example, the cubic function produces the nice speed-up toward the completion time. Other functions could use an exponential form 1 - e^x, etc...
Given a list of (say) songs, what's the best way to determine their relative "popularity"?
My first thought is to use Google Trends. This list of songs:
Subterranean Homesick Blues
Empire State of Mind
California Gurls
produces the following Google Trends report: (to find out what's popular now, I restricted the report to the last 30 days)
http://s3.amazonaws.com/instagal/original/image001.png?1275516612
Empire State of Mind is marginally more popular than California Gurls, and Subterranean Homesick Blues is far less popular than either.
So this works pretty well, but what happens when your list is 100 or 1000 songs long? Google Trends only allows you to compare 5 terms at once, so absent a huge round-robin, what's the right approach?
Another option is to just do a Google Search for each song and see which has the most results, but this doesn't really measure the same thing
Excellent question - one song by Britney Spears, might be phenomenally popular for 2 months then (thankfully) forgotten, while another song by Elvis might have sustained popularity for 30 years. How do you quantitatively distinguish the two? We know we want to think that sustained popularity is more important than a "flash in the pan", but how to get this result?
First, I would normalize around the release date - Subterranean Homesick Blues might be unpopular now (not in my house, though), but normalizing back to 1965 might yield a different result.
Since most songs climb in popularity, level off, then decline, let's choose the area when they level off. One might assume that during that period, that the two series are stationary, uncorrelated, and normally distributed. Now you can just apply a test to determine if the means are different.
There's probably less restrictive tests to determine the magnitude of difference between two time series, but I haven't run across them yet.
Anyone?
You could search for the item on Twitter and see how many times it is mentioned. Or look it up on Amazon to see how many people have reviewed it and what rating they gave it. Both Twitter and Amazon have APIs.
There is an unoffical google trends api. See http://zoastertech.com/projects/googletrends/index.php?page=Getting+Started I have not used it but perhaps it is of some help.
I would certainly treat Google's API of "restricted".
In general, comparison functions used for sorting algorithms are very "binary":
input: 2 elements
output: true/false
Here you have:
input: 5 elements
output: relative weights of each element
Therefore you will only need a linear number of calls to the API (whereas sorting usually requires O(N log N) calls to comparison functions).
You will need exactly ceil( (N-1)/4 ) calls. That you can parallelize, though do read the user guide closely as for the number of requests you are authorized to submit.
Then, once all of them are "rated" you can have a simple sort in local.
Intuitively, in order to gather them properly you would:
Shuffle your list
Pop the 5 first elements
Call the API
Insert them sorted in the result (use insertion sort here)
Pick up the median
Pop the 4 first elements (or less if less are available)
Call the API with the median and those 4 first
Go Back to Insert until your run out of elements
If your list is 1000 songs long, that 250 calls to the API, nothing too scary.
What's the rationale behind the formula used in the hive_trend_mapper.py program of this Hadoop tutorial on calculating Wikipedia trends?
There are actually two components: a monthly trend and a daily trend. I'm going to focus on the daily trend, but similar questions apply to the monthly one.
In the daily trend, pageviews is an array of number of page views per day for this topic, one element per day, and total_pageviews is the sum of this array:
# pageviews for most recent day
y2 = pageviews[-1]
# pageviews for previous day
y1 = pageviews[-2]
# Simple baseline trend algorithm
slope = y2 - y1
trend = slope * log(1.0 +int(total_pageviews))
error = 1.0/sqrt(int(total_pageviews))
return trend, error
I know what it's doing superficially: it just looks at the change over the past day (slope), and scales this up to the log of 1+total_pageviews (log(1)==0, so this scaling factor is non-negative). It can be seen as treating the month's total pageviews as a weight, but tempered as it grows - this way, the total pageviews stop making a difference for things that are "popular enough," but at the same time big changes on insignificant don't get weighed as much.
But why do this? Why do we want to discount things that were initially unpopular? Shouldn't big deltas matter more for items that have a low constant popularity, and less for items that are already popular (for which the big deltas might fall well within a fraction of a standard deviation)? As a strawman, why not simply take y2-y1 and be done with it?
And what would the error be useful for? The tutorial doesn't really use it meaningfully again. Then again, it doesn't tell us how trend is used either - this is what's plotted in the end product, correct?
Where can I read up for a (preferably introductory) background on the theory here? Is there a name for this madness? Is this a textbook formula somewhere?
Thanks in advance for any answers (or discussion!).
As the in-line comment goes, this is a simple "baseline trend algorithm",
which basically means before you compare the trends of two different pages, you have to establish
a baseline. In many cases, the mean value is used, it's straightforward if you
plot the pageviews against the time axis. This method is widely used in monitoring
water quality, air pollutants, etc. to detect any significant changes w.r.t the baseline.
In OP's case, the slope of pageviews is weighted by the log of totalpageviews.
This sorta uses the totalpageviews as a baseline correction for the slope. As Simon put it, this puts a balance
between two pages with very different totalpageviews.
For exmaple, A has a slope 500 over 1000,000 total pageviews, B is 1000 over 1,000.
A log basically means 1000,000 is ONLY twice more important than 1,000 (rather than 1000 times).
If you only consider the slope, A is less popular than B.
But with a weight, now the measure of popularity of A is the same as B. I think it is quite intuitive:
though A's pageviews is only 500 pageviews, but that's because it's saturating, you still gotta give it enough credit.
As for the error, I believe it comes from the (relative) standard error, which has a factor 1/sqrt(n), where
n is the number of data points. In the code, the error is equal to (1/sqrt(n))*(1/sqrt(mean)).
It roughly translates into : the more data points, the more accurate the trend. I don't see
it is an exact math formula, just a brute trend analysis algorithm, anyway the relative
value is more important in this context.
In summary, I believe it's just an empirical formula. More advanced topics can be found in some biostatistics textbooks (very similar to monitoring the breakout of a flu or the like.)
The code implements statistics (in this case the "baseline trend"), you should educate yourself on that and everything becomes clearer. Wikibooks has a good instroduction.
The algorithm takes into account that new pages are by definition more unpopular than existing ones (because - for example - they are linked from relatively few other places) and suggests that those new pages will grow in popularity over time.
error is the error margin the system expects for its prognoses. The higher error is, the more unlikely the trend will continue as expected.
The reason for moderating the measure by the volume of clicks is not to penalise popular pages but to make sure that you can compare large and small changes with a single measure. If you just use y2 - y1 you will only ever see the click changes on large volume pages. What this is trying to express is "significant" change. 1000 clicks change if you attract 100 clicks is really significant. 1000 click change if you attract 100,000 is less so. What this formula is trying to do is make both of these visible.
Try it out at a few different scales in Excel, you'll get a good view of how it operates.
Hope that helps.
another way to look at it is this:
suppose your page and my page are made at same day, and ur page gets total views about ten million, and mine about 1 million till some point. then suppose the slope at some point is a million for me, and 0.5 million for you. if u just use slope, then i win, but ur page already had more views per day at that point, urs were having 5 million, and mine 1 million, so that a million on mine still makes it 2 million, and urs is 5.5 million for that day. so may be this scaling concept is to try to adjust the results to show that ur page is also good as a trend setter, and its slope is less but it already was more popular, but the scaling is only a log factor, so doesnt seem too problematic to me.
We have an auto-complete list that's populated when an you send an email to someone, which is all well and good until the list gets really big you need to type more and more of an address to get to the one you want, which goes against the purpose of auto-complete
I was thinking that some logic should be added so that the auto-complete results should be sorted by some function of most recently contacted or most often contacted rather than just alphabetical order.
What I want to know is if there's any known good algorithms for this kind of search, or if anyone has any suggestions.
I was thinking just a point system thing, with something like same day is 5 points, last three days is 4 points, last week is 3 points, last month is 2 points and last 6 months is 1 point. Then for most often, 25+ is 5 points, 15+ is 4, 10+ is 3, 5+ is 2, 2+ is 1. No real logic other than those numbers "feel" about right.
Other than just arbitrarily picked numbers does anyone have any input? Other numbers also welcome if you can give a reason why you think they're better than mine
Edit: This would be primarily in a business environment where recentness (yay for making up words) is often just as important as frequency. Also, past a certain point there really isn't much difference between say someone you talked to 80 times vs say 30 times.
Take a look at Self organizing lists.
A quick and dirty look:
Move to Front Heuristic:
A linked list, Such that whenever a node is selected, it is moved to the front of the list.
Frequency Heuristic:
A linked list, such that whenever a node is selected, its frequency count is incremented, and then the node is bubbled towards the front of the list, so that the most frequently accessed is at the head of the list.
It looks like the move to front implementation would best suit your needs.
EDIT: When an address is selected, add one to its frequency, and move to the front of the group of nodes with the same weight (or (weight div x) for courser groupings). I see aging as a real problem with your proposed implementation, in that it requires calculating a weight on each and every item. A self organizing list is a good way to go, but the algorithm needs a bit of tweaking to do what you want.
Further Edit:
Aging refers to the fact that weights decrease over time, which means you need to know each and every time an address was used. Which means, that you have to have the entire email history available to you when you construct your list.
The issue is that we want to perform calculations (other than search) on a node only when it is actually accessed -- This gives us our statistical good performance.
This kind of thing seems similar to what is done by firefox when hinting what is the site you are typing for.
Unfortunately I don't know exactly how firefox does it, point system seems good as well, maybe you'll need to balance your points :)
I'd go for something similar to:
NoM = Number of Mail
(NoM sent to X today) + 1/2 * (NoM sent to X during the last week)/7 + 1/3 * (NoM sent to X during the last month)/30
Contacts you did not write during the last month (it could be changed) will have 0 points. You could start sorting them for NoM sent in total (since it is on the contact list :). These will be showed after contacts with points > 0
It's just an idea, anyway it is to give different importance to the most and just mailed contacts.
If you want to get crazy, mark the most 'active' emails in one of several ways:
Last access
Frequency of use
Contacts with pending sales
Direct bosses
Etc
Then, present the active emails at the top of the list. Pay attention to which "group" your user uses most. Switch to that sorting strategy exclusively after enough data is collected.
It's a lot of work but kind of fun...
Maybe count the number of emails sent to each address. Then:
ORDER BY EmailCount DESC, LastName, FirstName
That way, your most-often-used addresses come first, even if they haven't been used in a few days.
I like the idea of a point-based system, with points for recent use, frequency of use, and potentially other factors (prefer contacts in the local domain?).
I've worked on a few systems like this, and neither "most recently used" nor "most commonly used" work very well. The "most recent" can be a real pain if you accidentally mis-type something once. Alternatively, "most used" doesn't evolve much over time, if you had a lot of contact with somebody last year, but now your job has changed, for example.
Once you have the set of measurements you want to use, you could create an interactive apoplication to test out different weights, and see which ones give you the best results for some sample data.
This paper describes a single-parameter family of cache eviction policies that includes least recently used and least frequently used policies as special cases.
The parameter, lambda, ranges from 0 to 1. When lambda is 0 it performs exactly like an LFU cache, when lambda is 1 it performs exactly like an LRU cache. In between 0 and 1 it combines both recency and frequency information in a natural way.
In spite of an answer having been chosen, I want to submit my approach for consideration, and feedback.
I would account for frequency by incrementing a counter each use, but by some larger-than-one value, like 10 (To add precision to the second point).
I would account for recency by multiplying all counters at regular intervals (say, 24 hours) by some diminisher (say, 0.9).
Each use:
UPDATE `addresslist` SET `favor` = `favor` + 10 WHERE `address` = 'foo#bar.com'
Each interval:
UPDATE `addresslist` SET `favor` = FLOOR(`favor` * 0.9)
In this way I collapse both frequency and recency to one field, avoid the need for keeping a detailed history to derive {last day, last week, last month} and keep the math (mostly) integer.
The increment and diminisher would have to be adjusted to preference, of course.