Universidad Pontificia Comillas
Instituto de Investigación Tecnológica
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Estadística II / Statistics II (3rd GITI, year 2017-18)

News:


Analytics is defined as the scientific process of transforming data into insight for making better decisions. Analytics Magazine

, Learn About O.R., The Executive Guide to Operational Research, Operational Research and EURO

L. Escudero y M.A. López SEIO y la historia de la IO en España Boletín de Estadística e Investigación Operativa 28 (1): 24-55, Feb 2012

F. Petropoulos et al. Operational Research: Methods and Applications March 2023

Life itself is a matter of OR

The current table reflects in a realistic way the course development during the several sessions. It allows the student to know in advance what is going to happen in each session in order to prepare the subject and to organize its work adequately.


Date
Theory
Readings
Exercises / Problems
Practice


Jan 16, 18

INTRODUCTION

Review of Statistics

Learn MATLAB Basics

Statistical Software Survey. OR/MS Today

¿Sabes lo que pasa cuando das a 'sí, acepto' en una app? La master class de Chema Alonso

Taking your print. Spectrum IEEE. Aug 2014

Comprar en la era de Big Data. El País. 13-sep-2014

Th.H. Davenport and D.J. Patil Data Scientist: The Sexiest Job of the 21st Century Harvard Business Review Oct 2012

M. Asay Why Data Scientists Get Paid So Much ReadWrite July 2014

D. Peña Big Data and Statistics: Trend or Change? Boletín de Estadística e Investigación Operativa 30 (3): 313-324, Nov 2014

C. Maté Big data. Un nuevo paradigma de análisis de datos Anales de Mecánica y Electricidad XCI(VI): 10-16 Dic 2014

Languages for Data Analytics

  • Matlab
  • Python
  • R
  • scikit-learn Machine Learning in Python
  • H2O The #1 open-source machine learning platform for the enterprise
  • TensorFlow An open source machine learning library for research and production
  • Pytorch An open source machine learning framework that accelerates the path from research prototyping to production deployment
  • MLLib is Apache Spark's scalable machine learning library
  • Prophet is open source forecasting software released by Facebook's Core Data Science team.

Jan 16, 18

REGRESSION

Simple Linear Regression


Jan 17, 18

Simple Linear Regression


Jan 17, 18

Parameter estimation. Significativity


Jan 17, 18
Multiple Linear Regression


Jan 30, 18
Parameter estimation

Jan 30, 18
Collinearity. Residual analysis.

Jan 31, 18
CLASSIFICATION

Model complexity

J. Peco, E.F. Sánchez-Úbeda, and T. Gómez Enhancing Optimal Transmission or Subtransmission Planning by using Decision Trees IEEE Budapest Power Tech, Budapest, Hungary, August 1999



Feb 6, 18
Lab REGRESSION

Feb 6, 18
Lab REGRESSION

Feb 7, 18

Classification Trees



Feb 12, 18
Classification Trees

Feb 13, 18
Discriminant analysis

Feb 13, 18
Discriminant analysis TEST

Feb 16, 18

ANALYSIS OF VARIANCE

Single factor



Feb 20, 18
Lab CLASSIFICATION

Feb 20, 18
Lab CLASSIFICATION

Feb 21, 18

E.F. Sánchez Úbeda, A. Muñoz, J. Villar Minería y visualización de datos del mercado eléctrico español Inteligencia Artificial, No. 29 (2006), pp. 79-88. EXAM PREPARATION. Study case


Feb 28, 18
MID-TERM EXAM


Mar 6, 18

Several factors without interaction


Mar 6, 18
Several factors with interaction

Mar 7, 18

PRINCIPAL COMPONENT ANALYSIS

Estimation



Mar 13, 18
Lab ANOVA

Mar 13, 18
Lab ANOVA

Mar 14, 18

Selection



Mar 20, 18
Selection

Mar 20, 18

Interpretation.

FACTOR ANALYSIS. Estimation. Rotation. Association of variables


Mar 21, 18

Spanish Electricity Market Study case wiht Matlab, Spanish Electricity Market Study case with Python


Apr 4, 18
Spanish Electricity Market Study case


Apr 10, 18
Lab PCA & FA

Apr 10, 18
Lab PCA & FA

Apr 11, 18

CLUSTERING

Distance measures

H. Fry The mathematics of love April 2014

L. Li, S. Das, R.J. Hansman, R. Palacios, A.N. Srivastava Analysis of flight data using clustering techniques for detecting abnormal operations Journal of Aerospace Information Systems. 12 (9), 587-598, Sept 2015.

ClustEval. Integrative Clustering Evaluation Framework


Apr 16, 18

Hierarchical Clustering


Apr 16, 18
Dendrograms

Apr 17, 18
K-means Q. Ploussard, L. Olmos and A. Ramos An operational state aggregation technique for transmission expansion planning based on line benefits IEEE Transactions on Power Systems 32 (4): 2744-2755 Oct 2017 10.1109/TPWRS.2016.2614368 Data Analytics for Transmission Expansion Planning

Apr 17, 18
TEST

Apr 18, 18
Spanish Electricity Market Study case


Apr 24, 18
Lab CLUSTERING

Apr 24, 18
Lab CLUSTERING

Apr 25, 18
EXAM PREPARATION


May 9, 18
FINAL EXAM

Jun xx, 18
RETAKE EXAM