Data Analysis with Open Source Tools

Index

A note on the digital index

A link in an index entry is displayed as the section title in which that entry appears. Because some sections have multiple index markers, it is not unusual for an entry to have several links to the same section. Clicking on any link will take you directly to the place in the text in which the marker appears.

A

absolute value function, Other Functions

accuracy

defined, How Good Are Those Numbers?
displaying, Before You Get Started: Feasibility and Cost

advanced indexing (NumPy), NumPy in Detail

agglomerative hierarchical clustering, Center Seekers

algebra

about, On Reading Formulas
linear algebra, Linear Algebra, On Math

algorithms, A Horror Story

for classification, Some Classification Terminology

allometric scaling, Logarithmic Plots

alternate hypotheses, Statistics Defined

ANOVA (analysis of variance), Design of Experiments

Anscombe’s Quartet, Linear Regression and All That

approximations, function approximation with least squares, Least Squares, Function Approximation

Taylor expansions, Derivatives

apriori algorithm, A Special Case: Market Basket Analysis

arguments, scaling, Using and Misusing Models

artificial neural networks, Decision Trees and Rule-Based Classifiers

aspect ratios, banking, Banking

association analysis, Other Thoughts

autocorrelation function, Don’t Overlook the Obvious!, Examples

averaging averages, Intermezzo: Mythbusting—Bigfoot, Least Squares, and All That

B

back-of-the-envelope calculations, Guesstimation and the Back of the Envelope, More Examples

backups, data files, The Care and Feeding of Your Data Zoo

bagging, Other Classifiers

bandwidth selection, KDEs, Histograms, Kernel Density Estimates

banking, Banking

base of the natural logarithm, Miscellaneous symbols

Bayesian classifiers, Algorithms for Classification

Bayesian networks, Bayesian Classifiers

Bayesian statistics, Perspective

Bayesian interpretation of probability, The Frequentist Interpretation of Probability
data analysis example, The Bayesian Interpretation of Probability
frequentist interpretation of probability, Perspective
inference, Bayesian Data Analysis: A Worked Example

Berkeley DB, Data Consistency

Bernoulli trials, Exact Results

binary relationships, notation for, Sets, Sequences, and Series

Binomial distribution and Bernoulli trials, Arguments from Probability Models

binomial theorem, Power Series and Taylor Expansion

biplots, PCA, Practical Points, Workshop: PCA with R

birth processes, Unconstrained Growth and Decay Phenomena

bivariate analysis, Two Variables: Establishing Relationships

(see also time-series analysis)
banking, Banking
linear regression, Banking
logarithmic plots, Additional Ideas and Warnings
noise and smoothing, Scatter Plots
scatter plots, Two Variables: Establishing Relationships

bivariate data sets, Types of Data Sets

blind experiments, Design of Experiments

blocking, Controlled Experiments Versus Observational Studies

boosting, Other Classifiers

bootstrap, Resampling Methods

box-and-whisker plots

about, Box-and-Whisker Plots
Quintus Curtius Snodgrass example, Example: Formal Tests Versus Graphical Methods

broadcasting (NumPy), NumPy in Action

brushing and linking, multivariate analysis, Querying and Zooming

business intelligence, Business Intelligence

(see also financial calculations)

C

C Clustering Library, A Word of Warning

C Library: (see GSL)

calculus, Results from Calculus

absolute value function, Other Functions
binomial theorem, Power Series and Taylor Expansion
derivatives, The Inverse of a Function
dividing by zero, The Linear Transformation
exponential functions, Polynomials and Rational Functions
factorial function, Other Functions
Gaussian function and the Normal distribution, Trigonometric Functions
hyperbolic tangent function, Other Functions
integrals, Finding Minima and Maxima
inverse of a function, Other Functions
limits, sequences and series, Limits, Sequences, and Series
linear transformation, The Binomial Theorem
logarithms, Polynomials and Rational Functions
mathematical notation, Dividing by Zero
minima and maxima, Derivatives
on math, Where to Go from Here
polynomials, Powers
power series and Taylor expansion, Limits, Sequences, and Series
powers, Results from Calculus
rational functions, Powers
trigonometric functions, Exponential Function and Logarithm

capital expenditures (CapEx), Fixed and Variable Costs

carrying capacity (logistic equation), Constrained Growth: The Logistic Equation

cash-flow analysis, A Single Payment: Future and Present Value, Calculational Tricks with Compounding

categorical data

about, Skills
clustering, Numerical data

CDF (cumulative distribution function), Optional: Optimal Bandwidth Selection

Central Limit Theorem

Gaussian distribution, The Gaussian Distribution and the Central Limit Theorem, Trigonometric Functions
power-law distributions, Power-Law Distributions and Non-Normal Statistics

centroids, clusters, Clustering Methods, Tree Builders

Chaco library (Python), R

chi-square (χ2) distribution, Statistics Defined

class imbalance problems, Estimating Prediction Error

classical statistics (see statistics)

classification, Predictive Analytics

(see also predictive analytics)
about, Predictive Analytics
terminology, Topics in Predictive Analytics

cleaning and conditioning data, Sources for Data

clustering, Finding Clusters

about, Finding Clusters, Predictive Analytics
distance and similarity measures, A Different Point of View
market basket analysis, Other Thoughts
methods, Special-purpose metrics
pre- and postprocessing, Pre- and Postprocessing
Pycluster and the C Clustering Library, A Word of Warning

CO2 measurements above Mauna Loa on Hawaii, Examples, Intermezzo: A Data Analysis Session

cohesion, clusters, Cluster Properties and Evaluation

color, false-color plots, False-Color Plots

combinatorial problems, Monte Carlo Simulations

complete clustering, Cluster Properties and Evaluation

composition, multivariate analysis, Variations

compounding, A Single Payment: Future and Present Value

compression, data files, The Care and Feeding of Your Data Zoo

conditional probability, The Frequentist Interpretation of Probability

confidence intervals

bootstrap, Resampling Methods
example, Statistics Explained
least squares, Statistical Parameter Estimation

confidence, association rules, A Special Case: Market Basket Analysis

confounding variables, Controlled Experiments Versus Observational Studies

confusion matrix, Topics in Predictive Analytics

conservation laws, Optional: Scaling Arguments Versus Dimensional Analysis

consistency, data consistency, Data Availability

contingency tables, Multidimensional Composition: Tree and Mosaic Plots

continuous time simulations, When Does Bootstrapping Work?

contour plots, False-Color Plots

convex clusters, What Constitutes a Cluster?

convolution, Implementation Issues

coplots, The Scatter-Plot Matrix

correlation coefficient

clustering, Numerical data
PCA, Optional: Theory

correlation function, Don’t Overlook the Obvious!

correlations, clustering, Numerical data

costs

cost concepts and depreciation, Cost Concepts and Depreciation
cost model example, Example: An Optimization Problem
direct and indirect costs, Cost Concepts and Depreciation
fixed and variable costs, Direct and Indirect Costs
opportunity costs, Using Expectation Values to Account for Uncertainty

CPU (cost per unit), Direct and Indirect Costs

cross-validation, Ensemble Methods: Bagging and Boosting

cumulative distribution function (CDF), Optional: Optimal Bandwidth Selection

curse of dimensionality, The Secret Sauce

D

dashboards, Reporting

data, Working with Data

cleaning and conditioning, Sources for Data
file formats, Sampling
maintenance, The Care and Feeding of Your Data Zoo
quality issues, Recommendations for a Metrics Program
sampling, Cleaning and Conditioning
skills, The Care and Feeding of Your Data Zoo
sources and availability, Recommendations for a Metrics Program, Working with Data
terminology and data types, Skills

data analysis

bivariate analysis, Two Variables: Establishing Relationships
calculus, Results from Calculus
clustering, Finding Clusters
data, Working with Data
dimensionality reduction, Seeing the Forest for the Trees: Finding Important Attributes
financial calculations, Financial Calculations and Modeling
guesstimation, Guesstimation and the Back of the Envelope
multivariate analysis, More Than Two Variables: Graphical Multivariate Analysis
predictive analytics, Predictive Analytics
probability models, Arguments from Probability Models
reporting, business intelligence and dashboards, Reporting, Business Intelligence, and Dashboards
scaling, Models from Scaling Arguments
session example, Intermezzo: A Data Analysis Session
simulations, Simulations
software, Programming Environments for Scientific Computation and Data Analysis
statistics, What You Really Need to Know About Classical Statistics
time-series analysis, Time As a Variable: Time-Series Analysis
univariate analysis, A Single Variable: Shape and Distribution

data frames (R), Workshop: R

data warehouses, Business Intelligence

data-driven decision making, Epilogue: Facts Are Not Reality

databases

about, Working with Data
browsing, Skills

DBSCAN algorithm, Neighborhood Growers, Cluster Properties and Evaluation

death processes, Background and Further Examples

decision boundaries, Regression

decision trees, Support Vector Machines

delimiter-separated text files, Data File Formats

delimiters, Binary relationships

dendrograms, Tree Builders

density, clusters, Cluster Properties and Evaluation

depreciation, Fixed and Variable Costs

derivatives, The Inverse of a Function

differencing, time-series, Implementation Issues

digital signal processing (DSP), Implementation Issues

dimensional analysis versus scaling arguments, Example: A Cost Model

dimensional argument example, Scaling Arguments

dimensionality reduction, Seeing the Forest for the Trees: Finding Important Attributes

Kohonen maps, Multidimensional Scaling
principal component analysis (PCA), Seeing the Forest for the Trees: Finding Important Attributes, Kohonen Maps
R statistical analysis package, Kohonen Maps
visual techniques, Biplots

dimensionality, curse of, The Secret Sauce

direct costs, Cost Concepts and Depreciation

discrete event simulations, Workshop: Discrete Event Simulations with SimPy

distance matrices, Common Distance and Similarity Measures, Other Thoughts

distance measures, clustering, A Different Point of View, Center Seekers

distributions, Arguments from Probability Models

(see also Gaussian distribution)
Binomial distribution and Bernoulli trials, Arguments from Probability Models
chi-square (χ2) distribution, Statistics Defined
Fisher’s F distribution, Statistics Explained
geometric distribution, Geometric Distribution
log-normal distribution, Poisson Distribution
Monte Carlo simulation for outcome distributions, Combinatorial Problems
Poisson distribution, Geometric Distribution
posterior probability distribution, Bayesian Data Analysis: A Worked Example, Bayesian Data Analysis: A Worked Example
power-law distributions, Beware: The World Is Not Normal!, Optional: Case Study—Unique Visitors over Time
sampling distributions, Statistics Defined
special-purpose distributions, Log-Normal Distribution
statistics, Statistics Defined
Student t distribution, Statistics Explained

dividing by zero, The Linear Transformation

document vectors, Special-purpose metrics

dot plots, A Single Variable: Shape and Distribution

dot product, Numerical data

double exponential smoothing, Exponential Smoothing

double logarithmic plots, Additional Ideas and Warnings, Logarithmic Plots

double-blind experiments, Design of Experiments

draft lottery, LOESS, Examples

DSP (digital signal processing), Implementation Issues

duplicate records, Cleaning and Conditioning

E

e (base of the natural logarithm), Miscellaneous symbols

edit distance, Categorical data

Ehrenberg’s rule, Before You Get Started: Feasibility and Cost

eigenvectors, Optional: Theory, Optional: Theory, Workshop: PCA with R

embedded databases, Workshop: Berkeley DB and SQLite

ensemble methods, Other Classifiers

error propagation, After You Finish: Quoting and Displaying Numbers

estimation, parameter estimation, Genesis

ethics, Epilogue: Facts Are Not Reality

Euclidean distance, Common Distance and Similarity Measures

Euler’s number, Miscellaneous symbols

expectation values

accounting for uncertainty, The Whole Picture: Cash-Flow Analysis and Net Present Value
distributions with infinite expectation values, Working with Power-Law Distributions

experiments, versus observational studies, Example: Formal Tests Versus Graphical Methods

exponential distribution, Optional: Queueing Theory

exponential function, Polynomials and Rational Functions

exponential growth or decay, Background and Further Examples

exponential smoothing, Running Averages

exporting files from gnuplot, Workshop: gnuplot

extrema, Finding Minima and Maxima

extreme-value considerations, Optional: Scaling Arguments Versus Dimensional Analysis

F

factorial function, Other Functions

factorization, Controlled Experiments Versus Observational Studies

false-color plots, False-Color Plots

feasibility, numerical correctness, How Good Are Those Numbers?

feature selection (see dimensionality reduction)

Feynman, R. P., Estimating Sizes, Background and Further Examples

files

formats, Workshop: gnuplot, Sampling
maintenance, The Care and Feeding of Your Data Zoo

filters, time-series analysis, Implementation Issues

financial calculations, Financial Calculations and Modeling

cost concepts and depreciation, Cost Concepts and Depreciation
newsvendor problem, Is This All That Matters?
time value of money, Financial Calculations and Modeling
uncertainty and opportunity costs, The Whole Picture: Cash-Flow Analysis and Net Present Value

Fisher’s F distribution, Statistics Explained

Fisher’s Iris data set, The Nature of Statistical Learning

Fisher’s LDA (linear discriminant analysis), Decision Trees and Rule-Based Classifiers

fixed costs, Direct and Indirect Costs

floating averages, Smoothing

force-based algorithms, Multidimensional Scaling

format

data, Sources for Data
file formats, Sampling

Fourier series, Oscillations

FP-Growth Algorithm, A Special Case: Market Basket Analysis

fractions

about, Elementary Algebra
division by zero, The Linear Transformation

frequentist interpretation of probability, Perspective

function approximation, Function Approximation

functions (see calculus, Gaussian distribution)

future value, Financial Calculations and Modeling

fuzzy clustering, Center Seekers

G

gain ratio, Decision Trees and Rule-Based Classifiers

Gaussian distribution (Gaussian function)

about, Statistics Defined, Trigonometric Functions
Central Limit Theorem, The Gaussian Distribution and the Central Limit Theorem
histograms, Histograms
KDEs, Kernel Density Estimates
moving averages, Running Averages

Gaussian distribution function, Gaussian Function and the Normal Distribution

Gaussian kernel, LOESS, Examples

generalization errors, Topics in Predictive Analytics

geometric distribution, Geometric Distribution

ggobi, R

glyphs, Multidimensional Composition: Tree and Mosaic Plots

Gnu Scientific Library (GSL), Workshop: The Gnu Scientific Library (GSL), Other Players

gnuplot, A Data Analysis Session

grand tours and projection pursuits, multivariate analysis, Querying and Zooming

graphical analysis

defined, Showing What’s Important
interpretation, Additional Ideas and Warnings
process, Linear Regression and All That
versus statistical tests, Example: Formal Tests Versus Graphical Methods

Greek alphabet, Miscellaneous symbols

growth and decay phenomena, unconstrained, Background and Further Examples

growth, the logistic equation, Constrained Growth: The Logistic Equation

GSL (Gnu Scientific Library), Workshop: The Gnu Scientific Library (GSL), Other Players

guesstimation, Guesstimation and the Back of the Envelope

numerical correctness, More Examples
perturbation theory and error propagation, After You Finish: Quoting and Displaying Numbers
principles, Guesstimation and the Back of the Envelope

H

Hamming distance, Numerical data

HCL (hue–chroma–luminance) space, False-Color Plots

hidden variables, Controlled Experiments Versus Observational Studies

histograms

about, Histograms
bandwidth selection, Kernel Density Estimates
scatter-plot matrices, Variations

homoscedasticity, LOESS, Residuals

Hunt’s algorithm, Support Vector Machines

hyperbolic tangent function, Other Functions

hypothesis testing, Genesis

I

indirect costs, Cost Concepts and Depreciation

infinite expectation values, distributions, Working with Power-Law Distributions

instance-based classifiers, Algorithms for Classification

integrals

about, Finding Minima and Maxima
Gaussian integrals, Why Is the Gaussian so Useful?

interpolation, least squares, Least Squares

inverse of a function, Other Functions

item sets, A Special Case: Market Basket Analysis

J

Jaccard coefficient and distance, Numerical data
jackknife, When Does Bootstrapping Work?
Java, NumPy/SciPy
jitter plots, A Single Variable: Shape and Distribution
joint probability, The Frequentist Interpretation of Probability

K

k-means algorithm, Clustering Methods
k-medoids algorithm, Center Seekers
kernel density estimate (KDE), Histograms, Other Thoughts
kernelization, Support Vector Machines
Kohonen maps, Multidimensional Scaling

L

LDA (linear discriminant analysis), Decision Trees and Rule-Based Classifiers

least squares, Optional: The Standard Error

function approximation, Function Approximation
statistical parameter estimation, Least Squares

Levenshtein distance, Categorical data

lift charts, Rank-Order Plots and Lift Charts

(see also ROC)

likelihood function, The Bayesian Interpretation of Probability, Bayesian Data Analysis: A Worked Example

limits, calculus, Limits, Sequences, and Series

linear algebra, Linear Algebra

linear discriminant analysis (LDA), Decision Trees and Rule-Based Classifiers

linear functions, Results from Calculus

linear regression

about, Linear Regression and All That
LOESS, LOESS, Using matplotlib Interactively

linear transformation, calculus, The Binomial Theorem

linking and brushing, multivariate analysis, Querying and Zooming

Linux, Skills

location, clusters, Cluster Properties and Evaluation

LOESS

about, LOESS
matplotlib case study, Using matplotlib Interactively

log-log plots, Additional Ideas and Warnings

log-normal distribution, Poisson Distribution

logarithmic plots, Additional Ideas and Warnings

logarithms

about, Small perturbations
calculus, Polynomials and Rational Functions

logfiles, Working with Data

logistic equation, constrained growth, Constrained Growth: The Logistic Equation

longest common subsequence, Categorical data

lurking variables, Controlled Experiments Versus Observational Studies

M

Manhattan distance, Common Distance and Similarity Measures

map/reduce techniques, Some Suggestions

margin of error, How Good Are Those Numbers?

market basket analysis, Other Thoughts

mass, clusters, Cluster Properties and Evaluation

math, What’s with the Workshops?, Results from Calculus

absolute value function, Other Functions
binomial theorem, Power Series and Taylor Expansion
derivatives, The Inverse of a Function
dividing by zero, The Linear Transformation
exponential functions, Polynomials and Rational Functions
factorial function, Other Functions
Gaussian function and the Normal distribution, Trigonometric Functions
hyperbolic tangent function, Other Functions
integrals, Finding Minima and Maxima
inverse of a function, Other Functions
limits, sequences and series, Limits, Sequences, and Series
linear transformation, The Binomial Theorem
logarithms, Polynomials and Rational Functions
mathematical notation, Dividing by Zero
minima and maxima, Derivatives
on math, What’s with the Workshops?, Where to Go from Here
polynomials, Powers
power series and Taylor expansion, Limits, Sequences, and Series
powers, Results from Calculus
rational functions, Powers
trigonometric functions, Exponential Function and Logarithm

mathematics, Results from Calculus

(see also calculus, distributions, financial calculations, Gaussian distribution)
about, What’s with the Workshops?, Where to Go from Here
notation, Dividing by Zero

Matlab, Scientific Software Is Different, Other Players

matplotlib, Graphical Analysis and Presentation Graphics