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Quantified Self
      Exploiting Your Data


           22 March 2012
            Akram Najjar




 This talk is en “eye opener”
     We will Not discuss
    Techniques or “How”
      Data is Analyzed!

We will Only talk about “What”
  such methods can give us
What Methods can you Apply to Your Data?


A. The Bell Shaped Curve (Normal Distribution)
B. Correlation of two variables
C. Forecasting using Simple Linear Regression
   (Best Line of Fit)
D. Statistical Process Control




                                                 3 / 25




Other Tools that work directly on Data . . . .

   Goodness of Fit testing
   Independence Testing
   Moving Averages and Exponential Smoothing
   Non-Linear Regression
    (polynomial, exponential, logarithmic)
   Weighted Index Scoring
   Excel: The Pivot Table
   Excel: Conditional Formatting


                                                 4 / 25
A. The Bell Shaped Curve
                  (The Gaussian or Normal Distribution)
                     Useful when you have a lot of data
                     Prepare a Bar Chart or a Frequency Table
                     Most likely, they will plot as a Bell Shaped Curve
                      (Normal/Gauss Curve)
                     Example: Measurements of most natural variables
                     Example: Measurements of most manufactured items
                     Prepare a frequency table of your data
                     How many times did you get a specific value?
                     Out of 200 measurements, how many times was your Systolic
                      Blood Pressure = 110,115, 120, 125, 130, 135, 140 . .


                                                                                    5 / 25




                      Here are 24 Systolic Blood Pressure
                      Measurements – They Look like a Bell Curve
                                                                   Probability of
                                                                  Pressure > 125
                                                                   = (4 + 2) / 24
                                                                   = 1/4 = 25%
How many times?




                        Probability of Pressure > 125 = (4 + 2) / 24 = 1/4 = 25%
If we had 201 measurements . . . .

                                 Total Count in Bars
                                 = Area of Bars
                                 = Probability > 122
                                 = 15.83%




            The Bell Shaped Curve
          is completely defined by:

a)   Average (115) of the data

b)   Standard deviation (7) of the data. It
     indicates how spread is our data from
     the average.

     (Approx 70% of observations are
     between 115-7 and 115+7)
What do we get if we use the Bell Shaped
Curve (Normal Distribution)?

    Benefit 1: measuring the spread of our data
    Benefit 2: we can now compare specific
     scores in two different population (next slide)
    Benefit 3: if we know the measure, we can
     compute the probability of it happening
    Benefit 4: if we know the probability, we can
     work out the cut off measure that will give it


                                                       9 / 25




If I have the same score 78 in Courses A and B,
     can I say I am doing the same in both?

                          78
                     72


                           88
Benefits 3 and 4

   Given a specific measurement or range, what is
    the probability of their occurrence?
        Probability I will get a fever of more than 38 degrees?
        Probability flights will be more than 30 minutes late?
        Probability my systolic is > 122
   Given the probability, what is the cutoff
    measurement?
        I want to remain at a sugar level representing the top 15%
         allowed, what is the level related to that?
        If Human Resources want the top 15% results, what is the
         passing grade?
                                                                      11 / 25




B. Correlation
   If we have two sets of data, how are they related?
   Example: Blood Pressure vs Intake of Salt
   Example: Advertising Expenditure vs Sales Revenue
   Example: Hours walked per day vs Weight in Kilograms
   What is the direction of the relationship?
        Direct or inverse?
   What is the strength of the relationship?
        Correlation
   We use the Correlation Function (Demonstrate in Excel)

                                                                      12 / 25
C. Forecasting using Simple Linear
  Regression (Best Line of Fit)
   If we have an independent variable (X): Sugar Intake
   And a dependent variable (Y): Weight
   What is the relationship that allows us to forecast
    Weight for different Sugar Intakes?

   We need two columns: X and Y
   Simple Linear Regression allows us to find the Best
    Line to fit our data


                                                      13 / 25




           Regression finds the Best Line
             that Fits our Observations


      5
Y
      4

      3

      2

      1

     0,0     1    2    3    4    5   6    7    8
Which Straight Line Best Fits our Observations?


      5
 Y
      4

      3

      2

      1

     0,0    1    2   3   4   5    6   7   8




     Multiple Regression: allows us to find the
         Equation Y = aX1 + bX2 + cX3 + d




                X2           X3


      X1                                      Y
                                                  16 / 25
D. Statistical Process Control (SPC)

              The Purpose of SPC is to Monitor a Process
              SPC allows us to Check if a variable is behaving properly
                    Over time
                    Over different locations/departments
                    Over different events
                    Over different samples
              Control Charts were first used in Bell Labs (1924)
              Although mostly used in industry SPC can be used in any sector




                                                                                                   17 / 25




               The General Form of a Control Chart: 4 Components
                               4) Process Data
                52
                                                                1) UCL : Upper Control Limit
                51
Our Variable




                50
                                                                               2) AL : Average Line
                49

                48

                47                                               3) LCL : Lower Lower Limit
                46

                45
                      1    2     3   4   5   6   7   8      9   10   11   12   13   14   15   16


                      The IDs of the Samples - - - - - OR The Time Series
This Process is “In control”

50
45
40
35
                                               Upper Limit
30
25
20
15
10
                                               Lower Limit
 5
 0




      This Process is Regularly “Out of Control”

50
45
40
35
30
25
20
15
10
5
            Look for an explanation INSIDE the system
0
This Process is Irregularly “Out of Control”
45

40

35

30

25

20

15

10

5
          Look for an explanation OUTSIDE the system
0




     This Process is Irregularly “Out of Control”.
45                                       Trends in either
                                         direction of 5 or
40
                                            more points
35

30

25

20

15

10

5
          Look for an explanation OUTSIDE the system
0
The 7 Point Rule: there is a problem if 7 points in a
      row (Or more) are above the average or below it
 30


 25


 20


 15


 10


  5

             Look for an explanation OUTSIDE the system
  0




                     Types of Control Charts
Type    The Measurement       The Series             Example
X-Chart Single Variable       Several Measurements   Blood Pressure, Sugar
                                                     Levels, Cholestrol, Time I
                                                     wake up
X-Chart Average of a Sample   Several Samples        We plot the average age
                                                     in each 20 Families
R-Chart A range of values:    Several Samples        Hi/Lo fever for 20 days.
        Hi measurement - Lo                          We plot the range OR we
        measurement                                  measure the Hi/Lo level of
                                                     contaminants in 20 rivers.

p-Chart Proportion in a sample Several Samples       Football teams: how
                                                     many in each are foreign?

c-Chart Count in a sample     Several Samples        How many errors in each
                                                     report?
Thank you
for your kind
    attention

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Akram najjar exploiting your data (in color)

  • 1. Quantified Self Exploiting Your Data 22 March 2012 Akram Najjar This talk is en “eye opener” We will Not discuss Techniques or “How” Data is Analyzed! We will Only talk about “What” such methods can give us
  • 2. What Methods can you Apply to Your Data? A. The Bell Shaped Curve (Normal Distribution) B. Correlation of two variables C. Forecasting using Simple Linear Regression (Best Line of Fit) D. Statistical Process Control 3 / 25 Other Tools that work directly on Data . . . .  Goodness of Fit testing  Independence Testing  Moving Averages and Exponential Smoothing  Non-Linear Regression (polynomial, exponential, logarithmic)  Weighted Index Scoring  Excel: The Pivot Table  Excel: Conditional Formatting 4 / 25
  • 3. A. The Bell Shaped Curve (The Gaussian or Normal Distribution)  Useful when you have a lot of data  Prepare a Bar Chart or a Frequency Table  Most likely, they will plot as a Bell Shaped Curve (Normal/Gauss Curve)  Example: Measurements of most natural variables  Example: Measurements of most manufactured items  Prepare a frequency table of your data  How many times did you get a specific value?  Out of 200 measurements, how many times was your Systolic Blood Pressure = 110,115, 120, 125, 130, 135, 140 . . 5 / 25 Here are 24 Systolic Blood Pressure Measurements – They Look like a Bell Curve Probability of Pressure > 125 = (4 + 2) / 24 = 1/4 = 25% How many times? Probability of Pressure > 125 = (4 + 2) / 24 = 1/4 = 25%
  • 4. If we had 201 measurements . . . . Total Count in Bars = Area of Bars = Probability > 122 = 15.83% The Bell Shaped Curve is completely defined by: a) Average (115) of the data b) Standard deviation (7) of the data. It indicates how spread is our data from the average. (Approx 70% of observations are between 115-7 and 115+7)
  • 5. What do we get if we use the Bell Shaped Curve (Normal Distribution)?  Benefit 1: measuring the spread of our data  Benefit 2: we can now compare specific scores in two different population (next slide)  Benefit 3: if we know the measure, we can compute the probability of it happening  Benefit 4: if we know the probability, we can work out the cut off measure that will give it 9 / 25 If I have the same score 78 in Courses A and B, can I say I am doing the same in both? 78 72 88
  • 6. Benefits 3 and 4  Given a specific measurement or range, what is the probability of their occurrence?  Probability I will get a fever of more than 38 degrees?  Probability flights will be more than 30 minutes late?  Probability my systolic is > 122  Given the probability, what is the cutoff measurement?  I want to remain at a sugar level representing the top 15% allowed, what is the level related to that?  If Human Resources want the top 15% results, what is the passing grade? 11 / 25 B. Correlation  If we have two sets of data, how are they related?  Example: Blood Pressure vs Intake of Salt  Example: Advertising Expenditure vs Sales Revenue  Example: Hours walked per day vs Weight in Kilograms  What is the direction of the relationship?  Direct or inverse?  What is the strength of the relationship?  Correlation  We use the Correlation Function (Demonstrate in Excel) 12 / 25
  • 7. C. Forecasting using Simple Linear Regression (Best Line of Fit)  If we have an independent variable (X): Sugar Intake  And a dependent variable (Y): Weight  What is the relationship that allows us to forecast Weight for different Sugar Intakes?  We need two columns: X and Y  Simple Linear Regression allows us to find the Best Line to fit our data 13 / 25 Regression finds the Best Line that Fits our Observations 5 Y 4 3 2 1 0,0 1 2 3 4 5 6 7 8
  • 8. Which Straight Line Best Fits our Observations? 5 Y 4 3 2 1 0,0 1 2 3 4 5 6 7 8 Multiple Regression: allows us to find the Equation Y = aX1 + bX2 + cX3 + d X2 X3 X1 Y 16 / 25
  • 9. D. Statistical Process Control (SPC)  The Purpose of SPC is to Monitor a Process  SPC allows us to Check if a variable is behaving properly  Over time  Over different locations/departments  Over different events  Over different samples  Control Charts were first used in Bell Labs (1924)  Although mostly used in industry SPC can be used in any sector 17 / 25 The General Form of a Control Chart: 4 Components 4) Process Data 52 1) UCL : Upper Control Limit 51 Our Variable 50 2) AL : Average Line 49 48 47 3) LCL : Lower Lower Limit 46 45 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 The IDs of the Samples - - - - - OR The Time Series
  • 10. This Process is “In control” 50 45 40 35 Upper Limit 30 25 20 15 10 Lower Limit 5 0 This Process is Regularly “Out of Control” 50 45 40 35 30 25 20 15 10 5 Look for an explanation INSIDE the system 0
  • 11. This Process is Irregularly “Out of Control” 45 40 35 30 25 20 15 10 5 Look for an explanation OUTSIDE the system 0 This Process is Irregularly “Out of Control”. 45 Trends in either direction of 5 or 40 more points 35 30 25 20 15 10 5 Look for an explanation OUTSIDE the system 0
  • 12. The 7 Point Rule: there is a problem if 7 points in a row (Or more) are above the average or below it 30 25 20 15 10 5 Look for an explanation OUTSIDE the system 0 Types of Control Charts Type The Measurement The Series Example X-Chart Single Variable Several Measurements Blood Pressure, Sugar Levels, Cholestrol, Time I wake up X-Chart Average of a Sample Several Samples We plot the average age in each 20 Families R-Chart A range of values: Several Samples Hi/Lo fever for 20 days. Hi measurement - Lo We plot the range OR we measurement measure the Hi/Lo level of contaminants in 20 rivers. p-Chart Proportion in a sample Several Samples Football teams: how many in each are foreign? c-Chart Count in a sample Several Samples How many errors in each report?
  • 13. Thank you for your kind attention