Author

Kevin Scott
RSS
Principal Research Statistician

Kevin Scott is a principal research statistician developer at SAS Institute Inc. He received a Master’s in statistics from North Carolina State University. He has worked at SAS for over 25 years and has developed analytical solutions for the manufacturing, financial services, pharmaceuticals, retail, hospitality and travel industries.

Advanced Analytics | Data Visualization
Kevin Scott 0
The Empirical Mode Decomposition for handling non-stationary time series

Empirical Mode Decomposition (EMD) is a powerful time-frequency analysis technique that allows for the decomposition of a non-stationary and non-linear signal into a series of intrinsic mode functions (IMFs). The method was first introduced by Huang et al. in 1998 and has since been widely used in various fields, such as signal processing, image analysis, and biomedical engineering.

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English
Advanced Analytics
Kevin Scott 0
Improving the detection of level shifts using the median filter

Time series data is widely used in various fields, such as finance, economics, and engineering. One of the key challenges when working with time series data is detecting level shifts. A level shift occurs when the time series’ mean and/or variance changes abruptly. These shifts can significantly impact the analysis and forecasting of the time series and must be detected and handled properly.

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English
Advanced Analytics | Machine Learning
Kevin Scott 0
SAS® Fast-KPCA: An efficient and innovative nonlinear principal components method

SAS® Fast-KPCA implementation bypasses the limitations of exact KPCA methods. SAS® internally uses k-means to find a representative sample of a subset of points. This row reduction method has the advantage that c centroids are chosen to minimize the variation of points nearest to each centroid and maximize the variation to the other cluster centroids. In some cases, the downstream effect of using k-means on computing the SVD increases numerical stability and improves clustering, discrimination, and classification.

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English