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Ecological Systems and Devices

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Some Peculiarities of Data Analysis With Interdependent Variables
Panov V.G., Konstantinova E.D., Maslakova T.A., Kabakova E.A.

Classical and modern methods of data analysis with correlated variables are discussed using heart rate variability (HRV) data analysis as
an example. Some methods of selecting the most important variables and possible application of these variables for building a prognostic
model are shown. The posed tasks are considered on the example of a database (DB) with anonymized data of 135 metallurgical plant
employees. The possibility of describing a response (an HRV index) with the help of available variables is evaluated by constructing a linear
regression model and calculating both usual and adjusted coefficients of determination. The values of the distance correlation coefficient
dCor are calculated, which demonstrate the presence of non-linear relationships between some independent variables and the outcome and
are not accounted for by the standard Pearson correlation coefficient. By constructing a random forest and calculating the Shepley values,
the importance ranked lists of variables were obtained. The ranking by the above methods is robust to the presence of correlations, and
allows us to highlight the most important variables by calculating their average rank considering both lists. It is also shown that the use of
these variables for building prognostic models gives a good enough result.
Keywords. Importance of variables, linear statistical models, correlation, distance correlation, coefficient of determination, corrected
coefficient of determination, Shapley value, linear prognostic models.


DOI: 10.25791/esip.5.2025.1521

Pp. 24-36.

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