howdy Kickstart

merlyns link is very useful for discrete data, and a naive bayesian network. The bayesian approach is not limited to these, more advanced bayesian nets allowing causality to be modelled in a statistically rigorous and useful way. Neural Nets, mentioned above, not to mention decision trees, are alternatives here.

unfortunately, there is no software for the advanced bayesian nets in perl. if you are lucky enough to posess matlab, you will find BNT, by Murphy, which is GPL'd, very useful.

if the naive bayesian approach is sufficient, and it should be the start (and is by no means naive) you will find the question you face is how do you discretize your data?

day of the week etc is easy: the problems you will face will be in dealing with continuous variables like price. this discretization should not be linear if you are to make the most of the information that is there; you could also use an 'expert' to help you decide on the bands. this discretization is essential for typical bayesian net methods to work, so it is worth devoting attention to it.

once you have done this, just loop through your db and determine the conditional probabilities. feed these into your naive bayesian net, and robert is your uncle.

if it works, remember me in your will

...wufnik

in the world of the mules there are no rules

In reply to Re: Bayesian not-for-spam by wufnik
in thread Bayesian not-for-spam by Kickstart

Title:
Use:  <p> text here (a paragraph) </p>
and:  <code> code here </code>
to format your post, it's "PerlMonks-approved HTML":


  • Posts are HTML formatted. Put <p> </p> tags around your paragraphs. Put <code> </code> tags around your code and data!
  • Titles consisting of a single word are discouraged, and in most cases are disallowed outright.
  • Read Where should I post X? if you're not absolutely sure you're posting in the right place.
  • Please read these before you post! —
  • Posts may use any of the Perl Monks Approved HTML tags:
    a, abbr, b, big, blockquote, br, caption, center, col, colgroup, dd, del, details, div, dl, dt, em, font, h1, h2, h3, h4, h5, h6, hr, i, ins, li, ol, p, pre, readmore, small, span, spoiler, strike, strong, sub, summary, sup, table, tbody, td, tfoot, th, thead, tr, tt, u, ul, wbr
  • You may need to use entities for some characters, as follows. (Exception: Within code tags, you can put the characters literally.)
            For:     Use:
    & &amp;
    < &lt;
    > &gt;
    [ &#91;
    ] &#93;
  • Link using PerlMonks shortcuts! What shortcuts can I use for linking?
  • See Writeup Formatting Tips and other pages linked from there for more info.