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From Johannes Schulte <johannes.schu...@gmail.com>
Subject "LLR with time"
Date Fri, 10 Nov 2017 23:13:18 GMT
Hi "all",

I am wondering what would be the best way to incorporate event time
information into the calculation of the G-Test.

There is a claim here
https://de.slideshare.net/tdunning/finding-changes-in-real-data

saying "Time aware variant of G-Test is possible"

I remember i experimented with exponentially decayed counts some years ago
and this involved changing the counts to doubles, but I suspect there is
some smarter way. What I don't get is the relation to a data structure like
T-Digest when working with a lot of counts / cells for every combination of
items. Keeping a t-digest for every combination seems unfeasible.

How would one incorporate event time into recommendations to detect
"hotness" of certain relations? Glad if someone has an idea...

Cheers,

Johannes

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