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Predict next event occurrence, based on past occurrences

Asked 2009-04-16T21:03:57.217
19

I'm looking for an algorithm or example material to study for predicting future events based on known patterns. Perhaps there is a name for this, and I just don't know/remember it. Something this general may not exist, but I'm not a master of math or algorithms, so I'm here asking for direction.

An example, as I understand it would be something like this:

A static event occurs on January 1st, February 1st, March 3rd, April 4th. A simple solution would be to average the days/hours/minutes/something between each occurrence, add that number to the last known occurrence, and have the prediction.

What am I asking for, or what should I study?

There is no particular goal in mind, or any specific variables to account for. This is simply a personal thought, and an opportunity for me to learn something new.

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2 Answers

8

I think some topics that might be worth looking into include numerical analysis, specifically interpolation, extrapolation, and regression.

answered 2009-04-16T21:26:01.283
0

if you merely want to find the probability of an event occurring after n days given prior data of its frequency, you'll want to fit to an appropriate probability distribution, which generally requires knowing something about the source of the event (maybe it should be poisson distributed, maybe gaussian). if you want to find the probability of an event happening given that prior events happened, you'll want to look at bayesian statistics and how to build a markov chain from that.

answered 2009-04-16T21:41:32.837

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