University of Warwick. Centre for Research in Statistical Methodology
Abstract
The CLAssification and Data Analysis Group (CLADAG) of the Italian
Statistical Society recently organised a competition, the 'Young Researcher Data
Mining Prize' sponsored by the SAS Institute. This paper was the winning entry
and in it we detail our approach to the problem proposed and our results. The main
methods used are linear regression, mixture models, Bayesian autoregressive and
Bayesian dynamic models