What Is Prediction?

What Is Prediction?

n  Prediction is similar to classification

n  First, construct a model

n  Second, use model to predict unknown value

n  Major method for prediction is regression

n  Linear and multiple regression

n  Non-linear regression

n  Prediction is different from classification

n  Classification refers to predict categorical class label

n  Prediction models continuous-valued functions

Predictive Modeling in Databases

n  Predictive modeling: Predict data values or construct   generalized linear models based on the database data.

n  One can only predict value ranges or category distributions

n  Method outline:

n   Minimal generalization

n   Attribute relevance analysis

n   Generalized linear model construction

n   Prediction

n  Determine the major factors which influence the prediction

n  Data relevance analysis: uncertainty measurement, entropy analysis, expert judgement, etc.

n  Multi-level prediction: drill-down and roll-up analysis

Regress Analysis and Log-Linear Models in Prediction

Locally Weighted Regression

Prediction: Numerical Data

Prediction: Categorical Data