Hello gretl-users,
I'm looking to implement an application, and am wondering how best to
go about it. libgretl looks like it might be the answer, but I'm not a
statistics/machine-learning guy and would like a nudge in the right
direction.
I need to take multiple streams of data (integers) in real time for
which dependencies are not known beforehand. From the data streams I
need to infer dependencies and identify patterns, and mark data which
do not match the patterns with a high confidence.
As an example, stream A could be related to stream B by some function,
linear or otherwise. If B has a good history of increasing/decreasing
proportional to A, but then one day A decreases and B increases
(diverging from the established pattern), that data needs to be
marked.
I'm intrigued to know if gretl 1) does this out of the box (I suspect
I'd be too lucky) or 2) can help implement this thing, or 3) is
completely in the wrong domain for this kind of application.
Many thanks,
Matthew