IDENTIFICATION OF TIME LAGGED INDICATORS FOR EVENTS WITH WINDOW PERIOD

摘要

A method and system to identify a time lagged indicator of an event to be predicted are described. The method includes receiving information including an indication of a factor, the factor being a different event than the event to be predicted, and identifying a window period within which the event is statistically correlated with the factor. The method also includes collecting data for a duration of the window period, the data indicating occurrences of the factor and the event, and identifying a time lagged dependency of the event on the factor based on analyzing the data.