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Paper No. 09-46

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M Akacha, T Da Fonseca and S Liverani

First CLADAG Data Mining Prize: Data Mining for Longitudinal Data with Different Marketing Campaigns

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.