[R] Best prediction to use to use for basic problem?

Brian Feeny bfeeny at mac.com
Sun Nov 18 22:23:25 CET 2012


I have a rather basic set of data.  It is simply a variable that can be 0, 1 or 2 and its value over a series of time t0 - t9 like so:

y:	1	1	2	0	1	2	2	1	2	1
x:	t0	t1	t2	t3	t4	t5	t6	t7	t8	t9

I need to predict what the value of y will be at t10 through t13.

As you can see its rather basic.  I am rather new to solving these types of problems so I am looking for some
good straight forward things to try.

My research into this (google, wiki's, etc) leads me to believe that perhaps logistic regression would be good, since
I am predicting a categorical variable (0, 1, 2).  

I don't have much data for the formula to "learn" from, as I only have 10 time slots and I need to predict the next 4.

Is logistic regression a good candidate or should I be looking at perhaps something else?


Brian



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