Hi "all", I am wondering what would be the best way to incorporate event time information into the calculation of the G-Test.
There is a claim here https://de.slideshare.net/tdunning/finding-changes-in-real-data saying "Time aware variant of G-Test is possible" I remember i experimented with exponentially decayed counts some years ago and this involved changing the counts to doubles, but I suspect there is some smarter way. What I don't get is the relation to a data structure like T-Digest when working with a lot of counts / cells for every combination of items. Keeping a t-digest for every combination seems unfeasible. How would one incorporate event time into recommendations to detect "hotness" of certain relations? Glad if someone has an idea... Cheers, Johannes
