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Subject: What is the best program for predicting y based on x1,x2,x3,...?

Author: Uri Blass

Date: 09:51:20 06/30/02


I believe that a good program for this task can help me to improve my
chess program.

Note that the formula does not have to be linear.

The test for the quality of the prediction is E((y-y')^2) when y' is the
prediction for y based on the varaibles x1,x2,x3,x4,x5

A good program for this task may get a file of integers and give me an estimate
for the 6n's integer in the file based on the previous 5 integers.

It is better if the program gives me not only the prediction but also an
estimate for the distribution of the error.

Uri



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