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

Author: Sune Fischer

Date: 12:33:40 06/30/02

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On June 30, 2002 at 12:51:20, Uri Blass wrote:

>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

It is a non-trivial problem, there are several methods with different strength
and weaknesses.
You can use splines or polynomials for extrapolation,
see chapter 3 of numerical recipes:
http://www.library.cornell.edu/nr/bookcpdf.html

Any math software can do it I think, if you don't have mathematica or maple you
can possibly find something adequate on google.

-S.



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