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

Author: Uri Blass

Date: 15:02:15 06/30/02

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On June 30, 2002 at 17:20:02, GuyHaworth wrote:

>
>Surely, quite a deep and open question.
>
>What 'system identification' techniques are to hand these days?
>
>Kalman filters were talked of when I was close to this [30 years ago :-( ].
>
>But even then, you had to make a decision about whether the outputs were a
>linear combination of some past inputs, delayed or not.
>
>g

My question was about the best program that is known today to the public.
I do not think that it cannot be improved.

I suspect that the people who know best to predict the next number keep their
method as a secret and earn a lot of money from buying and selling.

Uri





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