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

Author: Uri Blass

Date: 16:13:12 06/30/02

Go up one level in this thread


On June 30, 2002 at 18:12:20, Sune Fischer wrote:

>On June 30, 2002 at 18:02:15, Uri Blass wrote:
>
>>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
>
>There is no best way to "pridict the future", maybe chaos theory would be your
>best bet, but I doubt that's what you asked for :)
>
>-S.

If there are people who know to predict the future prices then I expect them to
get money from it and not write articles about it so you cannot trust scientific
papers about this question.

Uri



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