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

Author: martin fierz

Date: 19:50:34 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

your question simply has no answer. you cannot "predict" the next number in a
sequence if you do not know what the underlying rules which generate the
sequence are. the reason for this is that there are infinitely many rule sets
that generate exactly the same n first x_i, but can take on any possible value
for x_n+1.
your question sounds a bit like "how do i predict the future", and there is no
answer to that. on the other hand, if these numbers have some meaning and have
to follow certain rules, then you can use them - like weather data which
together with numerical models helps predict the weather for the next few days.
but without the numerical model all weather data is useless.
you would have to reveal a bit more what you are talking about :-)

aloha
  martin



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