Recent content by Michael Black

As I see it, the significance of the results found in testing a system should be in proportion with the number of considerations and conditions one came to discover these results in the first place. I understand there are times one can identify systematic "events" with duration, a...

If anyone has experience with the new RM, any advice or feedback would be greatly appreciated. Thanks!

I have learned that making generalizations from either linear or polynomial regression has not always been always been a good way to find meaningful characterizations of the time series data I have been interested in. In fact, I have learned a great deal dividing and exploring sections of the...

Greetings- Has anyone had experience with MARS? Salford, R, Statistica or others? Thanks, Mike

I have been fooled too many times ( both type 1 and type 2 errors) during my time educating myself with rearguards to probability that I can assume any belief I hold has potential for fallacy. My education involves not only learning, but also unlearning fallacies of reasoning that I hope...

Not sure if you understand the purpose of my inquiry. This example posses an opportunity to challenge our(my) general understanding or lack there of, for statistics by using the appropriate tests for significance. It seems a useful exercise, even for just to be able to say we can through the...

1. Isn't that what we are trying to do? No forecast can be certain, but with a degree of confidence we can assume continuation of some pattern. e.g I expect to eat dinner tonight, but I could drop dead before the food has arrived. 2. No and no time in the past ( sections of 1 yr, 10 or...

You bring up an interesting concept. What other than the past do we have to make forecasts? I should think most actions we take by virtue of choice is dictated by the regularity of observed patterns. So I think that so long as the frequency of regularity pasterns remain intact, and...

Please elaborate.

I'm trying to get a handle on this problem. If anyone can add to or correct my thinking that would be greatly appreciated. 1. As a process to understand I first calculated the number of trading days for 100 years. So 250trading days per yr(100 yrs)= 25,000 observed occurrences. 2. 100...