On 31 Mar 2000 06:41:38 GMT, [EMAIL PROTECTED] (Victor Aina) wrote:
>I've got 2 non-overlapping periods. Data is
>available for period one (the first period).
>The intention is to predict observations that
>will be coming in period 2.
>
>Now, suppose an extra information is available for
>period 2. In particular, suppose it is known that
>the values of observations in the 1st half of
>period two will increase, and thereafter level off.
>
>My question is what options are available for
>capturing (in a regression model) such problem?
>And what are the caveats and/or pitfalls?
I'm biased towards using genetic algorithms, so the following
advice is GA-oriented.
Compose a function with adjustable coefficients that, with
suitable choice of coefficient values, can be made to fit the known
data. Add a function to it that a) meets the requirements of the
"extra information", without messing up the ability of the first
function to fit the data. Evolve the resulting function for optimal
fit to the data.
You can download a demo version of Generator, an easy-to-use
GA which works with Excel spreadsheets, from http://www.iea.com/~nli.
I'd be glad to advise you on how to set up a spreadsheet for your
purpose.
Steve
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