sci.stat.math Google Group

Re: Mechanical generation of random bit sequences

2009-11-21T19:09:26Z

If I understand you correctly, you favour collecting randomness
through user's typing on keyboard or mouse movements. I don't know
what's exactly with mouse movements, but in the case of keystrokes
I guess that the randomness might be questionable. My thinking on
this comes from the fact that typing on keyboard could be employed

Re: Mechanical generation of random bit sequences

2009-11-21T19:09:32Z

Do you know why it tends not to get used?
Thanks,
M. K. Shen

Adjusted regression beta

2009-11-21T19:07:15Z

There is a paper by Dimson(1979) that calls for adjusted beta when you have thin trading:
without thin trading the regression is:
Stock return= intercept + beta*( market Index return)
i.e r=a +b (rm)
with the adjustment the model becomes:
r=a+(one period lag beta)*(one period lag market return) +(contemporaneous beta)*(contemporaneous market return) + (one period lead beta)*(one period lead market return)

Re: KPSS Test for time series forecasting for using ARIMA

2009-11-21T17:09:03Z

I forgot more artificial circumstance. Even after you have a good
estimate of B1 = 1, your software may or may not be able to estimate
{Et}. I suspect that it is not commonly known how to do so.

Re: KPSS Test for time series forecasting for using ARIMA

2009-11-21T16:55:46Z

"why do we even have to fit against a trend line?"
If you difference Yt = A*t + B + Et, where {Et} is white, zero mean,
you get (Yt - Yt-1 - A) = Et - Et-1 which is an MA process with a zero
on the unit circle. If you difference a random walk, Xt = Xt-1 + Et,
you have no such MA process. Depending on the algorithm, your

Re: Mechanical generation of random bit sequences

2009-11-20T21:53:03Z

REcent ( last 5 years or so) Intel cpus already have a hardware random
number generator on the cpu AFAIK. It tends not to get used.

Re: regression question

2009-11-20T20:26:39Z

That's an interesting point, Ray, and I think you are correct.
BTW, all of the independent variables (X1...X5) are valid for the time
of landfall.
Sometimes, as a hurricane grows larger in size (e.g., the wind field
becomes larger), its intensity decreases, and vice versa. Ergo, the
behavior of the X1 (size) and X2 (intensity) components often sends

Re: regression question

2009-11-20T19:36:19Z

Any method that ignores the landfall is doomed to failure. This
reminds me of a WWII story about Allied attempts to construct a
regression equation for the size of bombing errors. They discovered
that the number of interceptors the bombers encountered got a negative
weight, with more interceptors leading to smaller errors. Until they

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Re: Mechanical generation of random bit sequences

2009-11-20T18:12:51Z

There are not many ways I can imagine someone doing technically incorrectly:
* Holding a key instead of hitting many keys. The key repeat events
should be easily detected and ignored by the software.
* Not hitting any keys or not moving the mouse at all.
Software can be communicate the error to the user and any user who would

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Re: regression question

2009-11-20T15:25:42Z

Joseph,
I took a look at this problem using a branch and bound algorithm
recommended in a recent article ("An Exact Algorithm for
Heirarchically Well-Formulated Subsets in Second-Order Polynomial
Regression", Technometrics, Vol. 51 No. 3, August 2009).
I used the sqrt(y) as the response as has been previously recommended.

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sci.stat.math Google Group

Re: Mechanical generation of random bit sequences

Re: Mechanical generation of random bit sequences

Adjusted regression beta

Re: KPSS Test for time series forecasting for using ARIMA

Re: KPSS Test for time series forecasting for using ARIMA

Re: Mechanical generation of random bit sequences

Re: regression question

Re: regression question

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Re: Mechanical generation of random bit sequences

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Re: regression question

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