Wednesday, July 11, 2007

maths

I've tossed this around to a bunch of people, so I thought I'd toss it out here and maybe someone would know an answer:

Given 3 series, A B and C
Solve for the next value of each series subject to the constraints:

correlation of A&B>=.9
correlation of B&C>=.9
correlation of A&C>=.85

deviation of A is <=.051
deviation of B is <=.051
deviation of C is <=.051

There are multiple correct answers, I'm looking for as many as possible as quickly as possible.

Here's some sample data

A B C
2.47 3.453 4.263
2.476 3.405 4.211
2.484 3.429 4.228
2.46 3.377 4.178
2.395 3.309 4.119
2.387 3.298 4.115
2.46 3.394 4.215
2.582 3.494 4.296
2.591 3.508 4.293
2.55 3.456 4.24
2.469 3.363 4.161
2.485 3.411 4.197
2.485 3.404 4.188
2.469 3.36 4.137
2.436 3.343 4.126
2.478 3.377 4.166

1 comment:

Ben Delo said...

The current deviation of A is 0.0540037 (which is not <= 0.051) and the lowest it could be (with the next value in the series being 2.4798125) is 0.0523913 which is also not <= 0.051

Is there a mistake in the question?