Miller comments on What are you working on? June 2012 - Less Wrong

2 Post author: David_Gerard 03 June 2012 11:02AM

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Comment author: Miller 03 June 2012 06:25:57PM 1 point [-]

Using a high-powered black-box technique to regress a one-dimensional continuous outcome against a one-dimensional continuous predictor seems misguided.

I don't get this. You could have a rather complicated generator for this data set. A simple regression would imply the data points were independent, but the value at time T may have [likely has] a relation to value at T-3. So it seems a good problem to me.