From: gts (firstname.lastname@example.org)
Date: Fri Jun 13 2003 - 13:30:15 MDT
Gary Miller wrote:
> Is there any theory on the correct incorporation of weighting
> for the temporal data in the model creation.
Weighted moving averages accomplish this. For example if the value for the
moving average is 100, and we want to add a new data point of 125, we can
calculate the new weighted moving average as 125x + 100(1-x), where x is
some number between 0 and 1. The sensitivity of the average to recent data
is determined by the value we choose for x.
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