Re: [Gretl-users] exponential moving average
On Fri, 25 Sep 2015, Allin Cottrell wrote:
Interestingly enough, the example given on the NIST website
http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc431.htm has a local
SSE minimum at about a = -0.12 and a global minimum at about 1.68, with
nothing resembling a minimum in the "legitimate" range. (Although they talk
about applying the Marquardt procedure they don't mention the result!)
In case it's of interest to anyone, I'm attaching a script to
replicate the NIST example and show the alpha/MSE relationship.
Allin
Attachments:
- ema_nist.inp (chemical/x-gamess-input — 1.5 KB)