Forecasting Principles & Practice: 8.1 Simple exponential smoothing

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  • เผยแพร่เมื่อ 6 ม.ค. 2025

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  • @auzaluis
    @auzaluis ปีที่แล้ว

    Thank you! Nice explanation!

  • @missyou1802
    @missyou1802 ปีที่แล้ว

    Thank you for that video. Is there a possibility to set the initial value for l[0] manually?

    • @RobJHyndman
      @RobJHyndman ปีที่แล้ว +1

      No, we have not provided that facility in the software

  • @auzaluis
    @auzaluis ปีที่แล้ว

    4:39 how do you develop an animation? is there some R function?

    • @otexts
      @otexts  ปีที่แล้ว +1

      We use the gganimate package in R. You can see the code used in these slides here: github.com/robjhyndman/fpp3_slides/blob/76096ba2ef1718149b71a3ff3ac9a887d97a3055/8-1-ses.Rmd#L66

  • @justinaskazanavicius9297
    @justinaskazanavicius9297 ปีที่แล้ว

    Shouldn't the alpha=0 (orange) line be changing over time as we would be averaging everything in the previous steps? In this video, it is a constant line, which assumes that we know the mean of all the steps ahead of time (including the future steps we haven't seen yet).

    • @RobJHyndman
      @RobJHyndman ปีที่แล้ว +1

      The estimation of the model uses the entire training set, and what is shown is the fitted values within the training set. i.e., these are not real forecasts.