Exponential smoothing: Behavior of the ex-post sum of squares near 0 and 1

When using simple exponential smoothing on a given time series the nature of the relationship between the optimal smoothing constant and the autocorrelation structure of the series remains an unresolved question. Although numerical search routines can easily be used to find optimal values of the smoothing constant, they offer little insight into the nature of the relationship between the estimated smoothing constant and the structure of the underlying time series. We suggest that renewed investigations of the ex-post sum of squares function may prove helpful in this pursuit. Results are presented that illustrate how the optimal smoothing constant depends upon the value used to initialize the smoothing and upon the sample autocorrelation coefficients of the observed series. These results are based on a new formula for the derivative of the ex-post sum of squares function. In particular, the derivative is examined near 0 and 1, where great simplifications occur in its form, thereby facilitating investigations near these points. A necessary and sufficient condition is stated for when the ex-post sum of squares must have a positive derivative at 0 and the autocorrelation coefficients of the differenced series are shown to affect the sign of the derivative near 1. Based on these results, a general algorithm is presented as an alternative to grid search routines for minimizing the ex-post sum of squares.     

有限和式的积分放缩及应用

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探索中总结经验创造中发展自我

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椭圆周上的一类新的双正交级数

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亚双曲型广义Cartan矩阵的分类

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N阶幻体及其初等性质

幻方和幻立方是组合数学中古老问题,它们体现了数字间关系的优美性与和谐性.本文基于幻方和幻立方的理论引入了幻体,给出了其存在性定理的证明,并进一步讨论了幻体的初等性质.     

1次+3次平面多项式系统的代数分类

采用代数不变式和空间直和的理论,对1次 3次平面多项式系统在保证轨线走向不变的前提下进行代数分类,共分成40个等价类.     

矩阵的相似准直和与群逆

首先引入矩阵的相似准直和的定义,讨论了它和群逆的关系,得到了一些性质和应用。     

关于E~(n+1)中全臍超曲面和极小超曲面的一个注记

本文利用改进了的一般极大值原理,给出了n+1维欧氏空间E~(n+1)中利齐曲率下方有界的完备连通超曲面为全脐超曲面或极小超曲面的一个充要条件。     

On some significance tests in cluster analysis

We investigate the properties of several significance tests for distinguishing between the hypothesisH of a homogeneous population and an alternativeA involving clustering or heterogeneity, with emphasis on the case of multidimensional observationsx ₁, ...,x _n ^p . Four types of test statistics are considered: the (s-th) largest gap between observations, their mean distance (or similarity), the minimum within-cluster sum of squares resulting from a k-means algorithm, and the resulting maximum F statistic. The asymptotic distributions underH are given forn and the asymptotic power of the tests is derived for neighboring alternatives.