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

本文给出有限和式sum from k=1 to nf(k)的积分放缩的若干结论,并讨论其在求极限、证明不等式和无穷级数收敛性等问题中的应用。     

探索中总结经验创造中发展自我

文章论述教师在教学中帮助学生不断积累经验的重要性及必要性。     

椭圆周上的一类新的双正交级数

研究了椭圆周上一类新的双正交级数，给出了它的部分和与其诱导函数的Ｆｏｕｒｉｅｒ三角级数的部分和之间偏差的精确的渐近表达式．     

无界报酬向量值折扣马氏决策规划—最优平稳策略及算法

本文主要讨论了无界报酬向量模型的平稳策略问题，给出了改进平稳策略的方法，建立起向量模型的最优方程，获得平稳策略为强最优策略的充要条件．指出最优平稳策略的期望报酬函数必为极大不动点，最后提出一种寻求最优平稳策略的策略迭代算法．     

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。     

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.     

方幂和中因子5的指数问题

设ｎ,ｘ,ｒ是正整数且ｒ＞１,ｎ＝５αｃ,５ｃ,给出方幂和中因子５的指数计算公式：Ｄ＝∑ｎ－１ｋ＝０（ｘ＋ｄｋ）ｒ,ｄ＝５ｓ＋１,ｓ≥０．