On Sun, 13 Sep 2015 12:45:55 +0200, Thom Brown wrote:
Sorry, for double posting, but maybe the solution is not sooo bad
after
all.
Thanks for keeping me informed about your progress!
My goal is not a forecast itself but rather smoothing the values.
Thus, I tried alpha = 0, beta = 0 and gamma = 0 as initial
parameterization. The result was alpha = 0.0015, beta = 0.5812, gamma
= 0.6624. Despite the parameters are far off the solution posted on
the
page I referenced earlier (they use alpha = 0.7556, beta = 0, gamma =
0.9837), the result itself is acceptable. So I can definitely use the
optimizer. There is probably more than just one acceptable solution.
Did you try using the reference results as a starting point?
If it's a local minimum, the optimizer should not move from there.
If it does, it would be worrying; assuming that the reference values
are
correct, it could indicate a bug either in the code, or in the data.
Indeed, I don't care much about parameterization as long as the
results
work for me. I tried another run with using an extreme seasonality,
e.g., I
peaked extremely every 3rd quarter, and the results were still good
with
what the program gave me. After all, thanks a lot, Gilles, you put a
lot of
effort into helping me and I would like to thank you very much. I had
no
idea how to start off and now I got a better understanding. :)
You are welcome.
At some point, if you are confident that it works as expected, you
might
want to propose the triple exponential smoothing use-case as a new
section
of the user-guide...
Best regards,
Gilles
Greetings,
Thom
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