问题如下图:如果兰塔等于1不再衰减,是不是对权重没有调整作用,回到了1/n
选项:
A.
B.
C.
D.
解释:
C哪错了呀
If the cfactor in the mol is close to l, there is persistenwithin the ta set. When using this approach, the weight assigneon y i is equto: w(i)=λi−1×(1−λ)/(1−λi)w{(i)}=\lamb^{i-1}\times{(1-\lamb)}/{(1-\lamb^i)}w(i)=λi−1×(1−λ)/(1−λi) The number of observations shoulleast excee250. If the intensity parameter (i.e., cfactor) is close to l, there will persisten(i.e., slow cay) in the estimate. The expression for the weight on y i hi in the exponent when it shouln. While a large sample size is generally preferre some of the ta mno longer representative in a large sample. 如果a改成ewma是不是就是对的呢
1、请问权重衰减的快慢对历史数据的影响是什么呢? 2、cfactor,是不是就是 入 ?
a为什么错了