We predict the current value in 2 ways:
- From the average of the previous observations.
- From the exponentially weighted moving average (EWWA)
of the previous observations, using
a damping factor of . For more on EMWA see
Dealing with
Measurement Noise. We use the formula:
avgk = w * avgk-1 + (1 - w) * yk
for k = -1..1 and
y is the
observation we wish to compare the EWMA prediction against.
This page is created by bandwidth-tests/src/make-predict-specific-plots
