haku: @author Shelton, F. A. / yhteensä: 2
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| Tekijä: | Shelton, F. A. |
| Otsikko: | An empirical investigation of the adaptive-filtering learning factor. |
| Lehti: | Journal of the Operational Research Society
1987 : MAR, VOL. 38:3, p. 269-275 |
| Asiasana: | OPERATIONAL RESEARCH COMPUTERS FORECASTING METHODOLOGY OPTIMIZATION |
| Kieli: | eng |
| Tiivistelmä: | Acceptance of the adaptive-filtering parameter estimation process has been mixed. Much of the variability studies may result from the particular learning factor selected and may be further affected by the type of standardization used. A modification of the Makridakis and Wheelwright adaptive-filtering algorithm is provided. This modified algorithm provides superior performance and simplifies the selection of the learning factor when used with simple autoregressive processes. |
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