Phil 1.3.19

7:00 – 5:30 ASRC NASA

• Realized that error calculation for Holt can simply be error from the horizontal line from each prediction. There would be a distribution for T-1, T-2, T-3 … T-n. Later, when we get fancy, we can use the phi curve. So dumb.
• Continuing my deep neural network writeup
• Continuing Holt-Winters work with Aaron – probability distributions!
• Ok, I think I’ve got this stupid thing figured out. Below is a screenshot of the table of predictions. These predictions are based on applying exponential smoothing to a history of sine waves:
• The table consists of a set of predictions and their observed values (not sure why the time steps in the column on the left are duplicated. Need to fix that:
• I can then make a table that contains each prediction as a line stretching into the future:
• This “population of prediction errors” can then be used to calculate the amount of error in our forecast:
• This will work for any of the prediction schemes. We just have to store all predictions and observed.