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:
      • sinewaves
    • 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:
      • predictions
    • I can then make a table that contains each prediction as a line stretching into the future:
      • populations
    • This “population of prediction errors” can then be used to calculate the amount of error in our forecast:
      • charts
    • This will work for any of the prediction schemes. We just have to store all predictions and observed.
    • Here’s the spreadsheet: ExponentialSmoothing2
  • Ping Shimei – campus closed
  • Ping Don – campus closed
  • Hammerhead