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:
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  • 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:
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  • I can then make a table that contains each prediction as a line stretching into the future:
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  • This “population of prediction errors” can then be used to calculate the amount of error in our forecast:
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  • 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