commons-user mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Thom Brown <>
Subject Re: [math] Usage of Marquardt Optimizer for an Equation
Date Sun, 13 Sep 2015 10:45:55 GMT
Sorry, for double posting, but maybe the solution is not sooo bad after
all. My goal is not a forecast itself but rather smoothing the values.
Thus, I tried alpha = 0, beta = 0 and gamma = 0 as initial
parameterization. The result was alpha = 0.0015, beta = 0.5812, gamma
= ‚Äč0.6624. Despite the parameters are far off the solution posted on the
page I referenced earlier (they use alpha = 0.7556, beta = 0, gamma =
0.9837), the result itself is acceptable. So I can definitely use the
optimizer. There is probably more than just one acceptable solution.

Indeed, I don't care much about parameterization as long as the results
work for me. I tried another run with using an extreme seasonality, e.g., I
peaked extremely every 3rd quarter, and the results were still good with
what the program gave me. After all, thanks a lot, Gilles, you put a lot of
effort into helping me and I would like to thank you very much. I had no
idea how to start off and now I got a better understanding. :)


  • Unnamed multipart/alternative (inline, None, 0 bytes)
View raw message