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Smoothing Constant is greater than 1 #179

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rks0191 opened this issue Nov 22, 2016 · 1 comment
Open

Smoothing Constant is greater than 1 #179

rks0191 opened this issue Nov 22, 2016 · 1 comment

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@rks0191
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rks0191 commented Nov 22, 2016

Hi,
First of all, it is clean code and written very well. I was experimenting something with EWMA algorithm with my Dataset.
val inputArray = Array(2595.3, 4235.6, 4945.4, 4134.2, 3841.4, 2964.7, 3380.6, 3780.8, 5060.9, 3149.6, 1382.9, 2920.2, 5060.9)
val ewmaModel = EWMA.fitModel(new DenseVector(inputArray))
println(ewmaModel.smoothing)

I was expecting it to be <1 as wiki link clearly says alpha stays between 0 and 1. But i found that smoothing is 1.4725180725463247. Am i missing some trick in understanding the same?
@rks0191
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rks0191 commented Dec 15, 2016

Anyone looking @this?

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