config-i1 / mes

Mixed Exponential Smoothing
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Tune the optimiser #20

Open config-i1 opened 4 years ago

config-i1 commented 4 years ago

Normalise all the parameter before the nloptr(), then denormalise them in the loop. See if this improves the speed of calculation and accuracy.

config-i1 commented 4 years ago

The normalisation does not work in general, because the level is then changed more than needed and the fit becomes unstable.