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config-i1 / mes

Mixed Exponential Smoothing
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Fix the stability condition #47

Open config-i1 opened 4 years ago

config-i1 commented 4 years ago

Fix the stability condition, making independent eigenvalues for each unique lag, based on this: https://openforecast.org/adam/ADAMETSPureAdditive.html#stability-and-forecastability-conditions

This implies fixing:

  1. CF
  2. confint()
config-i1 commented 4 years ago

Note done yet, because I'm too bored to do that, and it's not clear if this will change anything...