Closed olshena closed 4 years ago
Added unweighted kernel method which drops a random value from the window instead of the oldest value and made it the default method. Please double check code to see if it makes sense.
I think for the unweighted kernel we should distinguish between the build and predict. In build I think the unweighted kernel should be just like the equal kernel, because we have actual data. I think it is for the prediction where there be a distinction between the two. Sorry for not clarifying.
I also think the unweighted kernel can be more efficient, but that is less of an issue.
i've reverted the unweighted method change in predictAR.
The 'unweighted' kernel should equal the 'equal' kernel for buildAR, since we have data there. It should differs for the predictAR. Right now we have the opposite where they differ in buildAR but are the same for predictAR.
I think this is correct now.
The 'unweighted' kernel would be like the 'equal' kernel with one difference. Instead of dropping the last value in the window when a new one is added, a random value in the kernel would be dropped. This should be made the default method.