You are the greatest statistics teacher eveerrr Thank you so much for making it understandable and more logical it means the world ❤
@BrandonFoltz11 жыл бұрын
Hey Sid! If we look at those graphs as probability density functions then yes the areas will all be 1. Increasing alpha would shift probability leftward. All we are doing is taking the same "area" and allocating it differently over time. However these aren't technically probability functions, but we could call them exponential distributions for the sake of argument where alpha is the rate parameter.
@magicsgirl9310 жыл бұрын
i love this man. Class is over and I'm still reviewing his info
@RUSSIAN7MAFIA8 жыл бұрын
hey just wanted to say thank you for putting your own time into this and helping out the community. it definitely clears up a lot of things... after the class i didn't understand what weighted meant. so you could already imagine the struggle lol... it all makes sense for the most part, just need practice doing it myself. thanks again
@DanielBurrueco4 жыл бұрын
Great explanation, but I think the alpha .75 curve found in 0:23:30 is not right... It should follow the actual data (if I'm getting this properly).
@bigphatkdawg4 жыл бұрын
I think he meant 0.075
@dhavaldwivedi7 жыл бұрын
Excellent video
@PortnoyII11 жыл бұрын
This is with regard to the slide that says "Visual Alpha Weightings". Correct me if I'm wrong, but the integral of each of these graphs from zero to infinity should be the same (in other words, the area under the graph should remain same) because the total no. of weights is constant. Increasing the alpha value only causes a vertical dilation (stretch) in the function.
@owinbottles34178 жыл бұрын
Awesome explanation Sir! Became your fan!
@eswan76389 жыл бұрын
Hell Brandon. This is a fantastic video. an create some introductory videos on ARMA models and what the parameters such as white noise mean?
@ALEXSHUNCAI4 жыл бұрын
Is the EMA formula here different than the EMA calculation in stock market price predication?