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Re: Coding Help

yoake, Mon Sep 12, 2022 3:23 pm

Regularized Linear Regression MA

I have tested again with some corrections. There was no change, but I noticed something.
If the period exceeds 25, the amount of correction seems to be significantly less. It is no different from normal Linear regression. Conversely, if the period is shortened, the correction amount becomes larger.

However, it is not clear whether this is the correct behaviour.
I have corrected the uploaded file just in case.

Thanks in advance.
Yoake
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