I have a linear model with a weighting factor that weights the most recent observations. The weights use a tuning parameter that I would like to optimize using a tuning grid. A simple example is below:I have a linear model with a weighting factor t
I have a linear model with a weighting factor that weights the most recent observations. The weights use a tuning parameter that I would like to optimize using a tuning grid. A simple example is below:I have a linear model with a weighting factor t