View Single Post
Old 08-26-2012, 02:41 AM
itooam itooam is offline
Senior Member
Join Date: Jul 2012
Posts: 100
Default Re: Recency weighted regression

If the above is correct, it seems then there is another problem... if the dataset size is big i.e., 10000 then the A matrix will contain 10000^2 = 100,000,000 values. Ugh! How to deal with this?
Reply With Quote