Simple algorithm Exponential weighting

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Thijs Ruigrok
Thijs Ruigrok 2015-5-11
评论： Thijs Ruigrok 2015-5-13
Hello,
I need to write an algortihm for the formula:
x=[d(t-1)+A*d(t-2)+(A^2)*d(t-3)+(A^3)*d(t-4)+.....]
with:
for t=1:T d = poissrnd(constant,1,T) A = constant
Every loop I am adding a value to the matrix. The older the value the lower the weighing.
Thanks in advance!

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Christiaan
Christiaan 2015-5-12
编辑：Christiaan 2015-5-12
Dear Thijs,
This code may help you on your way:
A=1;
for i=1:10
if i==1
x(i) = 1;
end
if i>1
x(i) = x(i-1) + A^(i-1)*x(i-1)
end
end
Good luck! Christiaan
  1 个评论
Thijs Ruigrok
Thijs Ruigrok 2015-5-13
Hey Christiaan, Thanks for the answer! There is only one problem left. Older values have to get a lower weighting so. The older the value gets the higher the exponent. Cheers

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