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    Weighted average and mean square error

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    Will a k-period weighted average produce a lower mean square error (MSE) when making predictions than a weighted average derived from k minus 1 periods? If so, why or why not?

    © BrainMass Inc. brainmass.com March 4, 2021, 6:22 pm ad1c9bdddf
    https://brainmass.com/statistics/quantative-analysis-of-data/weighted-average-mean-square-error-42051

    Solution Summary

    This solution is provided in 92 words in an attached .doc file. It provides the equation for mean square error, including that in relation to a Fourier series. This is explained and it is shown how k is related to the size of mean square error.

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