u_analytics/smoothing/mod.rs
1//! Time series smoothing and forecasting.
2//!
3//! Exponential smoothing methods for level, trend, and seasonal
4//! decomposition of time series data.
5//!
6//! # Methods
7//!
8//! - [`SimpleExponentialSmoothing`] — Level-only smoothing (Brown, 1956)
9//! - [`HoltLinear`] — Double exponential smoothing with trend (Holt, 1957)
10//! - [`HoltWinters`] — Triple exponential smoothing with trend and seasonality
11//! (Winters, 1960)
12//!
13//! # References
14//!
15//! - Brown, R.G. (1956). *Exponential Smoothing for Predicting Demand*.
16//! - Holt, C.C. (1957). "Forecasting Seasonals and Trends by
17//! Exponentially Weighted Moving Averages", ONR Memo 52.
18//! - Winters, P.R. (1960). "Forecasting Sales by Exponentially Weighted
19//! Moving Averages", *Management Science* 6(3), pp. 324-342.
20
21mod holt;
22mod holt_winters;
23mod ses;
24
25pub use holt::{HoltLinear, HoltResult};
26pub use holt_winters::{HoltWinters, HoltWintersResult, Seasonality};
27pub use ses::{SesResult, SimpleExponentialSmoothing};