Struct SesResult 

pub struct SesResult {
    pub smoothed: Vec<f64>,
    pub forecast: f64,
    pub fitted: Vec<f64>,
    pub alpha: f64,
}

Result of simple exponential smoothing at each time step.

Fields

smoothed: Vec<f64>

Smoothed values.

forecast: f64

One-step-ahead forecast for the next period.

fitted: Vec<f64>

One-step-ahead in-sample forecasts: fitted[t] = smoothed[t − 1], and fitted[0] the initial level data[0].

alpha: f64

The smoothing constant α.

Implementations

impl SesResult

pub const FIRST_ERROR: usize = 1

The index of the first one-step error the smoother learns from: before it the fitted value is the initialisation.

pub fn residuals(&self, data: &[f64]) -> Vec<Option<f64>>

data[t] − fitted[t], None at the initialisation.

pub fn forecasts( &self, data: &[f64], horizon: usize, level: f64, ) -> Option<Vec<SmoothingForecast>>

Forecasts 1..=horizon steps ahead with the prediction interval of ETS(A,N,N) at two-sided level (module documentation); data is the series smoothed (for σ). None when level is not in (0, 1).

pub fn first_passage( &self, data: &[f64], horizon: usize, threshold: f64, quantiles: &[f64], paths: usize, seed: u64, ) -> Option<FirstPassage>

When the forecast total over steps 1, 2, … first reaches threshold (non-zero; from below when positive, from above when negative), over paths simulated futures of the fitted model seeded with seed, within horizon steps – with the quantiles (each in (0, 1]) of that time (FirstPassage). data is the series smoothed (for σ). None when an argument is outside those ranges or there is no one-step error to estimate σ from.

Trait Implementations

impl Clone for SesResult

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for SesResult

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.